ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 21-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
Open |
95.770 |
95.965 |
0.195 |
0.2% |
95.345 |
High |
96.305 |
96.100 |
-0.205 |
-0.2% |
95.725 |
Low |
95.680 |
95.415 |
-0.265 |
-0.3% |
93.440 |
Close |
95.845 |
95.669 |
-0.176 |
-0.2% |
93.465 |
Range |
0.625 |
0.685 |
0.060 |
9.6% |
2.285 |
ATR |
0.985 |
0.964 |
-0.021 |
-2.2% |
0.000 |
Volume |
2,122 |
2,396 |
274 |
12.9% |
6,476 |
|
Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.783 |
97.411 |
96.046 |
|
R3 |
97.098 |
96.726 |
95.857 |
|
R2 |
96.413 |
96.413 |
95.795 |
|
R1 |
96.041 |
96.041 |
95.732 |
95.885 |
PP |
95.728 |
95.728 |
95.728 |
95.650 |
S1 |
95.356 |
95.356 |
95.606 |
95.200 |
S2 |
95.043 |
95.043 |
95.543 |
|
S3 |
94.358 |
94.671 |
95.481 |
|
S4 |
93.673 |
93.986 |
95.292 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.065 |
99.550 |
94.722 |
|
R3 |
98.780 |
97.265 |
94.093 |
|
R2 |
96.495 |
96.495 |
93.884 |
|
R1 |
94.980 |
94.980 |
93.674 |
94.595 |
PP |
94.210 |
94.210 |
94.210 |
94.018 |
S1 |
92.695 |
92.695 |
93.256 |
92.310 |
S2 |
91.925 |
91.925 |
93.046 |
|
S3 |
89.640 |
90.410 |
92.837 |
|
S4 |
87.355 |
88.125 |
92.208 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.305 |
93.475 |
2.830 |
3.0% |
0.939 |
1.0% |
78% |
False |
False |
1,663 |
10 |
96.305 |
93.440 |
2.865 |
3.0% |
0.885 |
0.9% |
78% |
False |
False |
1,473 |
20 |
98.200 |
93.440 |
4.760 |
5.0% |
0.946 |
1.0% |
47% |
False |
False |
1,307 |
40 |
100.715 |
93.440 |
7.275 |
7.6% |
0.951 |
1.0% |
31% |
False |
False |
969 |
60 |
101.615 |
93.440 |
8.175 |
8.5% |
1.066 |
1.1% |
27% |
False |
False |
779 |
80 |
101.615 |
93.440 |
8.175 |
8.5% |
0.951 |
1.0% |
27% |
False |
False |
592 |
100 |
101.615 |
90.700 |
10.915 |
11.4% |
0.883 |
0.9% |
46% |
False |
False |
479 |
120 |
101.615 |
88.385 |
13.230 |
13.8% |
0.810 |
0.8% |
55% |
False |
False |
406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.011 |
2.618 |
97.893 |
1.618 |
97.208 |
1.000 |
96.785 |
0.618 |
96.523 |
HIGH |
96.100 |
0.618 |
95.838 |
0.500 |
95.758 |
0.382 |
95.677 |
LOW |
95.415 |
0.618 |
94.992 |
1.000 |
94.730 |
1.618 |
94.307 |
2.618 |
93.622 |
4.250 |
92.504 |
|
|
Fisher Pivots for day following 21-May-2015 |
Pivot |
1 day |
3 day |
R1 |
95.758 |
95.574 |
PP |
95.728 |
95.478 |
S1 |
95.699 |
95.383 |
|