ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 19-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
94.350 |
94.200 |
-0.150 |
-0.2% |
95.415 |
| High |
94.440 |
94.695 |
0.255 |
0.3% |
95.660 |
| Low |
93.300 |
94.095 |
0.795 |
0.9% |
93.300 |
| Close |
94.241 |
94.272 |
0.031 |
0.0% |
94.272 |
| Range |
1.140 |
0.600 |
-0.540 |
-47.4% |
2.360 |
| ATR |
1.044 |
1.012 |
-0.032 |
-3.0% |
0.000 |
| Volume |
52,556 |
28,082 |
-24,474 |
-46.6% |
212,626 |
|
| Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.154 |
95.813 |
94.602 |
|
| R3 |
95.554 |
95.213 |
94.437 |
|
| R2 |
94.954 |
94.954 |
94.382 |
|
| R1 |
94.613 |
94.613 |
94.327 |
94.784 |
| PP |
94.354 |
94.354 |
94.354 |
94.439 |
| S1 |
94.013 |
94.013 |
94.217 |
94.184 |
| S2 |
93.754 |
93.754 |
94.162 |
|
| S3 |
93.154 |
93.413 |
94.107 |
|
| S4 |
92.554 |
92.813 |
93.942 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.491 |
100.241 |
95.570 |
|
| R3 |
99.131 |
97.881 |
94.921 |
|
| R2 |
96.771 |
96.771 |
94.705 |
|
| R1 |
95.521 |
95.521 |
94.488 |
94.966 |
| PP |
94.411 |
94.411 |
94.411 |
94.133 |
| S1 |
93.161 |
93.161 |
94.056 |
92.606 |
| S2 |
92.051 |
92.051 |
93.839 |
|
| S3 |
89.691 |
90.801 |
93.623 |
|
| S4 |
87.331 |
88.441 |
92.974 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.660 |
93.300 |
2.360 |
2.5% |
0.872 |
0.9% |
41% |
False |
False |
42,525 |
| 10 |
96.985 |
93.300 |
3.685 |
3.9% |
0.964 |
1.0% |
26% |
False |
False |
44,131 |
| 20 |
98.290 |
93.300 |
4.990 |
5.3% |
1.040 |
1.1% |
19% |
False |
False |
24,767 |
| 40 |
98.290 |
93.300 |
4.990 |
5.3% |
0.993 |
1.1% |
19% |
False |
False |
13,037 |
| 60 |
100.715 |
93.300 |
7.415 |
7.9% |
0.981 |
1.0% |
13% |
False |
False |
8,901 |
| 80 |
101.615 |
93.300 |
8.315 |
8.8% |
1.060 |
1.1% |
12% |
False |
False |
6,776 |
| 100 |
101.615 |
93.300 |
8.315 |
8.8% |
0.968 |
1.0% |
12% |
False |
False |
5,427 |
| 120 |
101.615 |
90.700 |
10.915 |
11.6% |
0.909 |
1.0% |
33% |
False |
False |
4,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.245 |
|
2.618 |
96.266 |
|
1.618 |
95.666 |
|
1.000 |
95.295 |
|
0.618 |
95.066 |
|
HIGH |
94.695 |
|
0.618 |
94.466 |
|
0.500 |
94.395 |
|
0.382 |
94.324 |
|
LOW |
94.095 |
|
0.618 |
93.724 |
|
1.000 |
93.495 |
|
1.618 |
93.124 |
|
2.618 |
92.524 |
|
4.250 |
91.545 |
|
|
| Fisher Pivots for day following 19-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.395 |
94.445 |
| PP |
94.354 |
94.387 |
| S1 |
94.313 |
94.330 |
|