ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 15-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
95.430 |
95.415 |
-0.015 |
0.0% |
96.915 |
| High |
96.015 |
95.660 |
-0.355 |
-0.4% |
96.985 |
| Low |
94.970 |
95.010 |
0.040 |
0.0% |
94.660 |
| Close |
95.237 |
95.102 |
-0.135 |
-0.1% |
95.237 |
| Range |
1.045 |
0.650 |
-0.395 |
-37.8% |
2.325 |
| ATR |
1.069 |
1.039 |
-0.030 |
-2.8% |
0.000 |
| Volume |
83,203 |
38,238 |
-44,965 |
-54.0% |
228,691 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.207 |
96.805 |
95.460 |
|
| R3 |
96.557 |
96.155 |
95.281 |
|
| R2 |
95.907 |
95.907 |
95.221 |
|
| R1 |
95.505 |
95.505 |
95.162 |
95.381 |
| PP |
95.257 |
95.257 |
95.257 |
95.196 |
| S1 |
94.855 |
94.855 |
95.042 |
94.731 |
| S2 |
94.607 |
94.607 |
94.983 |
|
| S3 |
93.957 |
94.205 |
94.923 |
|
| S4 |
93.307 |
93.555 |
94.745 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.602 |
101.245 |
96.516 |
|
| R3 |
100.277 |
98.920 |
95.876 |
|
| R2 |
97.952 |
97.952 |
95.663 |
|
| R1 |
96.595 |
96.595 |
95.450 |
96.111 |
| PP |
95.627 |
95.627 |
95.627 |
95.386 |
| S1 |
94.270 |
94.270 |
95.024 |
93.786 |
| S2 |
93.302 |
93.302 |
94.811 |
|
| S3 |
90.977 |
91.945 |
94.598 |
|
| S4 |
88.652 |
89.620 |
93.958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.020 |
94.660 |
1.360 |
1.4% |
0.882 |
0.9% |
33% |
False |
False |
50,185 |
| 10 |
98.005 |
94.660 |
3.345 |
3.5% |
1.181 |
1.2% |
13% |
False |
False |
30,345 |
| 20 |
98.290 |
93.570 |
4.720 |
5.0% |
1.044 |
1.1% |
32% |
False |
False |
16,377 |
| 40 |
99.160 |
93.440 |
5.720 |
6.0% |
0.986 |
1.0% |
29% |
False |
False |
8,732 |
| 60 |
100.715 |
93.440 |
7.275 |
7.6% |
0.996 |
1.0% |
23% |
False |
False |
6,039 |
| 80 |
101.615 |
93.440 |
8.175 |
8.6% |
1.047 |
1.1% |
20% |
False |
False |
4,600 |
| 100 |
101.615 |
93.440 |
8.175 |
8.6% |
0.968 |
1.0% |
20% |
False |
False |
3,685 |
| 120 |
101.615 |
90.420 |
11.195 |
11.8% |
0.887 |
0.9% |
42% |
False |
False |
3,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.423 |
|
2.618 |
97.362 |
|
1.618 |
96.712 |
|
1.000 |
96.310 |
|
0.618 |
96.062 |
|
HIGH |
95.660 |
|
0.618 |
95.412 |
|
0.500 |
95.335 |
|
0.382 |
95.258 |
|
LOW |
95.010 |
|
0.618 |
94.608 |
|
1.000 |
94.360 |
|
1.618 |
93.958 |
|
2.618 |
93.308 |
|
4.250 |
92.248 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.335 |
95.495 |
| PP |
95.257 |
95.364 |
| S1 |
95.180 |
95.233 |
|