ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 08-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
92.325 |
92.620 |
0.295 |
0.3% |
90.605 |
| High |
92.840 |
93.125 |
0.285 |
0.3% |
91.800 |
| Low |
92.300 |
92.615 |
0.315 |
0.3% |
90.410 |
| Close |
92.485 |
92.977 |
0.492 |
0.5% |
91.726 |
| Range |
0.540 |
0.510 |
-0.030 |
-5.6% |
1.390 |
| ATR |
0.575 |
0.580 |
0.005 |
0.8% |
0.000 |
| Volume |
315 |
713 |
398 |
126.3% |
623 |
|
| Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.436 |
94.216 |
93.258 |
|
| R3 |
93.926 |
93.706 |
93.117 |
|
| R2 |
93.416 |
93.416 |
93.071 |
|
| R1 |
93.196 |
93.196 |
93.024 |
93.306 |
| PP |
92.906 |
92.906 |
92.906 |
92.961 |
| S1 |
92.686 |
92.686 |
92.930 |
92.796 |
| S2 |
92.396 |
92.396 |
92.884 |
|
| S3 |
91.886 |
92.176 |
92.837 |
|
| S4 |
91.376 |
91.666 |
92.697 |
|
|
| 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 |
93.125 |
91.195 |
1.930 |
2.1% |
0.538 |
0.6% |
92% |
True |
False |
394 |
| 10 |
93.125 |
90.395 |
2.730 |
2.9% |
0.467 |
0.5% |
95% |
True |
False |
290 |
| 20 |
93.125 |
88.115 |
5.010 |
5.4% |
0.535 |
0.6% |
97% |
True |
False |
229 |
| 40 |
93.125 |
87.500 |
5.625 |
6.0% |
0.518 |
0.6% |
97% |
True |
False |
155 |
| 60 |
93.125 |
84.895 |
8.230 |
8.9% |
0.482 |
0.5% |
98% |
True |
False |
110 |
| 80 |
93.125 |
84.485 |
8.640 |
9.3% |
0.431 |
0.5% |
98% |
True |
False |
86 |
| 100 |
93.125 |
81.974 |
11.151 |
12.0% |
0.367 |
0.4% |
99% |
True |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.293 |
|
2.618 |
94.460 |
|
1.618 |
93.950 |
|
1.000 |
93.635 |
|
0.618 |
93.440 |
|
HIGH |
93.125 |
|
0.618 |
92.930 |
|
0.500 |
92.870 |
|
0.382 |
92.810 |
|
LOW |
92.615 |
|
0.618 |
92.300 |
|
1.000 |
92.105 |
|
1.618 |
91.790 |
|
2.618 |
91.280 |
|
4.250 |
90.448 |
|
|
| Fisher Pivots for day following 08-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
92.941 |
92.797 |
| PP |
92.906 |
92.617 |
| S1 |
92.870 |
92.438 |
|