ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 26-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
90.570 |
90.450 |
-0.120 |
-0.1% |
90.120 |
| High |
90.605 |
90.655 |
0.050 |
0.1% |
90.695 |
| Low |
90.400 |
90.395 |
-0.005 |
0.0% |
89.920 |
| Close |
90.533 |
90.623 |
0.090 |
0.1% |
90.623 |
| Range |
0.205 |
0.260 |
0.055 |
26.8% |
0.775 |
| ATR |
0.563 |
0.542 |
-0.022 |
-3.8% |
0.000 |
| Volume |
311 |
0 |
-311 |
-100.0% |
746 |
|
| Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.338 |
91.240 |
90.766 |
|
| R3 |
91.078 |
90.980 |
90.695 |
|
| R2 |
90.818 |
90.818 |
90.671 |
|
| R1 |
90.720 |
90.720 |
90.647 |
90.769 |
| PP |
90.558 |
90.558 |
90.558 |
90.582 |
| S1 |
90.460 |
90.460 |
90.599 |
90.509 |
| S2 |
90.298 |
90.298 |
90.575 |
|
| S3 |
90.038 |
90.200 |
90.552 |
|
| S4 |
89.778 |
89.940 |
90.480 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.738 |
92.455 |
91.049 |
|
| R3 |
91.963 |
91.680 |
90.836 |
|
| R2 |
91.188 |
91.188 |
90.765 |
|
| R1 |
90.905 |
90.905 |
90.694 |
91.047 |
| PP |
90.413 |
90.413 |
90.413 |
90.483 |
| S1 |
90.130 |
90.130 |
90.552 |
90.272 |
| S2 |
89.638 |
89.638 |
90.481 |
|
| S3 |
88.863 |
89.355 |
90.410 |
|
| S4 |
88.088 |
88.580 |
90.197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.695 |
89.715 |
0.980 |
1.1% |
0.347 |
0.4% |
93% |
False |
False |
187 |
| 10 |
90.695 |
88.115 |
2.580 |
2.8% |
0.525 |
0.6% |
97% |
False |
False |
184 |
| 20 |
90.695 |
88.115 |
2.580 |
2.8% |
0.598 |
0.7% |
97% |
False |
False |
161 |
| 40 |
90.695 |
86.430 |
4.265 |
4.7% |
0.514 |
0.6% |
98% |
False |
False |
97 |
| 60 |
90.695 |
84.895 |
5.800 |
6.4% |
0.468 |
0.5% |
99% |
False |
False |
68 |
| 80 |
90.695 |
83.740 |
6.955 |
7.7% |
0.385 |
0.4% |
99% |
False |
False |
54 |
| 100 |
90.695 |
81.780 |
8.915 |
9.8% |
0.328 |
0.4% |
99% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.760 |
|
2.618 |
91.336 |
|
1.618 |
91.076 |
|
1.000 |
90.915 |
|
0.618 |
90.816 |
|
HIGH |
90.655 |
|
0.618 |
90.556 |
|
0.500 |
90.525 |
|
0.382 |
90.494 |
|
LOW |
90.395 |
|
0.618 |
90.234 |
|
1.000 |
90.135 |
|
1.618 |
89.974 |
|
2.618 |
89.714 |
|
4.250 |
89.290 |
|
|
| Fisher Pivots for day following 26-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
90.590 |
90.567 |
| PP |
90.558 |
90.511 |
| S1 |
90.525 |
90.455 |
|