ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 09-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
94.470 |
95.525 |
1.055 |
1.1% |
95.610 |
| High |
95.600 |
95.750 |
0.150 |
0.2% |
95.775 |
| Low |
94.420 |
95.220 |
0.800 |
0.8% |
94.135 |
| Close |
95.534 |
95.325 |
-0.209 |
-0.2% |
95.534 |
| Range |
1.180 |
0.530 |
-0.650 |
-55.1% |
1.640 |
| ATR |
0.886 |
0.861 |
-0.025 |
-2.9% |
0.000 |
| Volume |
825 |
1,313 |
488 |
59.2% |
4,413 |
|
| Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.022 |
96.703 |
95.617 |
|
| R3 |
96.492 |
96.173 |
95.471 |
|
| R2 |
95.962 |
95.962 |
95.422 |
|
| R1 |
95.643 |
95.643 |
95.374 |
95.538 |
| PP |
95.432 |
95.432 |
95.432 |
95.379 |
| S1 |
95.113 |
95.113 |
95.276 |
95.008 |
| S2 |
94.902 |
94.902 |
95.228 |
|
| S3 |
94.372 |
94.583 |
95.179 |
|
| S4 |
93.842 |
94.053 |
95.034 |
|
|
| 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 |
95.750 |
94.135 |
1.615 |
1.7% |
1.020 |
1.1% |
74% |
True |
False |
1,077 |
| 10 |
96.095 |
94.135 |
1.960 |
2.1% |
0.871 |
0.9% |
61% |
False |
False |
941 |
| 20 |
96.475 |
91.995 |
4.480 |
4.7% |
0.953 |
1.0% |
74% |
False |
False |
858 |
| 40 |
96.475 |
88.115 |
8.360 |
8.8% |
0.746 |
0.8% |
86% |
False |
False |
552 |
| 60 |
96.475 |
87.500 |
8.975 |
9.4% |
0.667 |
0.7% |
87% |
False |
False |
396 |
| 80 |
96.475 |
84.895 |
11.580 |
12.1% |
0.601 |
0.6% |
90% |
False |
False |
303 |
| 100 |
96.475 |
84.485 |
11.990 |
12.6% |
0.539 |
0.6% |
90% |
False |
False |
245 |
| 120 |
96.475 |
82.080 |
14.395 |
15.1% |
0.469 |
0.5% |
92% |
False |
False |
206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.003 |
|
2.618 |
97.138 |
|
1.618 |
96.608 |
|
1.000 |
96.280 |
|
0.618 |
96.078 |
|
HIGH |
95.750 |
|
0.618 |
95.548 |
|
0.500 |
95.485 |
|
0.382 |
95.422 |
|
LOW |
95.220 |
|
0.618 |
94.892 |
|
1.000 |
94.690 |
|
1.618 |
94.362 |
|
2.618 |
93.832 |
|
4.250 |
92.968 |
|
|
| Fisher Pivots for day following 09-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.485 |
95.225 |
| PP |
95.432 |
95.125 |
| S1 |
95.378 |
95.025 |
|