ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 29-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
90.450 |
90.605 |
0.155 |
0.2% |
90.120 |
| High |
90.655 |
90.915 |
0.260 |
0.3% |
90.695 |
| Low |
90.395 |
90.410 |
0.015 |
0.0% |
89.920 |
| Close |
90.623 |
90.814 |
0.191 |
0.2% |
90.623 |
| Range |
0.260 |
0.505 |
0.245 |
94.2% |
0.775 |
| ATR |
0.542 |
0.539 |
-0.003 |
-0.5% |
0.000 |
| Volume |
0 |
58 |
58 |
|
746 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.228 |
92.026 |
91.092 |
|
| R3 |
91.723 |
91.521 |
90.953 |
|
| R2 |
91.218 |
91.218 |
90.907 |
|
| R1 |
91.016 |
91.016 |
90.860 |
91.117 |
| PP |
90.713 |
90.713 |
90.713 |
90.764 |
| S1 |
90.511 |
90.511 |
90.768 |
90.612 |
| S2 |
90.208 |
90.208 |
90.721 |
|
| S3 |
89.703 |
90.006 |
90.675 |
|
| S4 |
89.198 |
89.501 |
90.536 |
|
|
| 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 |
90.915 |
89.920 |
0.995 |
1.1% |
0.364 |
0.4% |
90% |
True |
False |
160 |
| 10 |
90.915 |
88.115 |
2.800 |
3.1% |
0.524 |
0.6% |
96% |
True |
False |
178 |
| 20 |
90.915 |
88.115 |
2.800 |
3.1% |
0.604 |
0.7% |
96% |
True |
False |
163 |
| 40 |
90.915 |
86.620 |
4.295 |
4.7% |
0.520 |
0.6% |
98% |
True |
False |
96 |
| 60 |
90.915 |
84.895 |
6.020 |
6.6% |
0.473 |
0.5% |
98% |
True |
False |
69 |
| 80 |
90.915 |
83.835 |
7.080 |
7.8% |
0.391 |
0.4% |
99% |
True |
False |
55 |
| 100 |
90.915 |
81.780 |
9.135 |
10.1% |
0.332 |
0.4% |
99% |
True |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.061 |
|
2.618 |
92.237 |
|
1.618 |
91.732 |
|
1.000 |
91.420 |
|
0.618 |
91.227 |
|
HIGH |
90.915 |
|
0.618 |
90.722 |
|
0.500 |
90.663 |
|
0.382 |
90.603 |
|
LOW |
90.410 |
|
0.618 |
90.098 |
|
1.000 |
89.905 |
|
1.618 |
89.593 |
|
2.618 |
89.088 |
|
4.250 |
88.264 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
90.764 |
90.761 |
| PP |
90.713 |
90.708 |
| S1 |
90.663 |
90.655 |
|