ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 20-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
| Open |
94.130 |
95.385 |
1.255 |
1.3% |
94.880 |
| High |
95.555 |
95.935 |
0.380 |
0.4% |
95.345 |
| Low |
94.130 |
95.325 |
1.195 |
1.3% |
93.155 |
| Close |
95.363 |
95.509 |
0.146 |
0.2% |
93.180 |
| Range |
1.425 |
0.610 |
-0.815 |
-57.2% |
2.190 |
| ATR |
1.031 |
1.001 |
-0.030 |
-2.9% |
0.000 |
| Volume |
62,671 |
52,435 |
-10,236 |
-16.3% |
195,506 |
|
| Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.420 |
97.074 |
95.845 |
|
| R3 |
96.810 |
96.464 |
95.677 |
|
| R2 |
96.200 |
96.200 |
95.621 |
|
| R1 |
95.854 |
95.854 |
95.565 |
96.027 |
| PP |
95.590 |
95.590 |
95.590 |
95.676 |
| S1 |
95.244 |
95.244 |
95.453 |
95.417 |
| S2 |
94.980 |
94.980 |
95.397 |
|
| S3 |
94.370 |
94.634 |
95.341 |
|
| S4 |
93.760 |
94.024 |
95.174 |
|
|
| 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 |
95.935 |
93.155 |
2.780 |
2.9% |
0.930 |
1.0% |
85% |
True |
False |
49,440 |
| 10 |
95.935 |
93.155 |
2.780 |
2.9% |
0.913 |
1.0% |
85% |
True |
False |
44,882 |
| 20 |
98.645 |
93.155 |
5.490 |
5.7% |
0.988 |
1.0% |
43% |
False |
False |
51,794 |
| 40 |
100.270 |
93.155 |
7.115 |
7.4% |
0.995 |
1.0% |
33% |
False |
False |
50,640 |
| 60 |
100.785 |
93.155 |
7.630 |
8.0% |
1.087 |
1.1% |
31% |
False |
False |
49,760 |
| 80 |
100.785 |
93.155 |
7.630 |
8.0% |
1.000 |
1.0% |
31% |
False |
False |
37,551 |
| 100 |
100.785 |
90.395 |
10.390 |
10.9% |
0.954 |
1.0% |
49% |
False |
False |
30,149 |
| 120 |
100.785 |
88.000 |
12.785 |
13.4% |
0.896 |
0.9% |
59% |
False |
False |
25,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.528 |
|
2.618 |
97.532 |
|
1.618 |
96.922 |
|
1.000 |
96.545 |
|
0.618 |
96.312 |
|
HIGH |
95.935 |
|
0.618 |
95.702 |
|
0.500 |
95.630 |
|
0.382 |
95.558 |
|
LOW |
95.325 |
|
0.618 |
94.948 |
|
1.000 |
94.715 |
|
1.618 |
94.338 |
|
2.618 |
93.728 |
|
4.250 |
92.733 |
|
|
| Fisher Pivots for day following 20-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.630 |
95.209 |
| PP |
95.590 |
94.910 |
| S1 |
95.549 |
94.610 |
|