ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
92.460 |
92.845 |
0.385 |
0.4% |
92.270 |
| High |
92.985 |
92.970 |
-0.015 |
0.0% |
93.125 |
| Low |
92.410 |
92.165 |
-0.245 |
-0.3% |
91.750 |
| Close |
92.875 |
92.713 |
-0.162 |
-0.2% |
92.520 |
| Range |
0.575 |
0.805 |
0.230 |
40.0% |
1.375 |
| ATR |
0.593 |
0.608 |
0.015 |
2.6% |
0.000 |
| Volume |
876 |
454 |
-422 |
-48.2% |
2,426 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.031 |
94.677 |
93.156 |
|
| R3 |
94.226 |
93.872 |
92.934 |
|
| R2 |
93.421 |
93.421 |
92.861 |
|
| R1 |
93.067 |
93.067 |
92.787 |
92.842 |
| PP |
92.616 |
92.616 |
92.616 |
92.503 |
| S1 |
92.262 |
92.262 |
92.639 |
92.037 |
| S2 |
91.811 |
91.811 |
92.565 |
|
| S3 |
91.006 |
91.457 |
92.492 |
|
| S4 |
90.201 |
90.652 |
92.270 |
|
|
| 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% |
0.650 |
0.7% |
60% |
False |
False |
606 |
| 10 |
93.125 |
90.510 |
2.615 |
2.8% |
0.595 |
0.6% |
84% |
False |
False |
451 |
| 20 |
93.125 |
88.115 |
5.010 |
5.4% |
0.560 |
0.6% |
92% |
False |
False |
326 |
| 40 |
93.125 |
87.500 |
5.625 |
6.1% |
0.557 |
0.6% |
93% |
False |
False |
210 |
| 60 |
93.125 |
85.520 |
7.605 |
8.2% |
0.489 |
0.5% |
95% |
False |
False |
147 |
| 80 |
93.125 |
84.820 |
8.305 |
9.0% |
0.454 |
0.5% |
95% |
False |
False |
113 |
| 100 |
93.125 |
82.485 |
10.640 |
11.5% |
0.391 |
0.4% |
96% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.391 |
|
2.618 |
95.077 |
|
1.618 |
94.272 |
|
1.000 |
93.775 |
|
0.618 |
93.467 |
|
HIGH |
92.970 |
|
0.618 |
92.662 |
|
0.500 |
92.568 |
|
0.382 |
92.473 |
|
LOW |
92.165 |
|
0.618 |
91.668 |
|
1.000 |
91.360 |
|
1.618 |
90.863 |
|
2.618 |
90.058 |
|
4.250 |
88.744 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
92.665 |
92.656 |
| PP |
92.616 |
92.599 |
| S1 |
92.568 |
92.543 |
|