ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 07-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2015 |
07-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
96.835 |
97.250 |
0.415 |
0.4% |
97.620 |
| High |
97.455 |
98.255 |
0.800 |
0.8% |
99.005 |
| Low |
96.490 |
97.110 |
0.620 |
0.6% |
97.555 |
| Close |
96.961 |
98.056 |
1.095 |
1.1% |
97.673 |
| Range |
0.965 |
1.145 |
0.180 |
18.7% |
1.450 |
| ATR |
1.179 |
1.187 |
0.008 |
0.7% |
0.000 |
| Volume |
31,131 |
39,778 |
8,647 |
27.8% |
174,454 |
|
| Daily Pivots for day following 07-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.242 |
100.794 |
98.686 |
|
| R3 |
100.097 |
99.649 |
98.371 |
|
| R2 |
98.952 |
98.952 |
98.266 |
|
| R1 |
98.504 |
98.504 |
98.161 |
98.728 |
| PP |
97.807 |
97.807 |
97.807 |
97.919 |
| S1 |
97.359 |
97.359 |
97.951 |
97.583 |
| S2 |
96.662 |
96.662 |
97.846 |
|
| S3 |
95.517 |
96.214 |
97.741 |
|
| S4 |
94.372 |
95.069 |
97.426 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.428 |
101.500 |
98.471 |
|
| R3 |
100.978 |
100.050 |
98.072 |
|
| R2 |
99.528 |
99.528 |
97.939 |
|
| R1 |
98.600 |
98.600 |
97.806 |
99.064 |
| PP |
98.078 |
98.078 |
98.078 |
98.310 |
| S1 |
97.150 |
97.150 |
97.540 |
97.614 |
| S2 |
96.628 |
96.628 |
97.407 |
|
| S3 |
95.178 |
95.700 |
97.274 |
|
| S4 |
93.728 |
94.250 |
96.876 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.005 |
96.490 |
2.515 |
2.6% |
0.941 |
1.0% |
62% |
False |
False |
41,088 |
| 10 |
99.005 |
96.315 |
2.690 |
2.7% |
0.998 |
1.0% |
65% |
False |
False |
47,458 |
| 20 |
100.785 |
94.765 |
6.020 |
6.1% |
1.392 |
1.4% |
55% |
False |
False |
63,943 |
| 40 |
100.785 |
94.480 |
6.305 |
6.4% |
1.023 |
1.0% |
57% |
False |
False |
34,367 |
| 60 |
100.785 |
91.995 |
8.790 |
9.0% |
1.000 |
1.0% |
69% |
False |
False |
23,183 |
| 80 |
100.785 |
88.115 |
12.670 |
12.9% |
0.884 |
0.9% |
78% |
False |
False |
17,444 |
| 100 |
100.785 |
87.500 |
13.285 |
13.5% |
0.808 |
0.8% |
79% |
False |
False |
13,972 |
| 120 |
100.785 |
84.895 |
15.890 |
16.2% |
0.741 |
0.8% |
83% |
False |
False |
11,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.121 |
|
2.618 |
101.253 |
|
1.618 |
100.108 |
|
1.000 |
99.400 |
|
0.618 |
98.963 |
|
HIGH |
98.255 |
|
0.618 |
97.818 |
|
0.500 |
97.683 |
|
0.382 |
97.547 |
|
LOW |
97.110 |
|
0.618 |
96.402 |
|
1.000 |
95.965 |
|
1.618 |
95.257 |
|
2.618 |
94.112 |
|
4.250 |
92.244 |
|
|
| Fisher Pivots for day following 07-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
97.932 |
97.880 |
| PP |
97.807 |
97.704 |
| S1 |
97.683 |
97.528 |
|