ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 12-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
Open |
95.345 |
95.525 |
0.180 |
0.2% |
95.805 |
High |
95.725 |
95.595 |
-0.130 |
-0.1% |
96.480 |
Low |
95.270 |
94.665 |
-0.605 |
-0.6% |
94.350 |
Close |
95.430 |
94.976 |
-0.454 |
-0.5% |
95.270 |
Range |
0.455 |
0.930 |
0.475 |
104.4% |
2.130 |
ATR |
0.982 |
0.978 |
-0.004 |
-0.4% |
0.000 |
Volume |
1,834 |
877 |
-957 |
-52.2% |
6,604 |
|
Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.869 |
97.352 |
95.488 |
|
R3 |
96.939 |
96.422 |
95.232 |
|
R2 |
96.009 |
96.009 |
95.147 |
|
R1 |
95.492 |
95.492 |
95.061 |
95.286 |
PP |
95.079 |
95.079 |
95.079 |
94.975 |
S1 |
94.562 |
94.562 |
94.891 |
94.356 |
S2 |
94.149 |
94.149 |
94.806 |
|
S3 |
93.219 |
93.632 |
94.720 |
|
S4 |
92.289 |
92.702 |
94.465 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.757 |
100.643 |
96.442 |
|
R3 |
99.627 |
98.513 |
95.856 |
|
R2 |
97.497 |
97.497 |
95.661 |
|
R1 |
96.383 |
96.383 |
95.465 |
95.875 |
PP |
95.367 |
95.367 |
95.367 |
95.113 |
S1 |
94.253 |
94.253 |
95.075 |
93.745 |
S2 |
93.237 |
93.237 |
94.880 |
|
S3 |
91.107 |
92.123 |
94.684 |
|
S4 |
88.977 |
89.993 |
94.099 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.760 |
94.350 |
1.410 |
1.5% |
0.924 |
1.0% |
44% |
False |
False |
1,535 |
10 |
96.705 |
94.350 |
2.355 |
2.5% |
0.975 |
1.0% |
27% |
False |
False |
1,357 |
20 |
100.070 |
94.350 |
5.720 |
6.0% |
0.959 |
1.0% |
11% |
False |
False |
1,055 |
40 |
100.850 |
94.350 |
6.500 |
6.8% |
1.134 |
1.2% |
10% |
False |
False |
841 |
60 |
101.615 |
94.350 |
7.265 |
7.6% |
1.028 |
1.1% |
9% |
False |
False |
613 |
80 |
101.615 |
94.000 |
7.615 |
8.0% |
0.929 |
1.0% |
13% |
False |
False |
466 |
100 |
101.615 |
89.665 |
11.950 |
12.6% |
0.835 |
0.9% |
44% |
False |
False |
377 |
120 |
101.615 |
88.040 |
13.575 |
14.3% |
0.774 |
0.8% |
51% |
False |
False |
320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.548 |
2.618 |
98.030 |
1.618 |
97.100 |
1.000 |
96.525 |
0.618 |
96.170 |
HIGH |
95.595 |
0.618 |
95.240 |
0.500 |
95.130 |
0.382 |
95.020 |
LOW |
94.665 |
0.618 |
94.090 |
1.000 |
93.735 |
1.618 |
93.160 |
2.618 |
92.230 |
4.250 |
90.713 |
|
|
Fisher Pivots for day following 12-May-2015 |
Pivot |
1 day |
3 day |
R1 |
95.130 |
95.193 |
PP |
95.079 |
95.120 |
S1 |
95.027 |
95.048 |
|