ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 17-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
95.075 |
95.265 |
0.190 |
0.2% |
95.525 |
| High |
95.175 |
95.320 |
0.145 |
0.2% |
95.965 |
| Low |
94.745 |
94.650 |
-0.095 |
-0.1% |
94.745 |
| Close |
95.032 |
94.792 |
-0.240 |
-0.3% |
95.032 |
| Range |
0.430 |
0.670 |
0.240 |
55.8% |
1.220 |
| ATR |
0.790 |
0.781 |
-0.009 |
-1.1% |
0.000 |
| Volume |
1,373 |
328 |
-1,045 |
-76.1% |
5,342 |
|
| Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.931 |
96.531 |
95.161 |
|
| R3 |
96.261 |
95.861 |
94.976 |
|
| R2 |
95.591 |
95.591 |
94.915 |
|
| R1 |
95.191 |
95.191 |
94.853 |
95.056 |
| PP |
94.921 |
94.921 |
94.921 |
94.853 |
| S1 |
94.521 |
94.521 |
94.731 |
94.386 |
| S2 |
94.251 |
94.251 |
94.669 |
|
| S3 |
93.581 |
93.851 |
94.608 |
|
| S4 |
92.911 |
93.181 |
94.424 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.907 |
98.190 |
95.703 |
|
| R3 |
97.687 |
96.970 |
95.368 |
|
| R2 |
96.467 |
96.467 |
95.256 |
|
| R1 |
95.750 |
95.750 |
95.144 |
95.499 |
| PP |
95.247 |
95.247 |
95.247 |
95.122 |
| S1 |
94.530 |
94.530 |
94.920 |
94.279 |
| S2 |
94.027 |
94.027 |
94.808 |
|
| S3 |
92.807 |
93.310 |
94.697 |
|
| S4 |
91.587 |
92.090 |
94.361 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.965 |
94.650 |
1.315 |
1.4% |
0.599 |
0.6% |
11% |
False |
True |
871 |
| 10 |
95.965 |
94.135 |
1.830 |
1.9% |
0.810 |
0.9% |
36% |
False |
False |
974 |
| 20 |
96.475 |
92.880 |
3.595 |
3.8% |
0.866 |
0.9% |
53% |
False |
False |
864 |
| 40 |
96.475 |
89.455 |
7.020 |
7.4% |
0.725 |
0.8% |
76% |
False |
False |
645 |
| 60 |
96.475 |
87.965 |
8.510 |
9.0% |
0.686 |
0.7% |
80% |
False |
False |
466 |
| 80 |
96.475 |
85.565 |
10.910 |
11.5% |
0.612 |
0.6% |
85% |
False |
False |
356 |
| 100 |
96.475 |
84.895 |
11.580 |
12.2% |
0.559 |
0.6% |
85% |
False |
False |
287 |
| 120 |
96.475 |
82.625 |
13.850 |
14.6% |
0.488 |
0.5% |
88% |
False |
False |
242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.168 |
|
2.618 |
97.074 |
|
1.618 |
96.404 |
|
1.000 |
95.990 |
|
0.618 |
95.734 |
|
HIGH |
95.320 |
|
0.618 |
95.064 |
|
0.500 |
94.985 |
|
0.382 |
94.906 |
|
LOW |
94.650 |
|
0.618 |
94.236 |
|
1.000 |
93.980 |
|
1.618 |
93.566 |
|
2.618 |
92.896 |
|
4.250 |
91.803 |
|
|
| Fisher Pivots for day following 17-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.985 |
95.240 |
| PP |
94.921 |
95.091 |
| S1 |
94.856 |
94.941 |
|