ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 17-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2015 |
17-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
99.005 |
98.375 |
-0.630 |
-0.6% |
100.050 |
High |
99.400 |
98.465 |
-0.935 |
-0.9% |
100.715 |
Low |
97.950 |
97.675 |
-0.275 |
-0.3% |
97.675 |
Close |
98.053 |
98.167 |
0.114 |
0.1% |
98.167 |
Range |
1.450 |
0.790 |
-0.660 |
-45.5% |
3.040 |
ATR |
1.138 |
1.113 |
-0.025 |
-2.2% |
0.000 |
Volume |
1,402 |
847 |
-555 |
-39.6% |
4,485 |
|
Daily Pivots for day following 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.472 |
100.110 |
98.602 |
|
R3 |
99.682 |
99.320 |
98.384 |
|
R2 |
98.892 |
98.892 |
98.312 |
|
R1 |
98.530 |
98.530 |
98.239 |
98.316 |
PP |
98.102 |
98.102 |
98.102 |
97.996 |
S1 |
97.740 |
97.740 |
98.095 |
97.526 |
S2 |
97.312 |
97.312 |
98.022 |
|
S3 |
96.522 |
96.950 |
97.950 |
|
S4 |
95.732 |
96.160 |
97.733 |
|
|
Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.972 |
106.110 |
99.839 |
|
R3 |
104.932 |
103.070 |
99.003 |
|
R2 |
101.892 |
101.892 |
98.724 |
|
R1 |
100.030 |
100.030 |
98.446 |
99.441 |
PP |
98.852 |
98.852 |
98.852 |
98.558 |
S1 |
96.990 |
96.990 |
97.888 |
96.401 |
S2 |
95.812 |
95.812 |
97.610 |
|
S3 |
92.772 |
93.950 |
97.331 |
|
S4 |
89.732 |
90.910 |
96.495 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.715 |
97.675 |
3.040 |
3.1% |
1.104 |
1.1% |
16% |
False |
True |
897 |
10 |
100.715 |
96.965 |
3.750 |
3.8% |
1.036 |
1.1% |
32% |
False |
False |
708 |
20 |
100.715 |
96.840 |
3.875 |
3.9% |
1.015 |
1.0% |
34% |
False |
False |
654 |
40 |
101.615 |
94.950 |
6.665 |
6.8% |
1.108 |
1.1% |
48% |
False |
False |
468 |
60 |
101.615 |
94.600 |
7.015 |
7.1% |
0.956 |
1.0% |
51% |
False |
False |
321 |
80 |
101.615 |
90.420 |
11.195 |
11.4% |
0.838 |
0.9% |
69% |
False |
False |
246 |
100 |
101.615 |
88.220 |
13.395 |
13.6% |
0.761 |
0.8% |
74% |
False |
False |
204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.823 |
2.618 |
100.533 |
1.618 |
99.743 |
1.000 |
99.255 |
0.618 |
98.953 |
HIGH |
98.465 |
0.618 |
98.163 |
0.500 |
98.070 |
0.382 |
97.977 |
LOW |
97.675 |
0.618 |
97.187 |
1.000 |
96.885 |
1.618 |
96.397 |
2.618 |
95.607 |
4.250 |
94.318 |
|
|
Fisher Pivots for day following 17-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
98.135 |
98.873 |
PP |
98.102 |
98.637 |
S1 |
98.070 |
98.402 |
|