ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 26-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
Open |
95.750 |
96.920 |
1.170 |
1.2% |
93.600 |
High |
96.725 |
97.855 |
1.130 |
1.2% |
96.725 |
Low |
95.210 |
96.920 |
1.710 |
1.8% |
93.570 |
Close |
96.473 |
97.782 |
1.309 |
1.4% |
96.473 |
Range |
1.515 |
0.935 |
-0.580 |
-38.3% |
3.155 |
ATR |
1.003 |
1.030 |
0.027 |
2.7% |
0.000 |
Volume |
1,227 |
1,631 |
404 |
32.9% |
7,814 |
|
Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.324 |
99.988 |
98.296 |
|
R3 |
99.389 |
99.053 |
98.039 |
|
R2 |
98.454 |
98.454 |
97.953 |
|
R1 |
98.118 |
98.118 |
97.868 |
98.286 |
PP |
97.519 |
97.519 |
97.519 |
97.603 |
S1 |
97.183 |
97.183 |
97.696 |
97.351 |
S2 |
96.584 |
96.584 |
97.611 |
|
S3 |
95.649 |
96.248 |
97.525 |
|
S4 |
94.714 |
95.313 |
97.268 |
|
|
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 |
97.855 |
94.460 |
3.395 |
3.5% |
1.040 |
1.1% |
98% |
True |
False |
1,686 |
10 |
97.855 |
93.440 |
4.415 |
4.5% |
0.996 |
1.0% |
98% |
True |
False |
1,408 |
20 |
97.855 |
93.440 |
4.415 |
4.5% |
0.986 |
1.0% |
98% |
True |
False |
1,374 |
40 |
100.715 |
93.440 |
7.275 |
7.4% |
0.970 |
1.0% |
60% |
False |
False |
1,008 |
60 |
101.615 |
93.440 |
8.175 |
8.4% |
1.084 |
1.1% |
53% |
False |
False |
824 |
80 |
101.615 |
93.440 |
8.175 |
8.4% |
0.961 |
1.0% |
53% |
False |
False |
627 |
100 |
101.615 |
91.800 |
9.815 |
10.0% |
0.903 |
0.9% |
61% |
False |
False |
507 |
120 |
101.615 |
88.385 |
13.230 |
13.5% |
0.818 |
0.8% |
71% |
False |
False |
429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.829 |
2.618 |
100.303 |
1.618 |
99.368 |
1.000 |
98.790 |
0.618 |
98.433 |
HIGH |
97.855 |
0.618 |
97.498 |
0.500 |
97.388 |
0.382 |
97.277 |
LOW |
96.920 |
0.618 |
96.342 |
1.000 |
95.985 |
1.618 |
95.407 |
2.618 |
94.472 |
4.250 |
92.946 |
|
|
Fisher Pivots for day following 26-May-2015 |
Pivot |
1 day |
3 day |
R1 |
97.651 |
97.366 |
PP |
97.519 |
96.949 |
S1 |
97.388 |
96.533 |
|