ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 06-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
95.330 |
94.470 |
-0.860 |
-0.9% |
95.610 |
| High |
95.365 |
95.600 |
0.235 |
0.2% |
95.775 |
| Low |
94.300 |
94.420 |
0.120 |
0.1% |
94.135 |
| Close |
94.462 |
95.534 |
1.072 |
1.1% |
95.534 |
| Range |
1.065 |
1.180 |
0.115 |
10.8% |
1.640 |
| ATR |
0.864 |
0.886 |
0.023 |
2.6% |
0.000 |
| Volume |
982 |
825 |
-157 |
-16.0% |
4,413 |
|
| Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.725 |
98.309 |
96.183 |
|
| R3 |
97.545 |
97.129 |
95.859 |
|
| R2 |
96.365 |
96.365 |
95.750 |
|
| R1 |
95.949 |
95.949 |
95.642 |
96.157 |
| PP |
95.185 |
95.185 |
95.185 |
95.289 |
| S1 |
94.769 |
94.769 |
95.426 |
94.977 |
| S2 |
94.005 |
94.005 |
95.318 |
|
| S3 |
92.825 |
93.589 |
95.210 |
|
| S4 |
91.645 |
92.409 |
94.885 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.068 |
99.441 |
96.436 |
|
| R3 |
98.428 |
97.801 |
95.985 |
|
| R2 |
96.788 |
96.788 |
95.835 |
|
| R1 |
96.161 |
96.161 |
95.684 |
95.655 |
| PP |
95.148 |
95.148 |
95.148 |
94.895 |
| S1 |
94.521 |
94.521 |
95.384 |
94.015 |
| S2 |
93.508 |
93.508 |
95.233 |
|
| S3 |
91.868 |
92.881 |
95.083 |
|
| S4 |
90.228 |
91.241 |
94.632 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.775 |
94.135 |
1.640 |
1.7% |
1.014 |
1.1% |
85% |
False |
False |
882 |
| 10 |
96.475 |
94.135 |
2.340 |
2.4% |
0.896 |
0.9% |
60% |
False |
False |
915 |
| 20 |
96.475 |
91.995 |
4.480 |
4.7% |
0.955 |
1.0% |
79% |
False |
False |
816 |
| 40 |
96.475 |
88.115 |
8.360 |
8.8% |
0.745 |
0.8% |
89% |
False |
False |
522 |
| 60 |
96.475 |
87.500 |
8.975 |
9.4% |
0.664 |
0.7% |
90% |
False |
False |
375 |
| 80 |
96.475 |
84.895 |
11.580 |
12.1% |
0.600 |
0.6% |
92% |
False |
False |
286 |
| 100 |
96.475 |
84.485 |
11.990 |
12.6% |
0.536 |
0.6% |
92% |
False |
False |
232 |
| 120 |
96.475 |
81.974 |
14.501 |
15.2% |
0.465 |
0.5% |
94% |
False |
False |
195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.615 |
|
2.618 |
98.689 |
|
1.618 |
97.509 |
|
1.000 |
96.780 |
|
0.618 |
96.329 |
|
HIGH |
95.600 |
|
0.618 |
95.149 |
|
0.500 |
95.010 |
|
0.382 |
94.871 |
|
LOW |
94.420 |
|
0.618 |
93.691 |
|
1.000 |
93.240 |
|
1.618 |
92.511 |
|
2.618 |
91.331 |
|
4.250 |
89.405 |
|
|
| Fisher Pivots for day following 06-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.359 |
95.339 |
| PP |
95.185 |
95.145 |
| S1 |
95.010 |
94.950 |
|