ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
92.270 |
91.955 |
-0.315 |
-0.3% |
90.605 |
| High |
92.420 |
92.265 |
-0.155 |
-0.2% |
91.800 |
| Low |
91.900 |
91.750 |
-0.150 |
-0.2% |
90.410 |
| Close |
91.980 |
92.083 |
0.103 |
0.1% |
91.726 |
| Range |
0.520 |
0.515 |
-0.005 |
-1.0% |
1.390 |
| ATR |
0.564 |
0.561 |
-0.004 |
-0.6% |
0.000 |
| Volume |
231 |
711 |
480 |
207.8% |
623 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.578 |
93.345 |
92.366 |
|
| R3 |
93.063 |
92.830 |
92.225 |
|
| R2 |
92.548 |
92.548 |
92.177 |
|
| R1 |
92.315 |
92.315 |
92.130 |
92.432 |
| PP |
92.033 |
92.033 |
92.033 |
92.091 |
| S1 |
91.800 |
91.800 |
92.036 |
91.917 |
| S2 |
91.518 |
91.518 |
91.989 |
|
| S3 |
91.003 |
91.285 |
91.941 |
|
| S4 |
90.488 |
90.770 |
91.800 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.482 |
94.994 |
92.491 |
|
| R3 |
94.092 |
93.604 |
92.108 |
|
| R2 |
92.702 |
92.702 |
91.981 |
|
| R1 |
92.214 |
92.214 |
91.853 |
92.458 |
| PP |
91.312 |
91.312 |
91.312 |
91.434 |
| S1 |
90.824 |
90.824 |
91.599 |
91.068 |
| S2 |
89.922 |
89.922 |
91.471 |
|
| S3 |
88.532 |
89.434 |
91.344 |
|
| S4 |
87.142 |
88.044 |
90.962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.420 |
90.465 |
1.955 |
2.1% |
0.529 |
0.6% |
83% |
False |
False |
301 |
| 10 |
92.420 |
89.920 |
2.500 |
2.7% |
0.447 |
0.5% |
87% |
False |
False |
231 |
| 20 |
92.420 |
88.115 |
4.305 |
4.7% |
0.559 |
0.6% |
92% |
False |
False |
211 |
| 40 |
92.420 |
87.500 |
4.920 |
5.3% |
0.523 |
0.6% |
93% |
False |
False |
131 |
| 60 |
92.420 |
84.895 |
7.525 |
8.2% |
0.468 |
0.5% |
96% |
False |
False |
93 |
| 80 |
92.420 |
84.485 |
7.935 |
8.6% |
0.418 |
0.5% |
96% |
False |
False |
73 |
| 100 |
92.420 |
81.890 |
10.530 |
11.4% |
0.357 |
0.4% |
97% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.454 |
|
2.618 |
93.613 |
|
1.618 |
93.098 |
|
1.000 |
92.780 |
|
0.618 |
92.583 |
|
HIGH |
92.265 |
|
0.618 |
92.068 |
|
0.500 |
92.008 |
|
0.382 |
91.947 |
|
LOW |
91.750 |
|
0.618 |
91.432 |
|
1.000 |
91.235 |
|
1.618 |
90.917 |
|
2.618 |
90.402 |
|
4.250 |
89.561 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
92.058 |
91.991 |
| PP |
92.033 |
91.899 |
| S1 |
92.008 |
91.808 |
|