ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 14-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2015 |
14-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
99.660 |
99.775 |
0.115 |
0.1% |
96.835 |
| High |
100.270 |
99.985 |
-0.285 |
-0.3% |
99.970 |
| Low |
99.455 |
98.575 |
-0.880 |
-0.9% |
96.490 |
| Close |
99.768 |
98.940 |
-0.828 |
-0.8% |
99.596 |
| Range |
0.815 |
1.410 |
0.595 |
73.0% |
3.480 |
| ATR |
1.133 |
1.153 |
0.020 |
1.7% |
0.000 |
| Volume |
57,806 |
65,992 |
8,186 |
14.2% |
218,628 |
|
| Daily Pivots for day following 14-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.397 |
102.578 |
99.716 |
|
| R3 |
101.987 |
101.168 |
99.328 |
|
| R2 |
100.577 |
100.577 |
99.199 |
|
| R1 |
99.758 |
99.758 |
99.069 |
99.463 |
| PP |
99.167 |
99.167 |
99.167 |
99.019 |
| S1 |
98.348 |
98.348 |
98.811 |
98.053 |
| S2 |
97.757 |
97.757 |
98.682 |
|
| S3 |
96.347 |
96.938 |
98.552 |
|
| S4 |
94.937 |
95.528 |
98.165 |
|
|
| 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 |
97.460 |
2.810 |
2.8% |
1.050 |
1.1% |
53% |
False |
False |
54,303 |
| 10 |
100.270 |
96.490 |
3.780 |
3.8% |
0.996 |
1.0% |
65% |
False |
False |
47,696 |
| 20 |
100.270 |
94.765 |
5.505 |
5.6% |
1.346 |
1.4% |
76% |
False |
False |
57,613 |
| 40 |
100.785 |
94.480 |
6.305 |
6.4% |
1.083 |
1.1% |
71% |
False |
False |
41,021 |
| 60 |
100.785 |
92.790 |
7.995 |
8.1% |
1.016 |
1.0% |
77% |
False |
False |
27,656 |
| 80 |
100.785 |
88.410 |
12.375 |
12.5% |
0.911 |
0.9% |
85% |
False |
False |
20,833 |
| 100 |
100.785 |
87.965 |
12.820 |
13.0% |
0.841 |
0.8% |
86% |
False |
False |
16,685 |
| 120 |
100.785 |
85.565 |
15.220 |
15.4% |
0.763 |
0.8% |
88% |
False |
False |
13,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.978 |
|
2.618 |
103.676 |
|
1.618 |
102.266 |
|
1.000 |
101.395 |
|
0.618 |
100.856 |
|
HIGH |
99.985 |
|
0.618 |
99.446 |
|
0.500 |
99.280 |
|
0.382 |
99.114 |
|
LOW |
98.575 |
|
0.618 |
97.704 |
|
1.000 |
97.165 |
|
1.618 |
96.294 |
|
2.618 |
94.884 |
|
4.250 |
92.583 |
|
|
| Fisher Pivots for day following 14-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
99.280 |
99.423 |
| PP |
99.167 |
99.262 |
| S1 |
99.053 |
99.101 |
|