ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 16-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
99.005 |
98.580 |
-0.425 |
-0.4% |
96.835 |
| High |
99.580 |
98.925 |
-0.655 |
-0.7% |
99.970 |
| Low |
98.410 |
97.470 |
-0.940 |
-1.0% |
96.490 |
| Close |
98.525 |
97.614 |
-0.911 |
-0.9% |
99.596 |
| Range |
1.170 |
1.455 |
0.285 |
24.4% |
3.480 |
| ATR |
1.154 |
1.176 |
0.021 |
1.9% |
0.000 |
| Volume |
76,199 |
71,192 |
-5,007 |
-6.6% |
218,628 |
|
| Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.368 |
101.446 |
98.414 |
|
| R3 |
100.913 |
99.991 |
98.014 |
|
| R2 |
99.458 |
99.458 |
97.881 |
|
| R1 |
98.536 |
98.536 |
97.747 |
98.270 |
| PP |
98.003 |
98.003 |
98.003 |
97.870 |
| S1 |
97.081 |
97.081 |
97.481 |
96.815 |
| S2 |
96.548 |
96.548 |
97.347 |
|
| S3 |
95.093 |
95.626 |
97.214 |
|
| S4 |
93.638 |
94.171 |
96.814 |
|
|
| 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 |
97.470 |
2.800 |
2.9% |
1.147 |
1.2% |
5% |
False |
True |
63,521 |
| 10 |
100.270 |
96.490 |
3.780 |
3.9% |
1.100 |
1.1% |
30% |
False |
False |
53,037 |
| 20 |
100.270 |
96.315 |
3.955 |
4.1% |
1.176 |
1.2% |
33% |
False |
False |
57,649 |
| 40 |
100.785 |
94.480 |
6.305 |
6.5% |
1.118 |
1.1% |
50% |
False |
False |
44,670 |
| 60 |
100.785 |
92.880 |
7.905 |
8.1% |
1.035 |
1.1% |
60% |
False |
False |
30,081 |
| 80 |
100.785 |
89.715 |
11.070 |
11.3% |
0.923 |
0.9% |
71% |
False |
False |
22,668 |
| 100 |
100.785 |
87.965 |
12.820 |
13.1% |
0.862 |
0.9% |
75% |
False |
False |
18,158 |
| 120 |
100.785 |
85.565 |
15.220 |
15.6% |
0.782 |
0.8% |
79% |
False |
False |
15,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.109 |
|
2.618 |
102.734 |
|
1.618 |
101.279 |
|
1.000 |
100.380 |
|
0.618 |
99.824 |
|
HIGH |
98.925 |
|
0.618 |
98.369 |
|
0.500 |
98.198 |
|
0.382 |
98.026 |
|
LOW |
97.470 |
|
0.618 |
96.571 |
|
1.000 |
96.015 |
|
1.618 |
95.116 |
|
2.618 |
93.661 |
|
4.250 |
91.286 |
|
|
| Fisher Pivots for day following 16-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
98.198 |
98.728 |
| PP |
98.003 |
98.356 |
| S1 |
97.809 |
97.985 |
|