ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 14-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
| Open |
95.000 |
94.055 |
-0.945 |
-1.0% |
95.805 |
| High |
95.035 |
94.130 |
-0.905 |
-1.0% |
96.480 |
| Low |
93.840 |
93.440 |
-0.400 |
-0.4% |
94.350 |
| Close |
93.978 |
93.810 |
-0.168 |
-0.2% |
95.270 |
| Range |
1.195 |
0.690 |
-0.505 |
-42.3% |
2.130 |
| ATR |
0.994 |
0.972 |
-0.022 |
-2.2% |
0.000 |
| Volume |
768 |
1,269 |
501 |
65.2% |
6,604 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.863 |
95.527 |
94.190 |
|
| R3 |
95.173 |
94.837 |
94.000 |
|
| R2 |
94.483 |
94.483 |
93.937 |
|
| R1 |
94.147 |
94.147 |
93.873 |
93.970 |
| PP |
93.793 |
93.793 |
93.793 |
93.705 |
| S1 |
93.457 |
93.457 |
93.747 |
93.280 |
| S2 |
93.103 |
93.103 |
93.684 |
|
| S3 |
92.413 |
92.767 |
93.620 |
|
| S4 |
91.723 |
92.077 |
93.431 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.757 |
100.643 |
96.442 |
|
| R3 |
99.627 |
98.513 |
95.856 |
|
| R2 |
97.497 |
97.497 |
95.661 |
|
| R1 |
96.383 |
96.383 |
95.465 |
95.875 |
| PP |
95.367 |
95.367 |
95.367 |
95.113 |
| S1 |
94.253 |
94.253 |
95.075 |
93.745 |
| S2 |
93.237 |
93.237 |
94.880 |
|
| S3 |
91.107 |
92.123 |
94.684 |
|
| S4 |
88.977 |
89.993 |
94.099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.725 |
93.440 |
2.285 |
2.4% |
0.830 |
0.9% |
16% |
False |
True |
1,283 |
| 10 |
96.480 |
93.440 |
3.040 |
3.2% |
0.903 |
1.0% |
12% |
False |
True |
1,256 |
| 20 |
99.160 |
93.440 |
5.720 |
6.1% |
0.922 |
1.0% |
6% |
False |
True |
1,043 |
| 40 |
100.715 |
93.440 |
7.275 |
7.8% |
0.990 |
1.1% |
5% |
False |
True |
856 |
| 60 |
101.615 |
93.440 |
8.175 |
8.7% |
1.043 |
1.1% |
5% |
False |
True |
646 |
| 80 |
101.615 |
93.440 |
8.175 |
8.7% |
0.950 |
1.0% |
5% |
False |
True |
491 |
| 100 |
101.615 |
90.180 |
11.435 |
12.2% |
0.848 |
0.9% |
32% |
False |
False |
397 |
| 120 |
101.615 |
88.080 |
13.535 |
14.4% |
0.787 |
0.8% |
42% |
False |
False |
337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.063 |
|
2.618 |
95.936 |
|
1.618 |
95.246 |
|
1.000 |
94.820 |
|
0.618 |
94.556 |
|
HIGH |
94.130 |
|
0.618 |
93.866 |
|
0.500 |
93.785 |
|
0.382 |
93.704 |
|
LOW |
93.440 |
|
0.618 |
93.014 |
|
1.000 |
92.750 |
|
1.618 |
92.324 |
|
2.618 |
91.634 |
|
4.250 |
90.508 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
93.802 |
94.518 |
| PP |
93.793 |
94.282 |
| S1 |
93.785 |
94.046 |
|