ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 05-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
| Open |
95.805 |
95.975 |
0.170 |
0.2% |
97.625 |
| High |
96.155 |
96.480 |
0.325 |
0.3% |
97.895 |
| Low |
95.600 |
95.410 |
-0.190 |
-0.2% |
94.830 |
| Close |
96.042 |
95.625 |
-0.417 |
-0.4% |
95.820 |
| Range |
0.555 |
1.070 |
0.515 |
92.8% |
3.065 |
| ATR |
1.008 |
1.012 |
0.004 |
0.4% |
0.000 |
| Volume |
1,076 |
564 |
-512 |
-47.6% |
5,716 |
|
| Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.048 |
98.407 |
96.214 |
|
| R3 |
97.978 |
97.337 |
95.919 |
|
| R2 |
96.908 |
96.908 |
95.821 |
|
| R1 |
96.267 |
96.267 |
95.723 |
96.053 |
| PP |
95.838 |
95.838 |
95.838 |
95.731 |
| S1 |
95.197 |
95.197 |
95.527 |
94.983 |
| S2 |
94.768 |
94.768 |
95.429 |
|
| S3 |
93.698 |
94.127 |
95.331 |
|
| S4 |
92.628 |
93.057 |
95.037 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.377 |
103.663 |
97.506 |
|
| R3 |
102.312 |
100.598 |
96.663 |
|
| R2 |
99.247 |
99.247 |
96.382 |
|
| R1 |
97.533 |
97.533 |
96.101 |
96.858 |
| PP |
96.182 |
96.182 |
96.182 |
95.844 |
| S1 |
94.468 |
94.468 |
95.539 |
93.793 |
| S2 |
93.117 |
93.117 |
95.258 |
|
| S3 |
90.052 |
91.403 |
94.977 |
|
| S4 |
86.987 |
88.338 |
94.134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.705 |
94.830 |
1.875 |
2.0% |
1.025 |
1.1% |
42% |
False |
False |
1,180 |
| 10 |
99.105 |
94.830 |
4.275 |
4.5% |
0.972 |
1.0% |
19% |
False |
False |
889 |
| 20 |
100.715 |
94.830 |
5.885 |
6.2% |
0.981 |
1.0% |
14% |
False |
False |
827 |
| 40 |
101.615 |
94.830 |
6.785 |
7.1% |
1.166 |
1.2% |
12% |
False |
False |
694 |
| 60 |
101.615 |
94.800 |
6.815 |
7.1% |
0.989 |
1.0% |
12% |
False |
False |
485 |
| 80 |
101.615 |
92.500 |
9.115 |
9.5% |
0.917 |
1.0% |
34% |
False |
False |
372 |
| 100 |
101.615 |
88.385 |
13.230 |
13.8% |
0.811 |
0.8% |
55% |
False |
False |
301 |
| 120 |
101.615 |
87.825 |
13.790 |
14.4% |
0.747 |
0.8% |
57% |
False |
False |
257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.028 |
|
2.618 |
99.281 |
|
1.618 |
98.211 |
|
1.000 |
97.550 |
|
0.618 |
97.141 |
|
HIGH |
96.480 |
|
0.618 |
96.071 |
|
0.500 |
95.945 |
|
0.382 |
95.819 |
|
LOW |
95.410 |
|
0.618 |
94.749 |
|
1.000 |
94.340 |
|
1.618 |
93.679 |
|
2.618 |
92.609 |
|
4.250 |
90.863 |
|
|
| Fisher Pivots for day following 05-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.945 |
95.740 |
| PP |
95.838 |
95.702 |
| S1 |
95.732 |
95.663 |
|