ICE US Dollar Index Future December 2015
| Trading Metrics calculated at close of trading on 12-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
95.570 |
95.965 |
0.395 |
0.4% |
97.315 |
| High |
96.415 |
96.225 |
-0.190 |
-0.2% |
97.315 |
| Low |
95.500 |
95.350 |
-0.150 |
-0.2% |
95.090 |
| Close |
95.676 |
95.562 |
-0.114 |
-0.1% |
95.562 |
| Range |
0.915 |
0.875 |
-0.040 |
-4.4% |
2.225 |
| ATR |
1.022 |
1.012 |
-0.011 |
-1.0% |
0.000 |
| Volume |
255 |
121 |
-134 |
-52.5% |
1,078 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.337 |
97.825 |
96.043 |
|
| R3 |
97.462 |
96.950 |
95.803 |
|
| R2 |
96.587 |
96.587 |
95.722 |
|
| R1 |
96.075 |
96.075 |
95.642 |
95.894 |
| PP |
95.712 |
95.712 |
95.712 |
95.622 |
| S1 |
95.200 |
95.200 |
95.482 |
95.019 |
| S2 |
94.837 |
94.837 |
95.402 |
|
| S3 |
93.962 |
94.325 |
95.321 |
|
| S4 |
93.087 |
93.450 |
95.081 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.664 |
101.338 |
96.786 |
|
| R3 |
100.439 |
99.113 |
96.174 |
|
| R2 |
98.214 |
98.214 |
95.970 |
|
| R1 |
96.888 |
96.888 |
95.766 |
96.439 |
| PP |
95.989 |
95.989 |
95.989 |
95.764 |
| S1 |
94.663 |
94.663 |
95.358 |
94.214 |
| S2 |
93.764 |
93.764 |
95.154 |
|
| S3 |
91.539 |
92.438 |
94.950 |
|
| S4 |
89.314 |
90.213 |
94.338 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.315 |
95.090 |
2.225 |
2.3% |
0.966 |
1.0% |
21% |
False |
False |
215 |
| 10 |
98.565 |
95.090 |
3.475 |
3.6% |
1.117 |
1.2% |
14% |
False |
False |
166 |
| 20 |
98.565 |
93.835 |
4.730 |
4.9% |
0.975 |
1.0% |
37% |
False |
False |
145 |
| 40 |
99.630 |
93.815 |
5.815 |
6.1% |
0.908 |
1.0% |
30% |
False |
False |
109 |
| 60 |
101.190 |
93.815 |
7.375 |
7.7% |
0.923 |
1.0% |
24% |
False |
False |
95 |
| 80 |
102.450 |
93.815 |
8.635 |
9.0% |
0.949 |
1.0% |
20% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.944 |
|
2.618 |
98.516 |
|
1.618 |
97.641 |
|
1.000 |
97.100 |
|
0.618 |
96.766 |
|
HIGH |
96.225 |
|
0.618 |
95.891 |
|
0.500 |
95.788 |
|
0.382 |
95.684 |
|
LOW |
95.350 |
|
0.618 |
94.809 |
|
1.000 |
94.475 |
|
1.618 |
93.934 |
|
2.618 |
93.059 |
|
4.250 |
91.631 |
|
|
| Fisher Pivots for day following 12-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.788 |
95.753 |
| PP |
95.712 |
95.689 |
| S1 |
95.637 |
95.626 |
|