ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 13-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2015 |
13-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
99.215 |
99.660 |
0.445 |
0.4% |
96.835 |
| High |
99.970 |
100.270 |
0.300 |
0.3% |
99.970 |
| Low |
99.085 |
99.455 |
0.370 |
0.4% |
96.490 |
| Close |
99.596 |
99.768 |
0.172 |
0.2% |
99.596 |
| Range |
0.885 |
0.815 |
-0.070 |
-7.9% |
3.480 |
| ATR |
1.158 |
1.133 |
-0.024 |
-2.1% |
0.000 |
| Volume |
46,416 |
57,806 |
11,390 |
24.5% |
218,628 |
|
| Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.276 |
101.837 |
100.216 |
|
| R3 |
101.461 |
101.022 |
99.992 |
|
| R2 |
100.646 |
100.646 |
99.917 |
|
| R1 |
100.207 |
100.207 |
99.843 |
100.427 |
| PP |
99.831 |
99.831 |
99.831 |
99.941 |
| S1 |
99.392 |
99.392 |
99.693 |
99.612 |
| S2 |
99.016 |
99.016 |
99.619 |
|
| S3 |
98.201 |
98.577 |
99.544 |
|
| S4 |
97.386 |
97.762 |
99.320 |
|
|
| 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 |
100.270 |
97.110 |
3.160 |
3.2% |
0.997 |
1.0% |
84% |
True |
False |
49,060 |
| 10 |
100.270 |
96.490 |
3.780 |
3.8% |
0.935 |
0.9% |
87% |
True |
False |
45,088 |
| 20 |
100.715 |
94.765 |
5.950 |
6.0% |
1.324 |
1.3% |
84% |
False |
False |
58,003 |
| 40 |
100.785 |
94.480 |
6.305 |
6.3% |
1.058 |
1.1% |
84% |
False |
False |
39,405 |
| 60 |
100.785 |
91.995 |
8.790 |
8.8% |
1.019 |
1.0% |
88% |
False |
False |
26,570 |
| 80 |
100.785 |
88.115 |
12.670 |
12.7% |
0.904 |
0.9% |
92% |
False |
False |
20,009 |
| 100 |
100.785 |
87.500 |
13.285 |
13.3% |
0.834 |
0.8% |
92% |
False |
False |
16,026 |
| 120 |
100.785 |
85.520 |
15.265 |
15.3% |
0.754 |
0.8% |
93% |
False |
False |
13,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.734 |
|
2.618 |
102.404 |
|
1.618 |
101.589 |
|
1.000 |
101.085 |
|
0.618 |
100.774 |
|
HIGH |
100.270 |
|
0.618 |
99.959 |
|
0.500 |
99.863 |
|
0.382 |
99.766 |
|
LOW |
99.455 |
|
0.618 |
98.951 |
|
1.000 |
98.640 |
|
1.618 |
98.136 |
|
2.618 |
97.321 |
|
4.250 |
95.991 |
|
|
| Fisher Pivots for day following 13-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
99.863 |
99.596 |
| PP |
99.831 |
99.424 |
| S1 |
99.800 |
99.253 |
|