ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 13-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
| Open |
95.150 |
94.605 |
-0.545 |
-0.6% |
95.400 |
| High |
95.250 |
94.670 |
-0.580 |
-0.6% |
96.095 |
| Low |
94.305 |
93.505 |
-0.800 |
-0.8% |
93.960 |
| Close |
94.606 |
93.643 |
-0.963 |
-1.0% |
94.904 |
| Range |
0.945 |
1.165 |
0.220 |
23.3% |
2.135 |
| ATR |
1.010 |
1.021 |
0.011 |
1.1% |
0.000 |
| Volume |
32,138 |
40,880 |
8,742 |
27.2% |
256,432 |
|
| Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.434 |
96.704 |
94.284 |
|
| R3 |
96.269 |
95.539 |
93.963 |
|
| R2 |
95.104 |
95.104 |
93.857 |
|
| R1 |
94.374 |
94.374 |
93.750 |
94.157 |
| PP |
93.939 |
93.939 |
93.939 |
93.831 |
| S1 |
93.209 |
93.209 |
93.536 |
92.992 |
| S2 |
92.774 |
92.774 |
93.429 |
|
| S3 |
91.609 |
92.044 |
93.323 |
|
| S4 |
90.444 |
90.879 |
93.002 |
|
|
| 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 |
95.345 |
93.505 |
1.840 |
2.0% |
0.896 |
1.0% |
8% |
False |
True |
40,323 |
| 10 |
96.095 |
93.505 |
2.590 |
2.8% |
0.958 |
1.0% |
5% |
False |
True |
49,394 |
| 20 |
98.925 |
93.505 |
5.420 |
5.8% |
0.991 |
1.1% |
3% |
False |
True |
51,322 |
| 40 |
100.270 |
93.505 |
6.765 |
7.2% |
1.181 |
1.3% |
2% |
False |
True |
55,250 |
| 60 |
100.785 |
93.505 |
7.280 |
7.8% |
1.060 |
1.1% |
2% |
False |
True |
45,719 |
| 80 |
100.785 |
92.880 |
7.905 |
8.4% |
1.012 |
1.1% |
10% |
False |
False |
34,506 |
| 100 |
100.785 |
89.455 |
11.330 |
12.1% |
0.926 |
1.0% |
37% |
False |
False |
27,689 |
| 120 |
100.785 |
87.965 |
12.820 |
13.7% |
0.873 |
0.9% |
44% |
False |
False |
23,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.621 |
|
2.618 |
97.720 |
|
1.618 |
96.555 |
|
1.000 |
95.835 |
|
0.618 |
95.390 |
|
HIGH |
94.670 |
|
0.618 |
94.225 |
|
0.500 |
94.088 |
|
0.382 |
93.950 |
|
LOW |
93.505 |
|
0.618 |
92.785 |
|
1.000 |
92.340 |
|
1.618 |
91.620 |
|
2.618 |
90.455 |
|
4.250 |
88.554 |
|
|
| Fisher Pivots for day following 13-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.088 |
94.425 |
| PP |
93.939 |
94.164 |
| S1 |
93.791 |
93.904 |
|