ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
94.675 |
94.915 |
0.240 |
0.3% |
95.265 |
| High |
95.035 |
95.350 |
0.315 |
0.3% |
95.350 |
| Low |
94.480 |
94.600 |
0.120 |
0.1% |
94.480 |
| Close |
94.997 |
94.810 |
-0.187 |
-0.2% |
94.810 |
| Range |
0.555 |
0.750 |
0.195 |
35.1% |
0.870 |
| ATR |
0.749 |
0.749 |
0.000 |
0.0% |
0.000 |
| Volume |
535 |
752 |
217 |
40.6% |
2,726 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.170 |
96.740 |
95.223 |
|
| R3 |
96.420 |
95.990 |
95.016 |
|
| R2 |
95.670 |
95.670 |
94.948 |
|
| R1 |
95.240 |
95.240 |
94.879 |
95.080 |
| PP |
94.920 |
94.920 |
94.920 |
94.840 |
| S1 |
94.490 |
94.490 |
94.741 |
94.330 |
| S2 |
94.170 |
94.170 |
94.673 |
|
| S3 |
93.420 |
93.740 |
94.604 |
|
| S4 |
92.670 |
92.990 |
94.398 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.490 |
97.020 |
95.289 |
|
| R3 |
96.620 |
96.150 |
95.049 |
|
| R2 |
95.750 |
95.750 |
94.970 |
|
| R1 |
95.280 |
95.280 |
94.890 |
95.080 |
| PP |
94.880 |
94.880 |
94.880 |
94.780 |
| S1 |
94.410 |
94.410 |
94.730 |
94.210 |
| S2 |
94.010 |
94.010 |
94.651 |
|
| S3 |
93.140 |
93.540 |
94.571 |
|
| S4 |
92.270 |
92.670 |
94.332 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.350 |
94.480 |
0.870 |
0.9% |
0.590 |
0.6% |
38% |
True |
False |
819 |
| 10 |
95.965 |
94.420 |
1.545 |
1.6% |
0.656 |
0.7% |
25% |
False |
False |
889 |
| 20 |
96.475 |
94.135 |
2.340 |
2.5% |
0.790 |
0.8% |
29% |
False |
False |
907 |
| 40 |
96.475 |
90.215 |
6.260 |
6.6% |
0.741 |
0.8% |
73% |
False |
False |
690 |
| 60 |
96.475 |
88.000 |
8.475 |
8.9% |
0.696 |
0.7% |
80% |
False |
False |
505 |
| 80 |
96.475 |
85.565 |
10.910 |
11.5% |
0.626 |
0.7% |
85% |
False |
False |
386 |
| 100 |
96.475 |
84.895 |
11.580 |
12.2% |
0.574 |
0.6% |
86% |
False |
False |
311 |
| 120 |
96.475 |
83.126 |
13.349 |
14.1% |
0.496 |
0.5% |
88% |
False |
False |
261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.538 |
|
2.618 |
97.314 |
|
1.618 |
96.564 |
|
1.000 |
96.100 |
|
0.618 |
95.814 |
|
HIGH |
95.350 |
|
0.618 |
95.064 |
|
0.500 |
94.975 |
|
0.382 |
94.887 |
|
LOW |
94.600 |
|
0.618 |
94.137 |
|
1.000 |
93.850 |
|
1.618 |
93.387 |
|
2.618 |
92.637 |
|
4.250 |
91.413 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.975 |
94.915 |
| PP |
94.920 |
94.880 |
| S1 |
94.865 |
94.845 |
|