ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 20-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
98.375 |
98.080 |
-0.295 |
-0.3% |
100.050 |
High |
98.465 |
98.675 |
0.210 |
0.2% |
100.715 |
Low |
97.675 |
98.000 |
0.325 |
0.3% |
97.675 |
Close |
98.167 |
98.628 |
0.461 |
0.5% |
98.167 |
Range |
0.790 |
0.675 |
-0.115 |
-14.6% |
3.040 |
ATR |
1.113 |
1.082 |
-0.031 |
-2.8% |
0.000 |
Volume |
847 |
1,060 |
213 |
25.1% |
4,485 |
|
Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.459 |
100.219 |
98.999 |
|
R3 |
99.784 |
99.544 |
98.814 |
|
R2 |
99.109 |
99.109 |
98.752 |
|
R1 |
98.869 |
98.869 |
98.690 |
98.989 |
PP |
98.434 |
98.434 |
98.434 |
98.495 |
S1 |
98.194 |
98.194 |
98.566 |
98.314 |
S2 |
97.759 |
97.759 |
98.504 |
|
S3 |
97.084 |
97.519 |
98.442 |
|
S4 |
96.409 |
96.844 |
98.257 |
|
|
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 |
100.445 |
97.675 |
2.770 |
2.8% |
1.089 |
1.1% |
34% |
False |
False |
964 |
10 |
100.715 |
97.595 |
3.120 |
3.2% |
1.021 |
1.0% |
33% |
False |
False |
760 |
20 |
100.715 |
96.840 |
3.875 |
3.9% |
0.975 |
1.0% |
46% |
False |
False |
672 |
40 |
101.615 |
94.950 |
6.665 |
6.8% |
1.117 |
1.1% |
55% |
False |
False |
490 |
60 |
101.615 |
94.600 |
7.015 |
7.1% |
0.946 |
1.0% |
57% |
False |
False |
338 |
80 |
101.615 |
90.435 |
11.180 |
11.3% |
0.840 |
0.9% |
73% |
False |
False |
259 |
100 |
101.615 |
88.220 |
13.395 |
13.6% |
0.765 |
0.8% |
78% |
False |
False |
214 |
120 |
101.615 |
85.720 |
15.895 |
16.1% |
0.705 |
0.7% |
81% |
False |
False |
181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.544 |
2.618 |
100.442 |
1.618 |
99.767 |
1.000 |
99.350 |
0.618 |
99.092 |
HIGH |
98.675 |
0.618 |
98.417 |
0.500 |
98.338 |
0.382 |
98.258 |
LOW |
98.000 |
0.618 |
97.583 |
1.000 |
97.325 |
1.618 |
96.908 |
2.618 |
96.233 |
4.250 |
95.131 |
|
|
Fisher Pivots for day following 20-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
98.531 |
98.598 |
PP |
98.434 |
98.568 |
S1 |
98.338 |
98.538 |
|