ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 27-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
98.060 |
97.625 |
-0.435 |
-0.4% |
98.080 |
High |
98.200 |
97.895 |
-0.305 |
-0.3% |
99.160 |
Low |
97.395 |
97.050 |
-0.345 |
-0.4% |
97.395 |
Close |
97.569 |
97.381 |
-0.188 |
-0.2% |
97.569 |
Range |
0.805 |
0.845 |
0.040 |
5.0% |
1.765 |
ATR |
1.034 |
1.021 |
-0.014 |
-1.3% |
0.000 |
Volume |
772 |
755 |
-17 |
-2.2% |
2,958 |
|
Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.977 |
99.524 |
97.846 |
|
R3 |
99.132 |
98.679 |
97.613 |
|
R2 |
98.287 |
98.287 |
97.536 |
|
R1 |
97.834 |
97.834 |
97.458 |
97.638 |
PP |
97.442 |
97.442 |
97.442 |
97.344 |
S1 |
96.989 |
96.989 |
97.304 |
96.793 |
S2 |
96.597 |
96.597 |
97.226 |
|
S3 |
95.752 |
96.144 |
97.149 |
|
S4 |
94.907 |
95.299 |
96.916 |
|
|
Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.336 |
102.218 |
98.540 |
|
R3 |
101.571 |
100.453 |
98.054 |
|
R2 |
99.806 |
99.806 |
97.893 |
|
R1 |
98.688 |
98.688 |
97.731 |
98.365 |
PP |
98.041 |
98.041 |
98.041 |
97.880 |
S1 |
96.923 |
96.923 |
97.407 |
96.600 |
S2 |
96.276 |
96.276 |
97.245 |
|
S3 |
94.511 |
95.158 |
97.084 |
|
S4 |
92.746 |
93.393 |
96.598 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.160 |
97.050 |
2.110 |
2.2% |
0.881 |
0.9% |
16% |
False |
True |
530 |
10 |
100.445 |
97.050 |
3.395 |
3.5% |
0.985 |
1.0% |
10% |
False |
True |
747 |
20 |
100.715 |
96.965 |
3.750 |
3.9% |
0.954 |
1.0% |
11% |
False |
False |
642 |
40 |
101.615 |
95.580 |
6.035 |
6.2% |
1.133 |
1.2% |
30% |
False |
False |
549 |
60 |
101.615 |
94.600 |
7.015 |
7.2% |
0.952 |
1.0% |
40% |
False |
False |
378 |
80 |
101.615 |
91.800 |
9.815 |
10.1% |
0.882 |
0.9% |
57% |
False |
False |
291 |
100 |
101.615 |
88.385 |
13.230 |
13.6% |
0.785 |
0.8% |
68% |
False |
False |
240 |
120 |
101.615 |
87.750 |
13.865 |
14.2% |
0.720 |
0.7% |
69% |
False |
False |
202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.486 |
2.618 |
100.107 |
1.618 |
99.262 |
1.000 |
98.740 |
0.618 |
98.417 |
HIGH |
97.895 |
0.618 |
97.572 |
0.500 |
97.473 |
0.382 |
97.373 |
LOW |
97.050 |
0.618 |
96.528 |
1.000 |
96.205 |
1.618 |
95.683 |
2.618 |
94.838 |
4.250 |
93.459 |
|
|
Fisher Pivots for day following 27-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
97.473 |
98.078 |
PP |
97.442 |
97.845 |
S1 |
97.412 |
97.613 |
|