ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 06-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
Open |
95.975 |
95.685 |
-0.290 |
-0.3% |
97.625 |
High |
96.480 |
95.760 |
-0.720 |
-0.7% |
97.895 |
Low |
95.410 |
94.350 |
-1.060 |
-1.1% |
94.830 |
Close |
95.625 |
94.533 |
-1.092 |
-1.1% |
95.820 |
Range |
1.070 |
1.410 |
0.340 |
31.8% |
3.065 |
ATR |
1.012 |
1.041 |
0.028 |
2.8% |
0.000 |
Volume |
564 |
1,116 |
552 |
97.9% |
5,716 |
|
Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.111 |
98.232 |
95.309 |
|
R3 |
97.701 |
96.822 |
94.921 |
|
R2 |
96.291 |
96.291 |
94.792 |
|
R1 |
95.412 |
95.412 |
94.662 |
95.147 |
PP |
94.881 |
94.881 |
94.881 |
94.748 |
S1 |
94.002 |
94.002 |
94.404 |
93.737 |
S2 |
93.471 |
93.471 |
94.275 |
|
S3 |
92.061 |
92.592 |
94.145 |
|
S4 |
90.651 |
91.182 |
93.758 |
|
|
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 |
96.480 |
94.350 |
2.130 |
2.3% |
1.001 |
1.1% |
9% |
False |
True |
1,245 |
10 |
99.105 |
94.350 |
4.755 |
5.0% |
1.042 |
1.1% |
4% |
False |
True |
953 |
20 |
100.715 |
94.350 |
6.365 |
6.7% |
1.005 |
1.1% |
3% |
False |
True |
861 |
40 |
101.615 |
94.350 |
7.265 |
7.7% |
1.171 |
1.2% |
3% |
False |
True |
712 |
60 |
101.615 |
94.350 |
7.265 |
7.7% |
1.007 |
1.1% |
3% |
False |
True |
504 |
80 |
101.615 |
92.550 |
9.065 |
9.6% |
0.924 |
1.0% |
22% |
False |
False |
386 |
100 |
101.615 |
88.385 |
13.230 |
14.0% |
0.821 |
0.9% |
46% |
False |
False |
312 |
120 |
101.615 |
87.825 |
13.790 |
14.6% |
0.756 |
0.8% |
49% |
False |
False |
266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.753 |
2.618 |
99.451 |
1.618 |
98.041 |
1.000 |
97.170 |
0.618 |
96.631 |
HIGH |
95.760 |
0.618 |
95.221 |
0.500 |
95.055 |
0.382 |
94.889 |
LOW |
94.350 |
0.618 |
93.479 |
1.000 |
92.940 |
1.618 |
92.069 |
2.618 |
90.659 |
4.250 |
88.358 |
|
|
Fisher Pivots for day following 06-May-2015 |
Pivot |
1 day |
3 day |
R1 |
95.055 |
95.415 |
PP |
94.881 |
95.121 |
S1 |
94.707 |
94.827 |
|