ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 11-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
95.360 |
95.520 |
0.160 |
0.2% |
95.610 |
| High |
95.730 |
95.965 |
0.235 |
0.2% |
95.775 |
| Low |
95.230 |
95.520 |
0.290 |
0.3% |
94.135 |
| Close |
95.608 |
95.775 |
0.167 |
0.2% |
95.534 |
| Range |
0.500 |
0.445 |
-0.055 |
-11.0% |
1.640 |
| ATR |
0.835 |
0.807 |
-0.028 |
-3.3% |
0.000 |
| Volume |
1,290 |
850 |
-440 |
-34.1% |
4,413 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.088 |
96.877 |
96.020 |
|
| R3 |
96.643 |
96.432 |
95.897 |
|
| R2 |
96.198 |
96.198 |
95.857 |
|
| R1 |
95.987 |
95.987 |
95.816 |
96.093 |
| PP |
95.753 |
95.753 |
95.753 |
95.806 |
| S1 |
95.542 |
95.542 |
95.734 |
95.648 |
| S2 |
95.308 |
95.308 |
95.693 |
|
| S3 |
94.863 |
95.097 |
95.653 |
|
| S4 |
94.418 |
94.652 |
95.530 |
|
|
| 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 |
95.965 |
94.300 |
1.665 |
1.7% |
0.744 |
0.8% |
89% |
True |
False |
1,052 |
| 10 |
95.965 |
94.135 |
1.830 |
1.9% |
0.765 |
0.8% |
90% |
True |
False |
973 |
| 20 |
96.475 |
91.995 |
4.480 |
4.7% |
0.932 |
1.0% |
84% |
False |
False |
895 |
| 40 |
96.475 |
88.115 |
8.360 |
8.7% |
0.738 |
0.8% |
92% |
False |
False |
602 |
| 60 |
96.475 |
87.500 |
8.975 |
9.4% |
0.681 |
0.7% |
92% |
False |
False |
432 |
| 80 |
96.475 |
85.520 |
10.955 |
11.4% |
0.590 |
0.6% |
94% |
False |
False |
328 |
| 100 |
96.475 |
84.820 |
11.655 |
12.2% |
0.542 |
0.6% |
94% |
False |
False |
265 |
| 120 |
96.475 |
82.485 |
13.990 |
14.6% |
0.475 |
0.5% |
95% |
False |
False |
223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.856 |
|
2.618 |
97.130 |
|
1.618 |
96.685 |
|
1.000 |
96.410 |
|
0.618 |
96.240 |
|
HIGH |
95.965 |
|
0.618 |
95.795 |
|
0.500 |
95.743 |
|
0.382 |
95.690 |
|
LOW |
95.520 |
|
0.618 |
95.245 |
|
1.000 |
95.075 |
|
1.618 |
94.800 |
|
2.618 |
94.355 |
|
4.250 |
93.629 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.764 |
95.714 |
| PP |
95.753 |
95.653 |
| S1 |
95.743 |
95.593 |
|