ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 18-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
| Open |
93.475 |
93.310 |
-0.165 |
-0.2% |
94.880 |
| High |
94.085 |
94.320 |
0.235 |
0.2% |
95.345 |
| Low |
93.170 |
93.285 |
0.115 |
0.1% |
93.155 |
| Close |
93.180 |
94.269 |
1.089 |
1.2% |
93.180 |
| Range |
0.915 |
1.035 |
0.120 |
13.1% |
2.190 |
| ATR |
0.990 |
1.001 |
0.011 |
1.1% |
0.000 |
| Volume |
41,580 |
36,971 |
-4,609 |
-11.1% |
195,506 |
|
| Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.063 |
96.701 |
94.838 |
|
| R3 |
96.028 |
95.666 |
94.554 |
|
| R2 |
94.993 |
94.993 |
94.459 |
|
| R1 |
94.631 |
94.631 |
94.364 |
94.812 |
| PP |
93.958 |
93.958 |
93.958 |
94.049 |
| S1 |
93.596 |
93.596 |
94.174 |
93.777 |
| S2 |
92.923 |
92.923 |
94.079 |
|
| S3 |
91.888 |
92.561 |
93.984 |
|
| S4 |
90.853 |
91.526 |
93.700 |
|
|
| 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 |
95.250 |
93.155 |
2.095 |
2.2% |
0.945 |
1.0% |
53% |
False |
False |
41,023 |
| 10 |
96.095 |
93.155 |
2.940 |
3.1% |
0.958 |
1.0% |
38% |
False |
False |
45,969 |
| 20 |
98.695 |
93.155 |
5.540 |
5.9% |
0.967 |
1.0% |
20% |
False |
False |
49,733 |
| 40 |
100.270 |
93.155 |
7.115 |
7.5% |
1.008 |
1.1% |
16% |
False |
False |
51,394 |
| 60 |
100.785 |
93.155 |
7.630 |
8.1% |
1.073 |
1.1% |
15% |
False |
False |
47,881 |
| 80 |
100.785 |
93.155 |
7.630 |
8.1% |
1.002 |
1.1% |
15% |
False |
False |
36,137 |
| 100 |
100.785 |
90.215 |
10.570 |
11.2% |
0.940 |
1.0% |
38% |
False |
False |
29,005 |
| 120 |
100.785 |
88.000 |
12.785 |
13.6% |
0.884 |
0.9% |
49% |
False |
False |
24,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.719 |
|
2.618 |
97.030 |
|
1.618 |
95.995 |
|
1.000 |
95.355 |
|
0.618 |
94.960 |
|
HIGH |
94.320 |
|
0.618 |
93.925 |
|
0.500 |
93.803 |
|
0.382 |
93.680 |
|
LOW |
93.285 |
|
0.618 |
92.645 |
|
1.000 |
92.250 |
|
1.618 |
91.610 |
|
2.618 |
90.575 |
|
4.250 |
88.886 |
|
|
| Fisher Pivots for day following 18-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.114 |
94.092 |
| PP |
93.958 |
93.915 |
| S1 |
93.803 |
93.738 |
|