ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 01-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
01-May-2015 |
Change |
Change % |
Previous Week |
| Open |
95.305 |
94.940 |
-0.365 |
-0.4% |
97.125 |
| High |
95.540 |
95.545 |
0.005 |
0.0% |
97.460 |
| Low |
94.470 |
94.600 |
0.130 |
0.1% |
94.470 |
| Close |
94.714 |
95.445 |
0.731 |
0.8% |
95.445 |
| Range |
1.070 |
0.945 |
-0.125 |
-11.7% |
2.990 |
| ATR |
1.091 |
1.081 |
-0.010 |
-1.0% |
0.000 |
| Volume |
83,923 |
53,207 |
-30,716 |
-36.6% |
330,931 |
|
| Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.032 |
97.683 |
95.965 |
|
| R3 |
97.087 |
96.738 |
95.705 |
|
| R2 |
96.142 |
96.142 |
95.618 |
|
| R1 |
95.793 |
95.793 |
95.532 |
95.968 |
| PP |
95.197 |
95.197 |
95.197 |
95.284 |
| S1 |
94.848 |
94.848 |
95.358 |
95.023 |
| S2 |
94.252 |
94.252 |
95.272 |
|
| S3 |
93.307 |
93.903 |
95.185 |
|
| S4 |
92.362 |
92.958 |
94.925 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.762 |
103.093 |
97.090 |
|
| R3 |
101.772 |
100.103 |
96.267 |
|
| R2 |
98.782 |
98.782 |
95.993 |
|
| R1 |
97.113 |
97.113 |
95.719 |
96.453 |
| PP |
95.792 |
95.792 |
95.792 |
95.461 |
| S1 |
94.123 |
94.123 |
95.171 |
93.463 |
| S2 |
92.802 |
92.802 |
94.897 |
|
| S3 |
89.812 |
91.133 |
94.623 |
|
| S4 |
86.822 |
88.143 |
93.801 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.460 |
94.470 |
2.990 |
3.1% |
1.079 |
1.1% |
33% |
False |
False |
66,186 |
| 10 |
98.695 |
94.470 |
4.225 |
4.4% |
0.994 |
1.0% |
23% |
False |
False |
54,075 |
| 20 |
100.270 |
94.470 |
5.800 |
6.1% |
1.039 |
1.1% |
17% |
False |
False |
54,413 |
| 40 |
100.785 |
94.470 |
6.315 |
6.6% |
1.210 |
1.3% |
15% |
False |
False |
58,522 |
| 60 |
100.785 |
94.300 |
6.485 |
6.8% |
1.031 |
1.1% |
18% |
False |
False |
39,897 |
| 80 |
100.785 |
91.995 |
8.790 |
9.2% |
0.997 |
1.0% |
39% |
False |
False |
30,117 |
| 100 |
100.785 |
88.115 |
12.670 |
13.3% |
0.909 |
1.0% |
58% |
False |
False |
24,136 |
| 120 |
100.785 |
87.500 |
13.285 |
13.9% |
0.839 |
0.9% |
60% |
False |
False |
20,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.561 |
|
2.618 |
98.019 |
|
1.618 |
97.074 |
|
1.000 |
96.490 |
|
0.618 |
96.129 |
|
HIGH |
95.545 |
|
0.618 |
95.184 |
|
0.500 |
95.073 |
|
0.382 |
94.961 |
|
LOW |
94.600 |
|
0.618 |
94.016 |
|
1.000 |
93.655 |
|
1.618 |
93.071 |
|
2.618 |
92.126 |
|
4.250 |
90.584 |
|
|
| Fisher Pivots for day following 01-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.321 |
95.424 |
| PP |
95.197 |
95.403 |
| S1 |
95.073 |
95.383 |
|