ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 04-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
95.355 |
94.630 |
-0.725 |
-0.8% |
96.000 |
| High |
95.560 |
95.400 |
-0.160 |
-0.2% |
96.475 |
| Low |
94.135 |
94.500 |
0.365 |
0.4% |
94.730 |
| Close |
94.429 |
94.883 |
0.454 |
0.5% |
95.655 |
| Range |
1.425 |
0.900 |
-0.525 |
-36.8% |
1.745 |
| ATR |
0.839 |
0.848 |
0.009 |
1.1% |
0.000 |
| Volume |
494 |
1,774 |
1,280 |
259.1% |
4,740 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.628 |
97.155 |
95.378 |
|
| R3 |
96.728 |
96.255 |
95.131 |
|
| R2 |
95.828 |
95.828 |
95.048 |
|
| R1 |
95.355 |
95.355 |
94.966 |
95.592 |
| PP |
94.928 |
94.928 |
94.928 |
95.046 |
| S1 |
94.455 |
94.455 |
94.801 |
94.692 |
| S2 |
94.028 |
94.028 |
94.718 |
|
| S3 |
93.128 |
93.555 |
94.636 |
|
| S4 |
92.228 |
92.655 |
94.388 |
|
|
| 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 |
95.890 |
94.135 |
1.755 |
1.8% |
0.786 |
0.8% |
43% |
False |
False |
895 |
| 10 |
96.475 |
93.210 |
3.265 |
3.4% |
1.015 |
1.1% |
51% |
False |
False |
901 |
| 20 |
96.475 |
91.995 |
4.480 |
4.7% |
0.896 |
0.9% |
64% |
False |
False |
777 |
| 40 |
96.475 |
88.115 |
8.360 |
8.8% |
0.727 |
0.8% |
81% |
False |
False |
494 |
| 60 |
96.475 |
87.500 |
8.975 |
9.5% |
0.647 |
0.7% |
82% |
False |
False |
346 |
| 80 |
96.475 |
84.895 |
11.580 |
12.2% |
0.575 |
0.6% |
86% |
False |
False |
264 |
| 100 |
96.475 |
84.485 |
11.990 |
12.6% |
0.514 |
0.5% |
87% |
False |
False |
214 |
| 120 |
96.475 |
81.890 |
14.585 |
15.4% |
0.446 |
0.5% |
89% |
False |
False |
180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.225 |
|
2.618 |
97.756 |
|
1.618 |
96.856 |
|
1.000 |
96.300 |
|
0.618 |
95.956 |
|
HIGH |
95.400 |
|
0.618 |
95.056 |
|
0.500 |
94.950 |
|
0.382 |
94.844 |
|
LOW |
94.500 |
|
0.618 |
93.944 |
|
1.000 |
93.600 |
|
1.618 |
93.044 |
|
2.618 |
92.144 |
|
4.250 |
90.675 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.950 |
94.955 |
| PP |
94.928 |
94.931 |
| S1 |
94.905 |
94.907 |
|