ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 30-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
90.605 |
90.830 |
0.225 |
0.2% |
90.120 |
| High |
90.915 |
90.955 |
0.040 |
0.0% |
90.695 |
| Low |
90.410 |
90.465 |
0.055 |
0.1% |
89.920 |
| Close |
90.814 |
90.623 |
-0.191 |
-0.2% |
90.623 |
| Range |
0.505 |
0.490 |
-0.015 |
-3.0% |
0.775 |
| ATR |
0.539 |
0.536 |
-0.004 |
-0.6% |
0.000 |
| Volume |
58 |
343 |
285 |
491.4% |
746 |
|
| Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.151 |
91.877 |
90.893 |
|
| R3 |
91.661 |
91.387 |
90.758 |
|
| R2 |
91.171 |
91.171 |
90.713 |
|
| R1 |
90.897 |
90.897 |
90.668 |
90.789 |
| PP |
90.681 |
90.681 |
90.681 |
90.627 |
| S1 |
90.407 |
90.407 |
90.578 |
90.299 |
| S2 |
90.191 |
90.191 |
90.533 |
|
| S3 |
89.701 |
89.917 |
90.488 |
|
| S4 |
89.211 |
89.427 |
90.354 |
|
|
| 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 |
90.955 |
90.215 |
0.740 |
0.8% |
0.388 |
0.4% |
55% |
True |
False |
210 |
| 10 |
90.955 |
88.115 |
2.840 |
3.1% |
0.526 |
0.6% |
88% |
True |
False |
201 |
| 20 |
90.955 |
88.115 |
2.840 |
3.1% |
0.602 |
0.7% |
88% |
True |
False |
178 |
| 40 |
90.955 |
87.400 |
3.555 |
3.9% |
0.508 |
0.6% |
91% |
True |
False |
104 |
| 60 |
90.955 |
84.895 |
6.060 |
6.7% |
0.477 |
0.5% |
95% |
True |
False |
74 |
| 80 |
90.955 |
84.485 |
6.470 |
7.1% |
0.392 |
0.4% |
95% |
True |
False |
59 |
| 100 |
90.955 |
81.780 |
9.175 |
10.1% |
0.336 |
0.4% |
96% |
True |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.038 |
|
2.618 |
92.238 |
|
1.618 |
91.748 |
|
1.000 |
91.445 |
|
0.618 |
91.258 |
|
HIGH |
90.955 |
|
0.618 |
90.768 |
|
0.500 |
90.710 |
|
0.382 |
90.652 |
|
LOW |
90.465 |
|
0.618 |
90.162 |
|
1.000 |
89.975 |
|
1.618 |
89.672 |
|
2.618 |
89.182 |
|
4.250 |
88.383 |
|
|
| Fisher Pivots for day following 30-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
90.710 |
90.675 |
| PP |
90.681 |
90.658 |
| S1 |
90.652 |
90.640 |
|