ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 28-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
| Open |
97.315 |
97.375 |
0.060 |
0.1% |
93.310 |
| High |
97.880 |
97.760 |
-0.120 |
-0.1% |
96.355 |
| Low |
97.005 |
97.010 |
0.005 |
0.0% |
93.285 |
| Close |
97.474 |
97.059 |
-0.415 |
-0.4% |
96.110 |
| Range |
0.875 |
0.750 |
-0.125 |
-14.3% |
3.070 |
| ATR |
1.028 |
1.008 |
-0.020 |
-1.9% |
0.000 |
| Volume |
55,132 |
64,030 |
8,898 |
16.1% |
257,001 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.526 |
99.043 |
97.472 |
|
| R3 |
98.776 |
98.293 |
97.265 |
|
| R2 |
98.026 |
98.026 |
97.197 |
|
| R1 |
97.543 |
97.543 |
97.128 |
97.410 |
| PP |
97.276 |
97.276 |
97.276 |
97.210 |
| S1 |
96.793 |
96.793 |
96.990 |
96.660 |
| S2 |
96.526 |
96.526 |
96.922 |
|
| S3 |
95.776 |
96.043 |
96.853 |
|
| S4 |
95.026 |
95.293 |
96.647 |
|
|
| 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 |
97.880 |
94.880 |
3.000 |
3.1% |
0.949 |
1.0% |
73% |
False |
False |
57,304 |
| 10 |
97.880 |
93.155 |
4.725 |
4.9% |
0.940 |
1.0% |
83% |
False |
False |
53,372 |
| 20 |
97.880 |
93.155 |
4.725 |
4.9% |
0.949 |
1.0% |
83% |
False |
False |
51,383 |
| 40 |
100.270 |
93.155 |
7.115 |
7.3% |
0.987 |
1.0% |
55% |
False |
False |
51,698 |
| 60 |
100.785 |
93.155 |
7.630 |
7.9% |
1.116 |
1.1% |
51% |
False |
False |
54,327 |
| 80 |
100.785 |
93.155 |
7.630 |
7.9% |
1.014 |
1.0% |
51% |
False |
False |
41,083 |
| 100 |
100.785 |
91.750 |
9.035 |
9.3% |
0.977 |
1.0% |
59% |
False |
False |
33,008 |
| 120 |
100.785 |
88.115 |
12.670 |
13.1% |
0.914 |
0.9% |
71% |
False |
False |
27,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.948 |
|
2.618 |
99.724 |
|
1.618 |
98.974 |
|
1.000 |
98.510 |
|
0.618 |
98.224 |
|
HIGH |
97.760 |
|
0.618 |
97.474 |
|
0.500 |
97.385 |
|
0.382 |
97.297 |
|
LOW |
97.010 |
|
0.618 |
96.547 |
|
1.000 |
96.260 |
|
1.618 |
95.797 |
|
2.618 |
95.047 |
|
4.250 |
93.823 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
97.385 |
97.205 |
| PP |
97.276 |
97.156 |
| S1 |
97.168 |
97.108 |
|