ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 02-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
97.365 |
97.930 |
0.565 |
0.6% |
96.920 |
| High |
98.165 |
98.005 |
-0.160 |
-0.2% |
98.290 |
| Low |
97.365 |
96.105 |
-1.260 |
-1.3% |
96.920 |
| Close |
97.868 |
96.253 |
-1.615 |
-1.7% |
97.369 |
| Range |
0.800 |
1.900 |
1.100 |
137.5% |
1.370 |
| ATR |
0.946 |
1.014 |
0.068 |
7.2% |
0.000 |
| Volume |
5,376 |
9,074 |
3,698 |
68.8% |
10,900 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.488 |
101.270 |
97.298 |
|
| R3 |
100.588 |
99.370 |
96.776 |
|
| R2 |
98.688 |
98.688 |
96.601 |
|
| R1 |
97.470 |
97.470 |
96.427 |
97.129 |
| PP |
96.788 |
96.788 |
96.788 |
96.617 |
| S1 |
95.570 |
95.570 |
96.079 |
95.229 |
| S2 |
94.888 |
94.888 |
95.905 |
|
| S3 |
92.988 |
93.670 |
95.731 |
|
| S4 |
91.088 |
91.770 |
95.208 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.636 |
100.873 |
98.123 |
|
| R3 |
100.266 |
99.503 |
97.746 |
|
| R2 |
98.896 |
98.896 |
97.620 |
|
| R1 |
98.133 |
98.133 |
97.495 |
98.515 |
| PP |
97.526 |
97.526 |
97.526 |
97.717 |
| S1 |
96.763 |
96.763 |
97.243 |
97.145 |
| S2 |
96.156 |
96.156 |
97.118 |
|
| S3 |
94.786 |
95.393 |
96.992 |
|
| S4 |
93.416 |
94.023 |
96.616 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.290 |
96.105 |
2.185 |
2.3% |
0.945 |
1.0% |
7% |
False |
True |
4,743 |
| 10 |
98.290 |
94.460 |
3.830 |
4.0% |
0.993 |
1.0% |
47% |
False |
False |
3,215 |
| 20 |
98.290 |
93.440 |
4.850 |
5.0% |
0.972 |
1.0% |
58% |
False |
False |
2,258 |
| 40 |
100.715 |
93.440 |
7.275 |
7.6% |
0.976 |
1.0% |
39% |
False |
False |
1,536 |
| 60 |
101.615 |
93.440 |
8.175 |
8.5% |
1.093 |
1.1% |
34% |
False |
False |
1,208 |
| 80 |
101.615 |
93.440 |
8.175 |
8.5% |
0.978 |
1.0% |
34% |
False |
False |
922 |
| 100 |
101.615 |
92.500 |
9.115 |
9.5% |
0.924 |
1.0% |
41% |
False |
False |
743 |
| 120 |
101.615 |
88.385 |
13.230 |
13.7% |
0.833 |
0.9% |
59% |
False |
False |
624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.080 |
|
2.618 |
102.979 |
|
1.618 |
101.079 |
|
1.000 |
99.905 |
|
0.618 |
99.179 |
|
HIGH |
98.005 |
|
0.618 |
97.279 |
|
0.500 |
97.055 |
|
0.382 |
96.831 |
|
LOW |
96.105 |
|
0.618 |
94.931 |
|
1.000 |
94.205 |
|
1.618 |
93.031 |
|
2.618 |
91.131 |
|
4.250 |
88.030 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
97.055 |
97.135 |
| PP |
96.788 |
96.841 |
| S1 |
96.520 |
96.547 |
|