ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 17-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
95.120 |
95.270 |
0.150 |
0.2% |
96.915 |
| High |
95.500 |
95.590 |
0.090 |
0.1% |
96.985 |
| Low |
94.810 |
94.310 |
-0.500 |
-0.5% |
94.660 |
| Close |
95.262 |
94.490 |
-0.772 |
-0.8% |
95.237 |
| Range |
0.690 |
1.280 |
0.590 |
85.5% |
2.325 |
| ATR |
1.014 |
1.033 |
0.019 |
1.9% |
0.000 |
| Volume |
35,494 |
58,256 |
22,762 |
64.1% |
228,691 |
|
| Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.637 |
97.843 |
95.194 |
|
| R3 |
97.357 |
96.563 |
94.842 |
|
| R2 |
96.077 |
96.077 |
94.725 |
|
| R1 |
95.283 |
95.283 |
94.607 |
95.040 |
| PP |
94.797 |
94.797 |
94.797 |
94.675 |
| S1 |
94.003 |
94.003 |
94.373 |
93.760 |
| S2 |
93.517 |
93.517 |
94.255 |
|
| S3 |
92.237 |
92.723 |
94.138 |
|
| S4 |
90.957 |
91.443 |
93.786 |
|
|
| 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 |
94.310 |
1.710 |
1.8% |
0.934 |
1.0% |
11% |
False |
True |
56,096 |
| 10 |
97.345 |
94.310 |
3.035 |
3.2% |
1.057 |
1.1% |
6% |
False |
True |
37,929 |
| 20 |
98.290 |
94.310 |
3.980 |
4.2% |
1.018 |
1.1% |
5% |
False |
True |
20,961 |
| 40 |
99.105 |
93.440 |
5.665 |
6.0% |
0.999 |
1.1% |
19% |
False |
False |
11,040 |
| 60 |
100.715 |
93.440 |
7.275 |
7.7% |
0.986 |
1.0% |
14% |
False |
False |
7,580 |
| 80 |
101.615 |
93.440 |
8.175 |
8.7% |
1.061 |
1.1% |
13% |
False |
False |
5,769 |
| 100 |
101.615 |
93.440 |
8.175 |
8.7% |
0.967 |
1.0% |
13% |
False |
False |
4,622 |
| 120 |
101.615 |
90.435 |
11.180 |
11.8% |
0.898 |
0.9% |
36% |
False |
False |
3,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.030 |
|
2.618 |
98.941 |
|
1.618 |
97.661 |
|
1.000 |
96.870 |
|
0.618 |
96.381 |
|
HIGH |
95.590 |
|
0.618 |
95.101 |
|
0.500 |
94.950 |
|
0.382 |
94.799 |
|
LOW |
94.310 |
|
0.618 |
93.519 |
|
1.000 |
93.030 |
|
1.618 |
92.239 |
|
2.618 |
90.959 |
|
4.250 |
88.870 |
|
|
| Fisher Pivots for day following 17-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.950 |
94.985 |
| PP |
94.797 |
94.820 |
| S1 |
94.643 |
94.655 |
|