ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 09-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
96.445 |
95.270 |
-1.175 |
-1.2% |
96.990 |
| High |
96.595 |
95.605 |
-0.990 |
-1.0% |
97.760 |
| Low |
95.080 |
94.860 |
-0.220 |
-0.2% |
94.670 |
| Close |
95.323 |
95.172 |
-0.151 |
-0.2% |
96.361 |
| Range |
1.515 |
0.745 |
-0.770 |
-50.8% |
3.090 |
| ATR |
1.118 |
1.091 |
-0.027 |
-2.4% |
0.000 |
| Volume |
57,543 |
52,052 |
-5,491 |
-9.5% |
350,403 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.447 |
97.055 |
95.582 |
|
| R3 |
96.702 |
96.310 |
95.377 |
|
| R2 |
95.957 |
95.957 |
95.309 |
|
| R1 |
95.565 |
95.565 |
95.240 |
95.389 |
| PP |
95.212 |
95.212 |
95.212 |
95.124 |
| S1 |
94.820 |
94.820 |
95.104 |
94.644 |
| S2 |
94.467 |
94.467 |
95.035 |
|
| S3 |
93.722 |
94.075 |
94.967 |
|
| S4 |
92.977 |
93.330 |
94.762 |
|
|
| 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 |
96.955 |
94.670 |
2.285 |
2.4% |
1.255 |
1.3% |
22% |
False |
False |
64,558 |
| 10 |
97.880 |
94.670 |
3.210 |
3.4% |
1.103 |
1.2% |
16% |
False |
False |
62,863 |
| 20 |
97.880 |
93.155 |
4.725 |
5.0% |
1.046 |
1.1% |
43% |
False |
False |
55,810 |
| 40 |
99.985 |
93.155 |
6.830 |
7.2% |
1.030 |
1.1% |
30% |
False |
False |
55,296 |
| 60 |
100.715 |
93.155 |
7.560 |
7.9% |
1.128 |
1.2% |
27% |
False |
False |
56,198 |
| 80 |
100.785 |
93.155 |
7.630 |
8.0% |
1.044 |
1.1% |
26% |
False |
False |
47,351 |
| 100 |
100.785 |
91.995 |
8.790 |
9.2% |
1.023 |
1.1% |
36% |
False |
False |
38,060 |
| 120 |
100.785 |
88.115 |
12.670 |
13.3% |
0.946 |
1.0% |
56% |
False |
False |
31,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.771 |
|
2.618 |
97.555 |
|
1.618 |
96.810 |
|
1.000 |
96.350 |
|
0.618 |
96.065 |
|
HIGH |
95.605 |
|
0.618 |
95.320 |
|
0.500 |
95.233 |
|
0.382 |
95.145 |
|
LOW |
94.860 |
|
0.618 |
94.400 |
|
1.000 |
94.115 |
|
1.618 |
93.655 |
|
2.618 |
92.910 |
|
4.250 |
91.694 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.233 |
95.908 |
| PP |
95.212 |
95.662 |
| S1 |
95.192 |
95.417 |
|