ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 22-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
Open |
95.965 |
95.750 |
-0.215 |
-0.2% |
93.600 |
High |
96.100 |
96.725 |
0.625 |
0.7% |
96.725 |
Low |
95.415 |
95.210 |
-0.205 |
-0.2% |
93.570 |
Close |
95.669 |
96.473 |
0.804 |
0.8% |
96.473 |
Range |
0.685 |
1.515 |
0.830 |
121.2% |
3.155 |
ATR |
0.964 |
1.003 |
0.039 |
4.1% |
0.000 |
Volume |
2,396 |
1,227 |
-1,169 |
-48.8% |
7,814 |
|
Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.681 |
100.092 |
97.306 |
|
R3 |
99.166 |
98.577 |
96.890 |
|
R2 |
97.651 |
97.651 |
96.751 |
|
R1 |
97.062 |
97.062 |
96.612 |
97.357 |
PP |
96.136 |
96.136 |
96.136 |
96.283 |
S1 |
95.547 |
95.547 |
96.334 |
95.842 |
S2 |
94.621 |
94.621 |
96.195 |
|
S3 |
93.106 |
94.032 |
96.056 |
|
S4 |
91.591 |
92.517 |
95.640 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.054 |
103.919 |
98.208 |
|
R3 |
101.899 |
100.764 |
97.341 |
|
R2 |
98.744 |
98.744 |
97.051 |
|
R1 |
97.609 |
97.609 |
96.762 |
98.177 |
PP |
95.589 |
95.589 |
95.589 |
95.873 |
S1 |
94.454 |
94.454 |
96.184 |
95.022 |
S2 |
92.434 |
92.434 |
95.895 |
|
S3 |
89.279 |
91.299 |
95.605 |
|
S4 |
86.124 |
88.144 |
94.738 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.725 |
93.570 |
3.155 |
3.3% |
1.061 |
1.1% |
92% |
True |
False |
1,562 |
10 |
96.725 |
93.440 |
3.285 |
3.4% |
0.948 |
1.0% |
92% |
True |
False |
1,429 |
20 |
97.895 |
93.440 |
4.455 |
4.6% |
0.982 |
1.0% |
68% |
False |
False |
1,330 |
40 |
100.715 |
93.440 |
7.275 |
7.5% |
0.965 |
1.0% |
42% |
False |
False |
980 |
60 |
101.615 |
93.440 |
8.175 |
8.5% |
1.083 |
1.1% |
37% |
False |
False |
798 |
80 |
101.615 |
93.440 |
8.175 |
8.5% |
0.957 |
1.0% |
37% |
False |
False |
607 |
100 |
101.615 |
91.280 |
10.335 |
10.7% |
0.893 |
0.9% |
50% |
False |
False |
491 |
120 |
101.615 |
88.385 |
13.230 |
13.7% |
0.816 |
0.8% |
61% |
False |
False |
416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.164 |
2.618 |
100.691 |
1.618 |
99.176 |
1.000 |
98.240 |
0.618 |
97.661 |
HIGH |
96.725 |
0.618 |
96.146 |
0.500 |
95.968 |
0.382 |
95.789 |
LOW |
95.210 |
0.618 |
94.274 |
1.000 |
93.695 |
1.618 |
92.759 |
2.618 |
91.244 |
4.250 |
88.771 |
|
|
Fisher Pivots for day following 22-May-2015 |
Pivot |
1 day |
3 day |
R1 |
96.305 |
96.305 |
PP |
96.136 |
96.136 |
S1 |
95.968 |
95.968 |
|