ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 24-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
98.230 |
97.535 |
-0.695 |
-0.7% |
97.600 |
| High |
98.645 |
97.740 |
-0.905 |
-0.9% |
98.695 |
| Low |
97.335 |
96.900 |
-0.435 |
-0.4% |
96.900 |
| Close |
97.454 |
97.099 |
-0.355 |
-0.4% |
97.099 |
| Range |
1.310 |
0.840 |
-0.470 |
-35.9% |
1.795 |
| ATR |
1.098 |
1.080 |
-0.018 |
-1.7% |
0.000 |
| Volume |
47,034 |
53,910 |
6,876 |
14.6% |
209,821 |
|
| Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.766 |
99.273 |
97.561 |
|
| R3 |
98.926 |
98.433 |
97.330 |
|
| R2 |
98.086 |
98.086 |
97.253 |
|
| R1 |
97.593 |
97.593 |
97.176 |
97.420 |
| PP |
97.246 |
97.246 |
97.246 |
97.160 |
| S1 |
96.753 |
96.753 |
97.022 |
96.580 |
| S2 |
96.406 |
96.406 |
96.945 |
|
| S3 |
95.566 |
95.913 |
96.868 |
|
| S4 |
94.726 |
95.073 |
96.637 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.950 |
101.819 |
98.086 |
|
| R3 |
101.155 |
100.024 |
97.593 |
|
| R2 |
99.360 |
99.360 |
97.428 |
|
| R1 |
98.229 |
98.229 |
97.264 |
97.897 |
| PP |
97.565 |
97.565 |
97.565 |
97.399 |
| S1 |
96.434 |
96.434 |
96.934 |
96.102 |
| S2 |
95.770 |
95.770 |
96.770 |
|
| S3 |
93.975 |
94.639 |
96.605 |
|
| S4 |
92.180 |
92.844 |
96.112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.695 |
96.900 |
1.795 |
1.8% |
0.909 |
0.9% |
11% |
False |
True |
41,964 |
| 10 |
100.270 |
96.900 |
3.370 |
3.5% |
1.026 |
1.1% |
6% |
False |
True |
53,871 |
| 20 |
100.270 |
96.490 |
3.780 |
3.9% |
0.990 |
1.0% |
16% |
False |
False |
49,411 |
| 40 |
100.785 |
94.765 |
6.020 |
6.2% |
1.150 |
1.2% |
39% |
False |
False |
51,194 |
| 60 |
100.785 |
94.135 |
6.650 |
6.8% |
1.006 |
1.0% |
45% |
False |
False |
34,456 |
| 80 |
100.785 |
90.465 |
10.320 |
10.6% |
0.962 |
1.0% |
64% |
False |
False |
25,999 |
| 100 |
100.785 |
88.115 |
12.670 |
13.0% |
0.891 |
0.9% |
71% |
False |
False |
20,832 |
| 120 |
100.785 |
86.620 |
14.165 |
14.6% |
0.815 |
0.8% |
74% |
False |
False |
17,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.310 |
|
2.618 |
99.939 |
|
1.618 |
99.099 |
|
1.000 |
98.580 |
|
0.618 |
98.259 |
|
HIGH |
97.740 |
|
0.618 |
97.419 |
|
0.500 |
97.320 |
|
0.382 |
97.221 |
|
LOW |
96.900 |
|
0.618 |
96.381 |
|
1.000 |
96.060 |
|
1.618 |
95.541 |
|
2.618 |
94.701 |
|
4.250 |
93.330 |
|
|
| Fisher Pivots for day following 24-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
97.320 |
97.773 |
| PP |
97.246 |
97.548 |
| S1 |
97.173 |
97.324 |
|