ICE US Dollar Index Future December 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 |
94.750 |
94.530 |
-0.220 |
-0.2% |
95.800 |
| High |
94.780 |
94.980 |
0.200 |
0.2% |
95.960 |
| Low |
94.090 |
94.525 |
0.435 |
0.5% |
94.090 |
| Close |
94.611 |
94.645 |
0.034 |
0.0% |
94.645 |
| Range |
0.690 |
0.455 |
-0.235 |
-34.1% |
1.870 |
| ATR |
0.961 |
0.925 |
-0.036 |
-3.8% |
0.000 |
| Volume |
477 |
675 |
198 |
41.5% |
1,886 |
|
| Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.082 |
95.818 |
94.895 |
|
| R3 |
95.627 |
95.363 |
94.770 |
|
| R2 |
95.172 |
95.172 |
94.728 |
|
| R1 |
94.908 |
94.908 |
94.687 |
95.040 |
| PP |
94.717 |
94.717 |
94.717 |
94.783 |
| S1 |
94.453 |
94.453 |
94.603 |
94.585 |
| S2 |
94.262 |
94.262 |
94.562 |
|
| S3 |
93.807 |
93.998 |
94.520 |
|
| S4 |
93.352 |
93.543 |
94.395 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.508 |
99.447 |
95.674 |
|
| R3 |
98.638 |
97.577 |
95.159 |
|
| R2 |
96.768 |
96.768 |
94.988 |
|
| R1 |
95.707 |
95.707 |
94.816 |
95.303 |
| PP |
94.898 |
94.898 |
94.898 |
94.696 |
| S1 |
93.837 |
93.837 |
94.474 |
93.433 |
| S2 |
93.028 |
93.028 |
94.302 |
|
| S3 |
91.158 |
91.967 |
94.131 |
|
| S4 |
89.288 |
90.097 |
93.617 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.960 |
94.090 |
1.870 |
2.0% |
0.717 |
0.8% |
30% |
False |
False |
377 |
| 10 |
97.315 |
94.090 |
3.225 |
3.4% |
0.842 |
0.9% |
17% |
False |
False |
296 |
| 20 |
98.565 |
94.090 |
4.475 |
4.7% |
0.951 |
1.0% |
12% |
False |
False |
212 |
| 40 |
98.565 |
93.815 |
4.750 |
5.0% |
0.900 |
1.0% |
17% |
False |
False |
149 |
| 60 |
101.190 |
93.815 |
7.375 |
7.8% |
0.870 |
0.9% |
11% |
False |
False |
117 |
| 80 |
102.450 |
93.815 |
8.635 |
9.1% |
0.974 |
1.0% |
10% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.914 |
|
2.618 |
96.171 |
|
1.618 |
95.716 |
|
1.000 |
95.435 |
|
0.618 |
95.261 |
|
HIGH |
94.980 |
|
0.618 |
94.806 |
|
0.500 |
94.753 |
|
0.382 |
94.699 |
|
LOW |
94.525 |
|
0.618 |
94.244 |
|
1.000 |
94.070 |
|
1.618 |
93.789 |
|
2.618 |
93.334 |
|
4.250 |
92.591 |
|
|
| Fisher Pivots for day following 19-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.753 |
94.988 |
| PP |
94.717 |
94.873 |
| S1 |
94.681 |
94.759 |
|