ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 12-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
95.520 |
95.780 |
0.260 |
0.3% |
95.610 |
| High |
95.965 |
95.830 |
-0.135 |
-0.1% |
95.775 |
| Low |
95.520 |
94.880 |
-0.640 |
-0.7% |
94.135 |
| Close |
95.775 |
94.943 |
-0.832 |
-0.9% |
95.534 |
| Range |
0.445 |
0.950 |
0.505 |
113.5% |
1.640 |
| ATR |
0.807 |
0.817 |
0.010 |
1.3% |
0.000 |
| Volume |
850 |
516 |
-334 |
-39.3% |
4,413 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.068 |
97.455 |
95.466 |
|
| R3 |
97.118 |
96.505 |
95.204 |
|
| R2 |
96.168 |
96.168 |
95.117 |
|
| R1 |
95.555 |
95.555 |
95.030 |
95.387 |
| PP |
95.218 |
95.218 |
95.218 |
95.133 |
| S1 |
94.605 |
94.605 |
94.856 |
94.437 |
| S2 |
94.268 |
94.268 |
94.769 |
|
| S3 |
93.318 |
93.655 |
94.682 |
|
| S4 |
92.368 |
92.705 |
94.421 |
|
|
| 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 |
94.420 |
1.545 |
1.6% |
0.721 |
0.8% |
34% |
False |
False |
958 |
| 10 |
95.965 |
94.135 |
1.830 |
1.9% |
0.799 |
0.8% |
44% |
False |
False |
916 |
| 20 |
96.475 |
91.995 |
4.480 |
4.7% |
0.940 |
1.0% |
66% |
False |
False |
898 |
| 40 |
96.475 |
88.115 |
8.360 |
8.8% |
0.750 |
0.8% |
82% |
False |
False |
612 |
| 60 |
96.475 |
87.500 |
8.975 |
9.5% |
0.684 |
0.7% |
83% |
False |
False |
439 |
| 80 |
96.475 |
85.520 |
10.955 |
11.5% |
0.602 |
0.6% |
86% |
False |
False |
335 |
| 100 |
96.475 |
84.820 |
11.655 |
12.3% |
0.551 |
0.6% |
87% |
False |
False |
270 |
| 120 |
96.475 |
82.485 |
13.990 |
14.7% |
0.482 |
0.5% |
89% |
False |
False |
228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.868 |
|
2.618 |
98.317 |
|
1.618 |
97.367 |
|
1.000 |
96.780 |
|
0.618 |
96.417 |
|
HIGH |
95.830 |
|
0.618 |
95.467 |
|
0.500 |
95.355 |
|
0.382 |
95.243 |
|
LOW |
94.880 |
|
0.618 |
94.293 |
|
1.000 |
93.930 |
|
1.618 |
93.343 |
|
2.618 |
92.393 |
|
4.250 |
90.843 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.355 |
95.423 |
| PP |
95.218 |
95.263 |
| S1 |
95.080 |
95.103 |
|