ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 28-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
96.410 |
96.020 |
-0.390 |
-0.4% |
94.000 |
High |
96.500 |
96.585 |
0.085 |
0.1% |
96.800 |
Low |
95.500 |
96.020 |
0.520 |
0.5% |
94.000 |
Close |
95.768 |
96.197 |
0.429 |
0.4% |
96.243 |
Range |
1.000 |
0.565 |
-0.435 |
-43.5% |
2.800 |
ATR |
0.726 |
0.732 |
0.007 |
0.9% |
0.000 |
Volume |
80 |
52 |
-28 |
-35.0% |
110 |
|
Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.962 |
97.645 |
96.508 |
|
R3 |
97.397 |
97.080 |
96.352 |
|
R2 |
96.832 |
96.832 |
96.301 |
|
R1 |
96.515 |
96.515 |
96.249 |
96.674 |
PP |
96.267 |
96.267 |
96.267 |
96.347 |
S1 |
95.950 |
95.950 |
96.145 |
96.109 |
S2 |
95.702 |
95.702 |
96.093 |
|
S3 |
95.137 |
95.385 |
96.042 |
|
S4 |
94.572 |
94.820 |
95.886 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.081 |
102.962 |
97.783 |
|
R3 |
101.281 |
100.162 |
97.013 |
|
R2 |
98.481 |
98.481 |
96.756 |
|
R1 |
97.362 |
97.362 |
96.500 |
97.922 |
PP |
95.681 |
95.681 |
95.681 |
95.961 |
S1 |
94.562 |
94.562 |
95.986 |
95.122 |
S2 |
92.881 |
92.881 |
95.730 |
|
S3 |
90.081 |
91.762 |
95.473 |
|
S4 |
87.281 |
88.962 |
94.703 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.920 |
94.485 |
2.435 |
2.5% |
0.936 |
1.0% |
70% |
False |
False |
55 |
10 |
96.920 |
92.550 |
4.370 |
4.5% |
0.756 |
0.8% |
83% |
False |
False |
42 |
20 |
96.920 |
90.700 |
6.220 |
6.5% |
0.613 |
0.6% |
88% |
False |
False |
29 |
40 |
96.920 |
88.385 |
8.535 |
8.9% |
0.528 |
0.5% |
92% |
False |
False |
33 |
60 |
96.920 |
86.765 |
10.155 |
10.6% |
0.480 |
0.5% |
93% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.986 |
2.618 |
98.064 |
1.618 |
97.499 |
1.000 |
97.150 |
0.618 |
96.934 |
HIGH |
96.585 |
0.618 |
96.369 |
0.500 |
96.303 |
0.382 |
96.236 |
LOW |
96.020 |
0.618 |
95.671 |
1.000 |
95.455 |
1.618 |
95.106 |
2.618 |
94.541 |
4.250 |
93.619 |
|
|
Fisher Pivots for day following 28-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
96.303 |
96.210 |
PP |
96.267 |
96.206 |
S1 |
96.232 |
96.201 |
|