ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 13-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
Open |
95.525 |
95.000 |
-0.525 |
-0.5% |
95.805 |
High |
95.595 |
95.035 |
-0.560 |
-0.6% |
96.480 |
Low |
94.665 |
93.840 |
-0.825 |
-0.9% |
94.350 |
Close |
94.976 |
93.978 |
-0.998 |
-1.1% |
95.270 |
Range |
0.930 |
1.195 |
0.265 |
28.5% |
2.130 |
ATR |
0.978 |
0.994 |
0.015 |
1.6% |
0.000 |
Volume |
877 |
768 |
-109 |
-12.4% |
6,604 |
|
Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.869 |
97.119 |
94.635 |
|
R3 |
96.674 |
95.924 |
94.307 |
|
R2 |
95.479 |
95.479 |
94.197 |
|
R1 |
94.729 |
94.729 |
94.088 |
94.507 |
PP |
94.284 |
94.284 |
94.284 |
94.173 |
S1 |
93.534 |
93.534 |
93.868 |
93.312 |
S2 |
93.089 |
93.089 |
93.759 |
|
S3 |
91.894 |
92.339 |
93.649 |
|
S4 |
90.699 |
91.144 |
93.321 |
|
|
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 |
95.725 |
93.840 |
1.885 |
2.0% |
0.881 |
0.9% |
7% |
False |
True |
1,465 |
10 |
96.480 |
93.840 |
2.640 |
2.8% |
0.941 |
1.0% |
5% |
False |
True |
1,355 |
20 |
99.400 |
93.840 |
5.560 |
5.9% |
0.960 |
1.0% |
2% |
False |
True |
1,050 |
40 |
100.715 |
93.840 |
6.875 |
7.3% |
1.032 |
1.1% |
2% |
False |
True |
857 |
60 |
101.615 |
93.840 |
7.775 |
8.3% |
1.038 |
1.1% |
2% |
False |
True |
626 |
80 |
101.615 |
93.840 |
7.775 |
8.3% |
0.942 |
1.0% |
2% |
False |
True |
476 |
100 |
101.615 |
89.950 |
11.665 |
12.4% |
0.843 |
0.9% |
35% |
False |
False |
384 |
120 |
101.615 |
88.080 |
13.535 |
14.4% |
0.784 |
0.8% |
44% |
False |
False |
326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.114 |
2.618 |
98.164 |
1.618 |
96.969 |
1.000 |
96.230 |
0.618 |
95.774 |
HIGH |
95.035 |
0.618 |
94.579 |
0.500 |
94.438 |
0.382 |
94.296 |
LOW |
93.840 |
0.618 |
93.101 |
1.000 |
92.645 |
1.618 |
91.906 |
2.618 |
90.711 |
4.250 |
88.761 |
|
|
Fisher Pivots for day following 13-May-2015 |
Pivot |
1 day |
3 day |
R1 |
94.438 |
94.783 |
PP |
94.284 |
94.514 |
S1 |
94.131 |
94.246 |
|