ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 28-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2015 |
28-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
97.625 |
97.435 |
-0.190 |
-0.2% |
98.080 |
High |
97.895 |
97.525 |
-0.370 |
-0.4% |
99.160 |
Low |
97.050 |
96.580 |
-0.470 |
-0.5% |
97.395 |
Close |
97.381 |
96.619 |
-0.762 |
-0.8% |
97.569 |
Range |
0.845 |
0.945 |
0.100 |
11.8% |
1.765 |
ATR |
1.021 |
1.015 |
-0.005 |
-0.5% |
0.000 |
Volume |
755 |
697 |
-58 |
-7.7% |
2,958 |
|
Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.743 |
99.126 |
97.139 |
|
R3 |
98.798 |
98.181 |
96.879 |
|
R2 |
97.853 |
97.853 |
96.792 |
|
R1 |
97.236 |
97.236 |
96.706 |
97.072 |
PP |
96.908 |
96.908 |
96.908 |
96.826 |
S1 |
96.291 |
96.291 |
96.532 |
96.127 |
S2 |
95.963 |
95.963 |
96.446 |
|
S3 |
95.018 |
95.346 |
96.359 |
|
S4 |
94.073 |
94.401 |
96.099 |
|
|
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 |
99.105 |
96.580 |
2.525 |
2.6% |
0.918 |
1.0% |
2% |
False |
True |
598 |
10 |
100.070 |
96.580 |
3.490 |
3.6% |
0.944 |
1.0% |
1% |
False |
True |
753 |
20 |
100.715 |
96.580 |
4.135 |
4.3% |
0.963 |
1.0% |
1% |
False |
True |
650 |
40 |
101.615 |
95.580 |
6.035 |
6.2% |
1.144 |
1.2% |
17% |
False |
False |
562 |
60 |
101.615 |
94.600 |
7.015 |
7.3% |
0.958 |
1.0% |
29% |
False |
False |
389 |
80 |
101.615 |
92.200 |
9.415 |
9.7% |
0.888 |
0.9% |
47% |
False |
False |
299 |
100 |
101.615 |
88.385 |
13.230 |
13.7% |
0.789 |
0.8% |
62% |
False |
False |
246 |
120 |
101.615 |
87.750 |
13.865 |
14.4% |
0.728 |
0.8% |
64% |
False |
False |
208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.541 |
2.618 |
99.999 |
1.618 |
99.054 |
1.000 |
98.470 |
0.618 |
98.109 |
HIGH |
97.525 |
0.618 |
97.164 |
0.500 |
97.053 |
0.382 |
96.941 |
LOW |
96.580 |
0.618 |
95.996 |
1.000 |
95.635 |
1.618 |
95.051 |
2.618 |
94.106 |
4.250 |
92.564 |
|
|
Fisher Pivots for day following 28-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
97.053 |
97.390 |
PP |
96.908 |
97.133 |
S1 |
96.764 |
96.876 |
|