ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 15-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
99.775 |
99.005 |
-0.770 |
-0.8% |
96.835 |
| High |
99.985 |
99.580 |
-0.405 |
-0.4% |
99.970 |
| Low |
98.575 |
98.410 |
-0.165 |
-0.2% |
96.490 |
| Close |
98.940 |
98.525 |
-0.415 |
-0.4% |
99.596 |
| Range |
1.410 |
1.170 |
-0.240 |
-17.0% |
3.480 |
| ATR |
1.153 |
1.154 |
0.001 |
0.1% |
0.000 |
| Volume |
65,992 |
76,199 |
10,207 |
15.5% |
218,628 |
|
| Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.348 |
101.607 |
99.169 |
|
| R3 |
101.178 |
100.437 |
98.847 |
|
| R2 |
100.008 |
100.008 |
98.740 |
|
| R1 |
99.267 |
99.267 |
98.632 |
99.053 |
| PP |
98.838 |
98.838 |
98.838 |
98.731 |
| S1 |
98.097 |
98.097 |
98.418 |
97.883 |
| S2 |
97.668 |
97.668 |
98.311 |
|
| S3 |
96.498 |
96.927 |
98.203 |
|
| S4 |
95.328 |
95.757 |
97.882 |
|
|
| 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 |
98.235 |
2.035 |
2.1% |
1.092 |
1.1% |
14% |
False |
False |
59,784 |
| 10 |
100.270 |
96.490 |
3.780 |
3.8% |
1.026 |
1.0% |
54% |
False |
False |
50,775 |
| 20 |
100.270 |
94.765 |
5.505 |
5.6% |
1.371 |
1.4% |
68% |
False |
False |
59,178 |
| 40 |
100.785 |
94.480 |
6.305 |
6.4% |
1.095 |
1.1% |
64% |
False |
False |
42,918 |
| 60 |
100.785 |
92.880 |
7.905 |
8.0% |
1.019 |
1.0% |
71% |
False |
False |
28,900 |
| 80 |
100.785 |
89.455 |
11.330 |
11.5% |
0.910 |
0.9% |
80% |
False |
False |
21,781 |
| 100 |
100.785 |
87.965 |
12.820 |
13.0% |
0.850 |
0.9% |
82% |
False |
False |
17,447 |
| 120 |
100.785 |
85.565 |
15.220 |
15.4% |
0.773 |
0.8% |
85% |
False |
False |
14,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.553 |
|
2.618 |
102.643 |
|
1.618 |
101.473 |
|
1.000 |
100.750 |
|
0.618 |
100.303 |
|
HIGH |
99.580 |
|
0.618 |
99.133 |
|
0.500 |
98.995 |
|
0.382 |
98.857 |
|
LOW |
98.410 |
|
0.618 |
97.687 |
|
1.000 |
97.240 |
|
1.618 |
96.517 |
|
2.618 |
95.347 |
|
4.250 |
93.438 |
|
|
| Fisher Pivots for day following 15-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
98.995 |
99.340 |
| PP |
98.838 |
99.068 |
| S1 |
98.682 |
98.797 |
|