ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
93.515 |
93.740 |
0.225 |
0.2% |
92.380 |
| High |
93.800 |
93.800 |
0.000 |
0.0% |
93.820 |
| Low |
93.320 |
92.880 |
-0.440 |
-0.5% |
91.995 |
| Close |
93.789 |
93.609 |
-0.180 |
-0.2% |
93.275 |
| Range |
0.480 |
0.920 |
0.440 |
91.7% |
1.825 |
| ATR |
0.687 |
0.704 |
0.017 |
2.4% |
0.000 |
| Volume |
325 |
480 |
155 |
47.7% |
4,238 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.190 |
95.819 |
94.115 |
|
| R3 |
95.270 |
94.899 |
93.862 |
|
| R2 |
94.350 |
94.350 |
93.778 |
|
| R1 |
93.979 |
93.979 |
93.693 |
93.705 |
| PP |
93.430 |
93.430 |
93.430 |
93.292 |
| S1 |
93.059 |
93.059 |
93.525 |
92.785 |
| S2 |
92.510 |
92.510 |
93.440 |
|
| S3 |
91.590 |
92.139 |
93.356 |
|
| S4 |
90.670 |
91.219 |
93.103 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.505 |
97.715 |
94.279 |
|
| R3 |
96.680 |
95.890 |
93.777 |
|
| R2 |
94.855 |
94.855 |
93.610 |
|
| R1 |
94.065 |
94.065 |
93.442 |
94.460 |
| PP |
93.030 |
93.030 |
93.030 |
93.228 |
| S1 |
92.240 |
92.240 |
93.108 |
92.635 |
| S2 |
91.205 |
91.205 |
92.940 |
|
| S3 |
89.380 |
90.415 |
92.773 |
|
| S4 |
87.555 |
88.590 |
92.271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.820 |
91.995 |
1.825 |
1.9% |
0.955 |
1.0% |
88% |
False |
False |
727 |
| 10 |
93.820 |
91.995 |
1.825 |
1.9% |
0.776 |
0.8% |
88% |
False |
False |
652 |
| 20 |
93.820 |
89.920 |
3.900 |
4.2% |
0.611 |
0.7% |
95% |
False |
False |
441 |
| 40 |
93.820 |
87.965 |
5.855 |
6.3% |
0.620 |
0.7% |
96% |
False |
False |
285 |
| 60 |
93.820 |
85.565 |
8.255 |
8.8% |
0.544 |
0.6% |
97% |
False |
False |
199 |
| 80 |
93.820 |
84.895 |
8.925 |
9.5% |
0.496 |
0.5% |
98% |
False |
False |
153 |
| 100 |
93.820 |
82.860 |
10.960 |
11.7% |
0.418 |
0.4% |
98% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.710 |
|
2.618 |
96.209 |
|
1.618 |
95.289 |
|
1.000 |
94.720 |
|
0.618 |
94.369 |
|
HIGH |
93.800 |
|
0.618 |
93.449 |
|
0.500 |
93.340 |
|
0.382 |
93.231 |
|
LOW |
92.880 |
|
0.618 |
92.311 |
|
1.000 |
91.960 |
|
1.618 |
91.391 |
|
2.618 |
90.471 |
|
4.250 |
88.970 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
93.519 |
93.508 |
| PP |
93.430 |
93.406 |
| S1 |
93.340 |
93.305 |
|