ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 10-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2015 |
10-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
98.260 |
99.215 |
0.955 |
1.0% |
96.835 |
| High |
99.415 |
99.970 |
0.555 |
0.6% |
99.970 |
| Low |
98.235 |
99.085 |
0.850 |
0.9% |
96.490 |
| Close |
99.395 |
99.596 |
0.201 |
0.2% |
99.596 |
| Range |
1.180 |
0.885 |
-0.295 |
-25.0% |
3.480 |
| ATR |
1.179 |
1.158 |
-0.021 |
-1.8% |
0.000 |
| Volume |
52,507 |
46,416 |
-6,091 |
-11.6% |
218,628 |
|
| Daily Pivots for day following 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.205 |
101.786 |
100.083 |
|
| R3 |
101.320 |
100.901 |
99.839 |
|
| R2 |
100.435 |
100.435 |
99.758 |
|
| R1 |
100.016 |
100.016 |
99.677 |
100.226 |
| PP |
99.550 |
99.550 |
99.550 |
99.655 |
| S1 |
99.131 |
99.131 |
99.515 |
99.341 |
| S2 |
98.665 |
98.665 |
99.434 |
|
| S3 |
97.780 |
98.246 |
99.353 |
|
| S4 |
96.895 |
97.361 |
99.109 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.125 |
107.841 |
101.510 |
|
| R3 |
105.645 |
104.361 |
100.553 |
|
| R2 |
102.165 |
102.165 |
100.234 |
|
| R1 |
100.881 |
100.881 |
99.915 |
101.523 |
| PP |
98.685 |
98.685 |
98.685 |
99.007 |
| S1 |
97.401 |
97.401 |
99.277 |
98.043 |
| S2 |
95.205 |
95.205 |
98.958 |
|
| S3 |
91.725 |
93.921 |
98.639 |
|
| S4 |
88.245 |
90.441 |
97.682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.970 |
96.490 |
3.480 |
3.5% |
1.027 |
1.0% |
89% |
True |
False |
43,725 |
| 10 |
99.970 |
96.490 |
3.480 |
3.5% |
0.955 |
1.0% |
89% |
True |
False |
44,952 |
| 20 |
100.785 |
94.765 |
6.020 |
6.0% |
1.345 |
1.3% |
80% |
False |
False |
59,768 |
| 40 |
100.785 |
94.480 |
6.305 |
6.3% |
1.062 |
1.1% |
81% |
False |
False |
37,973 |
| 60 |
100.785 |
91.995 |
8.790 |
8.8% |
1.018 |
1.0% |
86% |
False |
False |
25,614 |
| 80 |
100.785 |
88.115 |
12.670 |
12.7% |
0.900 |
0.9% |
91% |
False |
False |
19,288 |
| 100 |
100.785 |
87.500 |
13.285 |
13.3% |
0.833 |
0.8% |
91% |
False |
False |
15,448 |
| 120 |
100.785 |
85.520 |
15.265 |
15.3% |
0.747 |
0.8% |
92% |
False |
False |
12,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.731 |
|
2.618 |
102.287 |
|
1.618 |
101.402 |
|
1.000 |
100.855 |
|
0.618 |
100.517 |
|
HIGH |
99.970 |
|
0.618 |
99.632 |
|
0.500 |
99.528 |
|
0.382 |
99.423 |
|
LOW |
99.085 |
|
0.618 |
98.538 |
|
1.000 |
98.200 |
|
1.618 |
97.653 |
|
2.618 |
96.768 |
|
4.250 |
95.324 |
|
|
| Fisher Pivots for day following 10-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
99.573 |
99.302 |
| PP |
99.550 |
99.009 |
| S1 |
99.528 |
98.715 |
|