ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 08-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
| Open |
94.250 |
94.745 |
0.495 |
0.5% |
95.400 |
| High |
94.940 |
95.175 |
0.235 |
0.2% |
96.095 |
| Low |
93.975 |
94.250 |
0.275 |
0.3% |
93.960 |
| Close |
94.749 |
94.904 |
0.155 |
0.2% |
94.904 |
| Range |
0.965 |
0.925 |
-0.040 |
-4.1% |
2.135 |
| ATR |
1.066 |
1.056 |
-0.010 |
-0.9% |
0.000 |
| Volume |
43,625 |
57,612 |
13,987 |
32.1% |
256,432 |
|
| Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.551 |
97.153 |
95.413 |
|
| R3 |
96.626 |
96.228 |
95.158 |
|
| R2 |
95.701 |
95.701 |
95.074 |
|
| R1 |
95.303 |
95.303 |
94.989 |
95.502 |
| PP |
94.776 |
94.776 |
94.776 |
94.876 |
| S1 |
94.378 |
94.378 |
94.819 |
94.577 |
| S2 |
93.851 |
93.851 |
94.734 |
|
| S3 |
92.926 |
93.453 |
94.650 |
|
| S4 |
92.001 |
92.528 |
94.395 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.391 |
100.283 |
96.078 |
|
| R3 |
99.256 |
98.148 |
95.491 |
|
| R2 |
97.121 |
97.121 |
95.295 |
|
| R1 |
96.013 |
96.013 |
95.100 |
95.500 |
| PP |
94.986 |
94.986 |
94.986 |
94.730 |
| S1 |
93.878 |
93.878 |
94.708 |
93.365 |
| S2 |
92.851 |
92.851 |
94.513 |
|
| S3 |
90.716 |
91.743 |
94.317 |
|
| S4 |
88.581 |
89.608 |
93.730 |
|
|
| 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 |
2.2% |
0.995 |
1.0% |
44% |
False |
False |
51,286 |
| 10 |
97.460 |
93.960 |
3.500 |
3.7% |
1.037 |
1.1% |
27% |
False |
False |
58,736 |
| 20 |
100.270 |
93.960 |
6.310 |
6.6% |
1.031 |
1.1% |
15% |
False |
False |
56,303 |
| 40 |
100.785 |
93.960 |
6.825 |
7.2% |
1.188 |
1.3% |
14% |
False |
False |
58,036 |
| 60 |
100.785 |
93.960 |
6.825 |
7.2% |
1.051 |
1.1% |
14% |
False |
False |
44,083 |
| 80 |
100.785 |
91.995 |
8.790 |
9.3% |
1.022 |
1.1% |
33% |
False |
False |
33,286 |
| 100 |
100.785 |
88.115 |
12.670 |
13.4% |
0.926 |
1.0% |
54% |
False |
False |
26,691 |
| 120 |
100.785 |
87.500 |
13.285 |
14.0% |
0.866 |
0.9% |
56% |
False |
False |
22,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.106 |
|
2.618 |
97.597 |
|
1.618 |
96.672 |
|
1.000 |
96.100 |
|
0.618 |
95.747 |
|
HIGH |
95.175 |
|
0.618 |
94.822 |
|
0.500 |
94.713 |
|
0.382 |
94.603 |
|
LOW |
94.250 |
|
0.618 |
93.678 |
|
1.000 |
93.325 |
|
1.618 |
92.753 |
|
2.618 |
91.828 |
|
4.250 |
90.319 |
|
|
| Fisher Pivots for day following 08-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.840 |
94.820 |
| PP |
94.776 |
94.736 |
| S1 |
94.713 |
94.653 |
|