ICE US Dollar Index Future December 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 |
95.520 |
95.575 |
0.055 |
0.1% |
97.315 |
| High |
95.890 |
95.885 |
-0.005 |
0.0% |
97.315 |
| Low |
95.195 |
94.700 |
-0.495 |
-0.5% |
95.090 |
| Close |
95.655 |
94.870 |
-0.785 |
-0.8% |
95.562 |
| Range |
0.695 |
1.185 |
0.490 |
70.5% |
2.225 |
| ATR |
0.959 |
0.975 |
0.016 |
1.7% |
0.000 |
| Volume |
182 |
433 |
251 |
137.9% |
1,078 |
|
| Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.707 |
97.973 |
95.522 |
|
| R3 |
97.522 |
96.788 |
95.196 |
|
| R2 |
96.337 |
96.337 |
95.087 |
|
| R1 |
95.603 |
95.603 |
94.979 |
95.378 |
| PP |
95.152 |
95.152 |
95.152 |
95.039 |
| S1 |
94.418 |
94.418 |
94.761 |
94.193 |
| S2 |
93.967 |
93.967 |
94.653 |
|
| S3 |
92.782 |
93.233 |
94.544 |
|
| S4 |
91.597 |
92.048 |
94.218 |
|
|
| 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 |
96.415 |
94.700 |
1.715 |
1.8% |
0.846 |
0.9% |
10% |
False |
True |
222 |
| 10 |
97.675 |
94.700 |
2.975 |
3.1% |
0.964 |
1.0% |
6% |
False |
True |
211 |
| 20 |
98.565 |
94.700 |
3.865 |
4.1% |
0.944 |
1.0% |
4% |
False |
True |
175 |
| 40 |
99.390 |
93.815 |
5.575 |
5.9% |
0.921 |
1.0% |
19% |
False |
False |
125 |
| 60 |
101.190 |
93.815 |
7.375 |
7.8% |
0.889 |
0.9% |
14% |
False |
False |
99 |
| 80 |
102.450 |
93.815 |
8.635 |
9.1% |
0.977 |
1.0% |
12% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.921 |
|
2.618 |
98.987 |
|
1.618 |
97.802 |
|
1.000 |
97.070 |
|
0.618 |
96.617 |
|
HIGH |
95.885 |
|
0.618 |
95.432 |
|
0.500 |
95.293 |
|
0.382 |
95.153 |
|
LOW |
94.700 |
|
0.618 |
93.968 |
|
1.000 |
93.515 |
|
1.618 |
92.783 |
|
2.618 |
91.598 |
|
4.250 |
89.664 |
|
|
| Fisher Pivots for day following 17-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.293 |
95.330 |
| PP |
95.152 |
95.177 |
| S1 |
95.011 |
95.023 |
|