ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 28-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2015 |
28-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
97.125 |
96.950 |
-0.175 |
-0.2% |
97.600 |
| High |
97.460 |
97.100 |
-0.360 |
-0.4% |
98.695 |
| Low |
96.620 |
96.105 |
-0.515 |
-0.5% |
96.900 |
| Close |
96.941 |
96.194 |
-0.747 |
-0.8% |
97.099 |
| Range |
0.840 |
0.995 |
0.155 |
18.5% |
1.795 |
| ATR |
1.063 |
1.058 |
-0.005 |
-0.5% |
0.000 |
| Volume |
40,079 |
52,163 |
12,084 |
30.2% |
209,821 |
|
| Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.451 |
98.818 |
96.741 |
|
| R3 |
98.456 |
97.823 |
96.468 |
|
| R2 |
97.461 |
97.461 |
96.376 |
|
| R1 |
96.828 |
96.828 |
96.285 |
96.647 |
| PP |
96.466 |
96.466 |
96.466 |
96.376 |
| S1 |
95.833 |
95.833 |
96.103 |
95.652 |
| S2 |
95.471 |
95.471 |
96.012 |
|
| S3 |
94.476 |
94.838 |
95.920 |
|
| S4 |
93.481 |
93.843 |
95.647 |
|
|
| 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 |
98.645 |
96.105 |
2.540 |
2.6% |
0.944 |
1.0% |
4% |
False |
True |
45,627 |
| 10 |
99.580 |
96.105 |
3.475 |
3.6% |
0.987 |
1.0% |
3% |
False |
True |
50,715 |
| 20 |
100.270 |
96.105 |
4.165 |
4.3% |
0.991 |
1.0% |
2% |
False |
True |
49,205 |
| 40 |
100.785 |
94.765 |
6.020 |
6.3% |
1.171 |
1.2% |
24% |
False |
False |
53,356 |
| 60 |
100.785 |
94.135 |
6.650 |
6.9% |
1.018 |
1.1% |
31% |
False |
False |
35,962 |
| 80 |
100.785 |
91.195 |
9.590 |
10.0% |
0.973 |
1.0% |
52% |
False |
False |
27,145 |
| 100 |
100.785 |
88.115 |
12.670 |
13.2% |
0.898 |
0.9% |
64% |
False |
False |
21,754 |
| 120 |
100.785 |
87.400 |
13.385 |
13.9% |
0.821 |
0.9% |
66% |
False |
False |
18,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.329 |
|
2.618 |
99.705 |
|
1.618 |
98.710 |
|
1.000 |
98.095 |
|
0.618 |
97.715 |
|
HIGH |
97.100 |
|
0.618 |
96.720 |
|
0.500 |
96.603 |
|
0.382 |
96.485 |
|
LOW |
96.105 |
|
0.618 |
95.490 |
|
1.000 |
95.110 |
|
1.618 |
94.495 |
|
2.618 |
93.500 |
|
4.250 |
91.876 |
|
|
| Fisher Pivots for day following 28-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
96.603 |
96.923 |
| PP |
96.466 |
96.680 |
| S1 |
96.330 |
96.437 |
|