ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 14-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
| Open |
94.605 |
93.730 |
-0.875 |
-0.9% |
95.400 |
| High |
94.670 |
93.820 |
-0.850 |
-0.9% |
96.095 |
| Low |
93.505 |
93.155 |
-0.350 |
-0.4% |
93.960 |
| Close |
93.643 |
93.505 |
-0.138 |
-0.1% |
94.904 |
| Range |
1.165 |
0.665 |
-0.500 |
-42.9% |
2.135 |
| ATR |
1.021 |
0.996 |
-0.025 |
-2.5% |
0.000 |
| Volume |
40,880 |
53,546 |
12,666 |
31.0% |
256,432 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.488 |
95.162 |
93.871 |
|
| R3 |
94.823 |
94.497 |
93.688 |
|
| R2 |
94.158 |
94.158 |
93.627 |
|
| R1 |
93.832 |
93.832 |
93.566 |
93.663 |
| PP |
93.493 |
93.493 |
93.493 |
93.409 |
| S1 |
93.167 |
93.167 |
93.444 |
92.998 |
| S2 |
92.828 |
92.828 |
93.383 |
|
| S3 |
92.163 |
92.502 |
93.322 |
|
| S4 |
91.498 |
91.837 |
93.139 |
|
|
| 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 |
93.155 |
2.190 |
2.3% |
0.836 |
0.9% |
16% |
False |
True |
42,307 |
| 10 |
96.095 |
93.155 |
2.940 |
3.1% |
0.918 |
1.0% |
12% |
False |
True |
46,356 |
| 20 |
98.695 |
93.155 |
5.540 |
5.9% |
0.952 |
1.0% |
6% |
False |
True |
50,440 |
| 40 |
100.270 |
93.155 |
7.115 |
7.6% |
1.064 |
1.1% |
5% |
False |
True |
54,045 |
| 60 |
100.785 |
93.155 |
7.630 |
8.2% |
1.062 |
1.1% |
5% |
False |
True |
46,593 |
| 80 |
100.785 |
92.880 |
7.905 |
8.5% |
1.014 |
1.1% |
8% |
False |
False |
35,171 |
| 100 |
100.785 |
89.715 |
11.070 |
11.8% |
0.929 |
1.0% |
34% |
False |
False |
28,222 |
| 120 |
100.785 |
87.965 |
12.820 |
13.7% |
0.877 |
0.9% |
43% |
False |
False |
23,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.646 |
|
2.618 |
95.561 |
|
1.618 |
94.896 |
|
1.000 |
94.485 |
|
0.618 |
94.231 |
|
HIGH |
93.820 |
|
0.618 |
93.566 |
|
0.500 |
93.488 |
|
0.382 |
93.409 |
|
LOW |
93.155 |
|
0.618 |
92.744 |
|
1.000 |
92.490 |
|
1.618 |
92.079 |
|
2.618 |
91.414 |
|
4.250 |
90.329 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
93.499 |
94.203 |
| PP |
93.493 |
93.970 |
| S1 |
93.488 |
93.738 |
|