ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
92.380 |
92.460 |
0.080 |
0.1% |
92.270 |
| High |
92.885 |
92.985 |
0.100 |
0.1% |
93.125 |
| Low |
92.100 |
92.410 |
0.310 |
0.3% |
91.750 |
| Close |
92.557 |
92.875 |
0.318 |
0.3% |
92.520 |
| Range |
0.785 |
0.575 |
-0.210 |
-26.8% |
1.375 |
| ATR |
0.594 |
0.593 |
-0.001 |
-0.2% |
0.000 |
| Volume |
532 |
876 |
344 |
64.7% |
2,426 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.482 |
94.253 |
93.191 |
|
| R3 |
93.907 |
93.678 |
93.033 |
|
| R2 |
93.332 |
93.332 |
92.980 |
|
| R1 |
93.103 |
93.103 |
92.928 |
93.218 |
| PP |
92.757 |
92.757 |
92.757 |
92.814 |
| S1 |
92.528 |
92.528 |
92.822 |
92.643 |
| S2 |
92.182 |
92.182 |
92.770 |
|
| S3 |
91.607 |
91.953 |
92.717 |
|
| S4 |
91.032 |
91.378 |
92.559 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.590 |
95.930 |
93.276 |
|
| R3 |
95.215 |
94.555 |
92.898 |
|
| R2 |
93.840 |
93.840 |
92.772 |
|
| R1 |
93.180 |
93.180 |
92.646 |
93.510 |
| PP |
92.465 |
92.465 |
92.465 |
92.630 |
| S1 |
91.805 |
91.805 |
92.394 |
92.135 |
| S2 |
91.090 |
91.090 |
92.268 |
|
| S3 |
89.715 |
90.430 |
92.142 |
|
| S4 |
88.340 |
89.055 |
91.764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.125 |
92.100 |
1.025 |
1.1% |
0.597 |
0.6% |
76% |
False |
False |
578 |
| 10 |
93.125 |
90.465 |
2.660 |
2.9% |
0.563 |
0.6% |
91% |
False |
False |
439 |
| 20 |
93.125 |
88.115 |
5.010 |
5.4% |
0.544 |
0.6% |
95% |
False |
False |
309 |
| 40 |
93.125 |
87.500 |
5.625 |
6.1% |
0.555 |
0.6% |
96% |
False |
False |
200 |
| 60 |
93.125 |
85.520 |
7.605 |
8.2% |
0.476 |
0.5% |
97% |
False |
False |
139 |
| 80 |
93.125 |
84.820 |
8.305 |
8.9% |
0.444 |
0.5% |
97% |
False |
False |
108 |
| 100 |
93.125 |
82.485 |
10.640 |
11.5% |
0.383 |
0.4% |
98% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.429 |
|
2.618 |
94.490 |
|
1.618 |
93.915 |
|
1.000 |
93.560 |
|
0.618 |
93.340 |
|
HIGH |
92.985 |
|
0.618 |
92.765 |
|
0.500 |
92.698 |
|
0.382 |
92.630 |
|
LOW |
92.410 |
|
0.618 |
92.055 |
|
1.000 |
91.835 |
|
1.618 |
91.480 |
|
2.618 |
90.905 |
|
4.250 |
89.966 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
92.816 |
92.777 |
| PP |
92.757 |
92.678 |
| S1 |
92.698 |
92.580 |
|