ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 02-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
95.505 |
95.610 |
0.105 |
0.1% |
96.000 |
| High |
95.825 |
95.775 |
-0.050 |
-0.1% |
96.475 |
| Low |
95.330 |
95.275 |
-0.055 |
-0.1% |
94.730 |
| Close |
95.655 |
95.392 |
-0.263 |
-0.3% |
95.655 |
| Range |
0.495 |
0.500 |
0.005 |
1.0% |
1.745 |
| ATR |
0.816 |
0.794 |
-0.023 |
-2.8% |
0.000 |
| Volume |
784 |
338 |
-446 |
-56.9% |
4,740 |
|
| Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.981 |
96.686 |
95.667 |
|
| R3 |
96.481 |
96.186 |
95.530 |
|
| R2 |
95.981 |
95.981 |
95.484 |
|
| R1 |
95.686 |
95.686 |
95.438 |
95.584 |
| PP |
95.481 |
95.481 |
95.481 |
95.429 |
| S1 |
95.186 |
95.186 |
95.346 |
95.084 |
| S2 |
94.981 |
94.981 |
95.300 |
|
| S3 |
94.481 |
94.686 |
95.255 |
|
| S4 |
93.981 |
94.186 |
95.117 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.855 |
100.000 |
96.615 |
|
| R3 |
99.110 |
98.255 |
96.135 |
|
| R2 |
97.365 |
97.365 |
95.975 |
|
| R1 |
96.510 |
96.510 |
95.815 |
96.065 |
| PP |
95.620 |
95.620 |
95.620 |
95.398 |
| S1 |
94.765 |
94.765 |
95.495 |
94.320 |
| S2 |
93.875 |
93.875 |
95.335 |
|
| S3 |
92.130 |
93.020 |
95.175 |
|
| S4 |
90.385 |
91.275 |
94.695 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.095 |
94.730 |
1.365 |
1.4% |
0.722 |
0.8% |
48% |
False |
False |
804 |
| 10 |
96.475 |
92.880 |
3.595 |
3.8% |
0.923 |
1.0% |
70% |
False |
False |
755 |
| 20 |
96.475 |
91.750 |
4.725 |
5.0% |
0.831 |
0.9% |
77% |
False |
False |
710 |
| 40 |
96.475 |
88.115 |
8.360 |
8.8% |
0.714 |
0.7% |
87% |
False |
False |
447 |
| 60 |
96.475 |
87.500 |
8.975 |
9.4% |
0.625 |
0.7% |
88% |
False |
False |
309 |
| 80 |
96.475 |
84.895 |
11.580 |
12.1% |
0.563 |
0.6% |
91% |
False |
False |
236 |
| 100 |
96.475 |
84.485 |
11.990 |
12.6% |
0.491 |
0.5% |
91% |
False |
False |
191 |
| 120 |
96.475 |
81.780 |
14.695 |
15.4% |
0.428 |
0.4% |
93% |
False |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.900 |
|
2.618 |
97.084 |
|
1.618 |
96.584 |
|
1.000 |
96.275 |
|
0.618 |
96.084 |
|
HIGH |
95.775 |
|
0.618 |
95.584 |
|
0.500 |
95.525 |
|
0.382 |
95.466 |
|
LOW |
95.275 |
|
0.618 |
94.966 |
|
1.000 |
94.775 |
|
1.618 |
94.466 |
|
2.618 |
93.966 |
|
4.250 |
93.150 |
|
|
| Fisher Pivots for day following 02-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.525 |
95.583 |
| PP |
95.481 |
95.519 |
| S1 |
95.436 |
95.456 |
|