ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 22-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
| Open |
95.635 |
95.460 |
-0.175 |
-0.2% |
93.310 |
| High |
95.755 |
96.355 |
0.600 |
0.6% |
96.355 |
| Low |
95.050 |
94.880 |
-0.170 |
-0.2% |
93.285 |
| Close |
95.329 |
96.110 |
0.781 |
0.8% |
96.110 |
| Range |
0.705 |
1.475 |
0.770 |
109.2% |
3.070 |
| ATR |
0.980 |
1.015 |
0.035 |
3.6% |
0.000 |
| Volume |
39,457 |
65,467 |
26,010 |
65.9% |
257,001 |
|
| Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.207 |
99.633 |
96.921 |
|
| R3 |
98.732 |
98.158 |
96.516 |
|
| R2 |
97.257 |
97.257 |
96.380 |
|
| R1 |
96.683 |
96.683 |
96.245 |
96.970 |
| PP |
95.782 |
95.782 |
95.782 |
95.925 |
| S1 |
95.208 |
95.208 |
95.975 |
95.495 |
| S2 |
94.307 |
94.307 |
95.840 |
|
| S3 |
92.832 |
93.733 |
95.704 |
|
| S4 |
91.357 |
92.258 |
95.299 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.460 |
103.355 |
97.799 |
|
| R3 |
101.390 |
100.285 |
96.954 |
|
| R2 |
98.320 |
98.320 |
96.673 |
|
| R1 |
97.215 |
97.215 |
96.391 |
97.768 |
| PP |
95.250 |
95.250 |
95.250 |
95.526 |
| S1 |
94.145 |
94.145 |
95.829 |
94.698 |
| S2 |
92.180 |
92.180 |
95.547 |
|
| S3 |
89.110 |
91.075 |
95.266 |
|
| S4 |
86.040 |
88.005 |
94.422 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.355 |
93.285 |
3.070 |
3.2% |
1.050 |
1.1% |
92% |
True |
False |
51,400 |
| 10 |
96.355 |
93.155 |
3.200 |
3.3% |
0.942 |
1.0% |
92% |
True |
False |
45,250 |
| 20 |
97.460 |
93.155 |
4.305 |
4.5% |
0.990 |
1.0% |
69% |
False |
False |
51,993 |
| 40 |
100.270 |
93.155 |
7.115 |
7.4% |
0.990 |
1.0% |
42% |
False |
False |
50,702 |
| 60 |
100.785 |
93.155 |
7.630 |
7.9% |
1.097 |
1.1% |
39% |
False |
False |
51,460 |
| 80 |
100.785 |
93.155 |
7.630 |
7.9% |
1.002 |
1.0% |
39% |
False |
False |
38,840 |
| 100 |
100.785 |
90.465 |
10.320 |
10.7% |
0.968 |
1.0% |
55% |
False |
False |
31,198 |
| 120 |
100.785 |
88.115 |
12.670 |
13.2% |
0.907 |
0.9% |
63% |
False |
False |
26,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.624 |
|
2.618 |
100.217 |
|
1.618 |
98.742 |
|
1.000 |
97.830 |
|
0.618 |
97.267 |
|
HIGH |
96.355 |
|
0.618 |
95.792 |
|
0.500 |
95.618 |
|
0.382 |
95.443 |
|
LOW |
94.880 |
|
0.618 |
93.968 |
|
1.000 |
93.405 |
|
1.618 |
92.493 |
|
2.618 |
91.018 |
|
4.250 |
88.611 |
|
|
| Fisher Pivots for day following 22-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.946 |
95.946 |
| PP |
95.782 |
95.782 |
| S1 |
95.618 |
95.618 |
|