ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 07-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2015 |
07-May-2015 |
Change |
Change % |
Previous Week |
| Open |
95.300 |
94.250 |
-1.050 |
-1.1% |
97.125 |
| High |
95.345 |
94.940 |
-0.405 |
-0.4% |
97.460 |
| Low |
93.960 |
93.975 |
0.015 |
0.0% |
94.470 |
| Close |
94.175 |
94.749 |
0.574 |
0.6% |
95.445 |
| Range |
1.385 |
0.965 |
-0.420 |
-30.3% |
2.990 |
| ATR |
1.074 |
1.066 |
-0.008 |
-0.7% |
0.000 |
| Volume |
77,820 |
43,625 |
-34,195 |
-43.9% |
330,931 |
|
| Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.450 |
97.064 |
95.280 |
|
| R3 |
96.485 |
96.099 |
95.014 |
|
| R2 |
95.520 |
95.520 |
94.926 |
|
| R1 |
95.134 |
95.134 |
94.837 |
95.327 |
| PP |
94.555 |
94.555 |
94.555 |
94.651 |
| S1 |
94.169 |
94.169 |
94.661 |
94.362 |
| S2 |
93.590 |
93.590 |
94.572 |
|
| S3 |
92.625 |
93.204 |
94.484 |
|
| S4 |
91.660 |
92.239 |
94.218 |
|
|
| 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 |
96.095 |
93.960 |
2.135 |
2.3% |
0.999 |
1.1% |
37% |
False |
False |
50,405 |
| 10 |
97.740 |
93.960 |
3.780 |
4.0% |
1.029 |
1.1% |
21% |
False |
False |
58,366 |
| 20 |
100.270 |
93.960 |
6.310 |
6.7% |
1.029 |
1.1% |
13% |
False |
False |
55,743 |
| 40 |
100.785 |
93.960 |
6.825 |
7.2% |
1.204 |
1.3% |
12% |
False |
False |
59,590 |
| 60 |
100.785 |
93.960 |
6.825 |
7.2% |
1.043 |
1.1% |
12% |
False |
False |
43,137 |
| 80 |
100.785 |
91.995 |
8.790 |
9.3% |
1.017 |
1.1% |
31% |
False |
False |
32,577 |
| 100 |
100.785 |
88.115 |
12.670 |
13.4% |
0.922 |
1.0% |
52% |
False |
False |
26,116 |
| 120 |
100.785 |
87.500 |
13.285 |
14.0% |
0.860 |
0.9% |
55% |
False |
False |
21,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.041 |
|
2.618 |
97.466 |
|
1.618 |
96.501 |
|
1.000 |
95.905 |
|
0.618 |
95.536 |
|
HIGH |
94.940 |
|
0.618 |
94.571 |
|
0.500 |
94.458 |
|
0.382 |
94.344 |
|
LOW |
93.975 |
|
0.618 |
93.379 |
|
1.000 |
93.010 |
|
1.618 |
92.414 |
|
2.618 |
91.449 |
|
4.250 |
89.874 |
|
|
| Fisher Pivots for day following 07-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.652 |
95.028 |
| PP |
94.555 |
94.935 |
| S1 |
94.458 |
94.842 |
|