ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 27-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2015 |
27-May-2015 |
Change |
Change % |
Previous Week |
Open |
96.920 |
97.700 |
0.780 |
0.8% |
93.600 |
High |
97.855 |
98.290 |
0.435 |
0.4% |
96.725 |
Low |
96.920 |
97.405 |
0.485 |
0.5% |
93.570 |
Close |
97.782 |
97.847 |
0.065 |
0.1% |
96.473 |
Range |
0.935 |
0.885 |
-0.050 |
-5.3% |
3.155 |
ATR |
1.030 |
1.020 |
-0.010 |
-1.0% |
0.000 |
Volume |
1,631 |
3,399 |
1,768 |
108.4% |
7,814 |
|
Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.502 |
100.060 |
98.334 |
|
R3 |
99.617 |
99.175 |
98.090 |
|
R2 |
98.732 |
98.732 |
98.009 |
|
R1 |
98.290 |
98.290 |
97.928 |
98.511 |
PP |
97.847 |
97.847 |
97.847 |
97.958 |
S1 |
97.405 |
97.405 |
97.766 |
97.626 |
S2 |
96.962 |
96.962 |
97.685 |
|
S3 |
96.077 |
96.520 |
97.604 |
|
S4 |
95.192 |
95.635 |
97.360 |
|
|
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 |
98.290 |
95.210 |
3.080 |
3.1% |
0.929 |
0.9% |
86% |
True |
False |
2,155 |
10 |
98.290 |
93.440 |
4.850 |
5.0% |
0.992 |
1.0% |
91% |
True |
False |
1,660 |
20 |
98.290 |
93.440 |
4.850 |
5.0% |
0.983 |
1.0% |
91% |
True |
False |
1,509 |
40 |
100.715 |
93.440 |
7.275 |
7.4% |
0.973 |
1.0% |
61% |
False |
False |
1,080 |
60 |
101.615 |
93.440 |
8.175 |
8.4% |
1.091 |
1.1% |
54% |
False |
False |
878 |
80 |
101.615 |
93.440 |
8.175 |
8.4% |
0.964 |
1.0% |
54% |
False |
False |
669 |
100 |
101.615 |
92.200 |
9.415 |
9.6% |
0.907 |
0.9% |
60% |
False |
False |
541 |
120 |
101.615 |
88.385 |
13.230 |
13.5% |
0.822 |
0.8% |
72% |
False |
False |
457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.051 |
2.618 |
100.607 |
1.618 |
99.722 |
1.000 |
99.175 |
0.618 |
98.837 |
HIGH |
98.290 |
0.618 |
97.952 |
0.500 |
97.848 |
0.382 |
97.743 |
LOW |
97.405 |
0.618 |
96.858 |
1.000 |
96.520 |
1.618 |
95.973 |
2.618 |
95.088 |
4.250 |
93.644 |
|
|
Fisher Pivots for day following 27-May-2015 |
Pivot |
1 day |
3 day |
R1 |
97.848 |
97.481 |
PP |
97.847 |
97.116 |
S1 |
97.847 |
96.750 |
|