ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 05-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
94.630 |
95.330 |
0.700 |
0.7% |
96.000 |
| High |
95.400 |
95.365 |
-0.035 |
0.0% |
96.475 |
| Low |
94.500 |
94.300 |
-0.200 |
-0.2% |
94.730 |
| Close |
94.883 |
94.462 |
-0.421 |
-0.4% |
95.655 |
| Range |
0.900 |
1.065 |
0.165 |
18.3% |
1.745 |
| ATR |
0.848 |
0.864 |
0.015 |
1.8% |
0.000 |
| Volume |
1,774 |
982 |
-792 |
-44.6% |
4,740 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.904 |
97.248 |
95.048 |
|
| R3 |
96.839 |
96.183 |
94.755 |
|
| R2 |
95.774 |
95.774 |
94.657 |
|
| R1 |
95.118 |
95.118 |
94.560 |
94.914 |
| PP |
94.709 |
94.709 |
94.709 |
94.607 |
| S1 |
94.053 |
94.053 |
94.364 |
93.849 |
| S2 |
93.644 |
93.644 |
94.267 |
|
| S3 |
92.579 |
92.988 |
94.169 |
|
| S4 |
91.514 |
91.923 |
93.876 |
|
|
| 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 |
95.825 |
94.135 |
1.690 |
1.8% |
0.877 |
0.9% |
19% |
False |
False |
874 |
| 10 |
96.475 |
94.135 |
2.340 |
2.5% |
0.924 |
1.0% |
14% |
False |
False |
924 |
| 20 |
96.475 |
91.995 |
4.480 |
4.7% |
0.922 |
1.0% |
55% |
False |
False |
810 |
| 40 |
96.475 |
88.115 |
8.360 |
8.9% |
0.741 |
0.8% |
76% |
False |
False |
517 |
| 60 |
96.475 |
87.500 |
8.975 |
9.5% |
0.654 |
0.7% |
78% |
False |
False |
363 |
| 80 |
96.475 |
84.895 |
11.580 |
12.3% |
0.585 |
0.6% |
83% |
False |
False |
276 |
| 100 |
96.475 |
84.485 |
11.990 |
12.7% |
0.524 |
0.6% |
83% |
False |
False |
223 |
| 120 |
96.475 |
81.890 |
14.585 |
15.4% |
0.455 |
0.5% |
86% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.891 |
|
2.618 |
98.153 |
|
1.618 |
97.088 |
|
1.000 |
96.430 |
|
0.618 |
96.023 |
|
HIGH |
95.365 |
|
0.618 |
94.958 |
|
0.500 |
94.833 |
|
0.382 |
94.707 |
|
LOW |
94.300 |
|
0.618 |
93.642 |
|
1.000 |
93.235 |
|
1.618 |
92.577 |
|
2.618 |
91.512 |
|
4.250 |
89.774 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.833 |
94.848 |
| PP |
94.709 |
94.719 |
| S1 |
94.586 |
94.591 |
|