ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 05-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
95.430 |
95.715 |
0.285 |
0.3% |
96.990 |
| High |
95.625 |
96.955 |
1.330 |
1.4% |
97.760 |
| Low |
94.670 |
95.240 |
0.570 |
0.6% |
94.670 |
| Close |
95.493 |
96.361 |
0.868 |
0.9% |
96.361 |
| Range |
0.955 |
1.715 |
0.760 |
79.6% |
3.090 |
| ATR |
1.039 |
1.087 |
0.048 |
4.6% |
0.000 |
| Volume |
62,375 |
74,992 |
12,617 |
20.2% |
350,403 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.330 |
100.561 |
97.304 |
|
| R3 |
99.615 |
98.846 |
96.833 |
|
| R2 |
97.900 |
97.900 |
96.675 |
|
| R1 |
97.131 |
97.131 |
96.518 |
97.516 |
| PP |
96.185 |
96.185 |
96.185 |
96.378 |
| S1 |
95.416 |
95.416 |
96.204 |
95.801 |
| S2 |
94.470 |
94.470 |
96.047 |
|
| S3 |
92.755 |
93.701 |
95.889 |
|
| S4 |
91.040 |
91.986 |
95.418 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.534 |
104.037 |
98.061 |
|
| R3 |
102.444 |
100.947 |
97.211 |
|
| R2 |
99.354 |
99.354 |
96.928 |
|
| R1 |
97.857 |
97.857 |
96.644 |
97.061 |
| PP |
96.264 |
96.264 |
96.264 |
95.865 |
| S1 |
94.767 |
94.767 |
96.078 |
93.971 |
| S2 |
93.174 |
93.174 |
95.795 |
|
| S3 |
90.084 |
91.677 |
95.511 |
|
| S4 |
86.994 |
88.587 |
94.662 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.760 |
94.670 |
3.090 |
3.2% |
1.340 |
1.4% |
55% |
False |
False |
70,080 |
| 10 |
97.880 |
94.670 |
3.210 |
3.3% |
1.119 |
1.2% |
53% |
False |
False |
64,694 |
| 20 |
97.880 |
93.155 |
4.725 |
4.9% |
1.003 |
1.0% |
68% |
False |
False |
54,579 |
| 40 |
100.270 |
93.155 |
7.115 |
7.4% |
1.016 |
1.1% |
45% |
False |
False |
55,161 |
| 60 |
100.785 |
93.155 |
7.630 |
7.9% |
1.137 |
1.2% |
42% |
False |
False |
57,920 |
| 80 |
100.785 |
93.155 |
7.630 |
7.9% |
1.033 |
1.1% |
42% |
False |
False |
45,998 |
| 100 |
100.785 |
91.995 |
8.790 |
9.1% |
1.014 |
1.1% |
50% |
False |
False |
36,977 |
| 120 |
100.785 |
88.115 |
12.670 |
13.1% |
0.935 |
1.0% |
65% |
False |
False |
30,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.244 |
|
2.618 |
101.445 |
|
1.618 |
99.730 |
|
1.000 |
98.670 |
|
0.618 |
98.015 |
|
HIGH |
96.955 |
|
0.618 |
96.300 |
|
0.500 |
96.098 |
|
0.382 |
95.895 |
|
LOW |
95.240 |
|
0.618 |
94.180 |
|
1.000 |
93.525 |
|
1.618 |
92.465 |
|
2.618 |
90.750 |
|
4.250 |
87.951 |
|
|
| Fisher Pivots for day following 05-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
96.273 |
96.178 |
| PP |
96.185 |
95.995 |
| S1 |
96.098 |
95.813 |
|