ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 15-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
| Open |
93.730 |
93.475 |
-0.255 |
-0.3% |
94.880 |
| High |
93.820 |
94.085 |
0.265 |
0.3% |
95.345 |
| Low |
93.155 |
93.170 |
0.015 |
0.0% |
93.155 |
| Close |
93.505 |
93.180 |
-0.325 |
-0.3% |
93.180 |
| Range |
0.665 |
0.915 |
0.250 |
37.6% |
2.190 |
| ATR |
0.996 |
0.990 |
-0.006 |
-0.6% |
0.000 |
| Volume |
53,546 |
41,580 |
-11,966 |
-22.3% |
195,506 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.223 |
95.617 |
93.683 |
|
| R3 |
95.308 |
94.702 |
93.432 |
|
| R2 |
94.393 |
94.393 |
93.348 |
|
| R1 |
93.787 |
93.787 |
93.264 |
93.633 |
| PP |
93.478 |
93.478 |
93.478 |
93.401 |
| S1 |
92.872 |
92.872 |
93.096 |
92.718 |
| S2 |
92.563 |
92.563 |
93.012 |
|
| S3 |
91.648 |
91.957 |
92.928 |
|
| S4 |
90.733 |
91.042 |
92.677 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.463 |
99.012 |
94.385 |
|
| R3 |
98.273 |
96.822 |
93.782 |
|
| R2 |
96.083 |
96.083 |
93.582 |
|
| R1 |
94.632 |
94.632 |
93.381 |
94.263 |
| PP |
93.893 |
93.893 |
93.893 |
93.709 |
| S1 |
92.442 |
92.442 |
92.979 |
92.073 |
| S2 |
91.703 |
91.703 |
92.779 |
|
| S3 |
89.513 |
90.252 |
92.578 |
|
| S4 |
87.323 |
88.062 |
91.976 |
|
|
| 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 |
2.4% |
0.834 |
0.9% |
1% |
False |
False |
39,101 |
| 10 |
96.095 |
93.155 |
2.940 |
3.2% |
0.915 |
1.0% |
1% |
False |
False |
45,193 |
| 20 |
98.695 |
93.155 |
5.540 |
5.9% |
0.954 |
1.0% |
0% |
False |
False |
49,634 |
| 40 |
100.270 |
93.155 |
7.115 |
7.6% |
1.026 |
1.1% |
0% |
False |
False |
52,661 |
| 60 |
100.785 |
93.155 |
7.630 |
8.2% |
1.068 |
1.1% |
0% |
False |
False |
47,277 |
| 80 |
100.785 |
93.155 |
7.630 |
8.2% |
1.014 |
1.1% |
0% |
False |
False |
35,685 |
| 100 |
100.785 |
89.920 |
10.865 |
11.7% |
0.934 |
1.0% |
30% |
False |
False |
28,636 |
| 120 |
100.785 |
87.965 |
12.820 |
13.8% |
0.883 |
0.9% |
41% |
False |
False |
23,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.974 |
|
2.618 |
96.480 |
|
1.618 |
95.565 |
|
1.000 |
95.000 |
|
0.618 |
94.650 |
|
HIGH |
94.085 |
|
0.618 |
93.735 |
|
0.500 |
93.628 |
|
0.382 |
93.520 |
|
LOW |
93.170 |
|
0.618 |
92.605 |
|
1.000 |
92.255 |
|
1.618 |
91.690 |
|
2.618 |
90.775 |
|
4.250 |
89.281 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
93.628 |
93.913 |
| PP |
93.478 |
93.668 |
| S1 |
93.329 |
93.424 |
|