ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 19-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
| Open |
93.310 |
94.130 |
0.820 |
0.9% |
94.880 |
| High |
94.320 |
95.555 |
1.235 |
1.3% |
95.345 |
| Low |
93.285 |
94.130 |
0.845 |
0.9% |
93.155 |
| Close |
94.269 |
95.363 |
1.094 |
1.2% |
93.180 |
| Range |
1.035 |
1.425 |
0.390 |
37.7% |
2.190 |
| ATR |
1.001 |
1.031 |
0.030 |
3.0% |
0.000 |
| Volume |
36,971 |
62,671 |
25,700 |
69.5% |
195,506 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.291 |
98.752 |
96.147 |
|
| R3 |
97.866 |
97.327 |
95.755 |
|
| R2 |
96.441 |
96.441 |
95.624 |
|
| R1 |
95.902 |
95.902 |
95.494 |
96.172 |
| PP |
95.016 |
95.016 |
95.016 |
95.151 |
| S1 |
94.477 |
94.477 |
95.232 |
94.747 |
| S2 |
93.591 |
93.591 |
95.102 |
|
| S3 |
92.166 |
93.052 |
94.971 |
|
| S4 |
90.741 |
91.627 |
94.579 |
|
|
| 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 |
95.555 |
93.155 |
2.400 |
2.5% |
1.041 |
1.1% |
92% |
True |
False |
47,129 |
| 10 |
95.555 |
93.155 |
2.400 |
2.5% |
0.991 |
1.0% |
92% |
True |
False |
47,420 |
| 20 |
98.645 |
93.155 |
5.490 |
5.8% |
0.994 |
1.0% |
40% |
False |
False |
50,920 |
| 40 |
100.270 |
93.155 |
7.115 |
7.5% |
1.007 |
1.1% |
31% |
False |
False |
51,088 |
| 60 |
100.785 |
93.155 |
7.630 |
8.0% |
1.086 |
1.1% |
29% |
False |
False |
48,908 |
| 80 |
100.785 |
93.155 |
7.630 |
8.0% |
1.002 |
1.1% |
29% |
False |
False |
36,909 |
| 100 |
100.785 |
90.395 |
10.390 |
10.9% |
0.950 |
1.0% |
48% |
False |
False |
29,628 |
| 120 |
100.785 |
88.000 |
12.785 |
13.4% |
0.894 |
0.9% |
58% |
False |
False |
24,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.611 |
|
2.618 |
99.286 |
|
1.618 |
97.861 |
|
1.000 |
96.980 |
|
0.618 |
96.436 |
|
HIGH |
95.555 |
|
0.618 |
95.011 |
|
0.500 |
94.843 |
|
0.382 |
94.674 |
|
LOW |
94.130 |
|
0.618 |
93.249 |
|
1.000 |
92.705 |
|
1.618 |
91.824 |
|
2.618 |
90.399 |
|
4.250 |
88.074 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.190 |
95.030 |
| PP |
95.016 |
94.696 |
| S1 |
94.843 |
94.363 |
|