ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 28-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
Open |
97.700 |
97.760 |
0.060 |
0.1% |
93.600 |
High |
98.290 |
98.135 |
-0.155 |
-0.2% |
96.725 |
Low |
97.405 |
97.400 |
-0.005 |
0.0% |
93.570 |
Close |
97.847 |
97.434 |
-0.413 |
-0.4% |
96.473 |
Range |
0.885 |
0.735 |
-0.150 |
-16.9% |
3.155 |
ATR |
1.020 |
1.000 |
-0.020 |
-2.0% |
0.000 |
Volume |
3,399 |
2,405 |
-994 |
-29.2% |
7,814 |
|
Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.861 |
99.383 |
97.838 |
|
R3 |
99.126 |
98.648 |
97.636 |
|
R2 |
98.391 |
98.391 |
97.569 |
|
R1 |
97.913 |
97.913 |
97.501 |
97.785 |
PP |
97.656 |
97.656 |
97.656 |
97.592 |
S1 |
97.178 |
97.178 |
97.367 |
97.050 |
S2 |
96.921 |
96.921 |
97.299 |
|
S3 |
96.186 |
96.443 |
97.232 |
|
S4 |
95.451 |
95.708 |
97.030 |
|
|
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 |
3.2% |
0.951 |
1.0% |
72% |
False |
False |
2,211 |
10 |
98.290 |
93.440 |
4.850 |
5.0% |
0.946 |
1.0% |
82% |
False |
False |
1,824 |
20 |
98.290 |
93.440 |
4.850 |
5.0% |
0.943 |
1.0% |
82% |
False |
False |
1,589 |
40 |
100.715 |
93.440 |
7.275 |
7.5% |
0.975 |
1.0% |
55% |
False |
False |
1,125 |
60 |
101.615 |
93.440 |
8.175 |
8.4% |
1.088 |
1.1% |
49% |
False |
False |
916 |
80 |
101.615 |
93.440 |
8.175 |
8.4% |
0.958 |
1.0% |
49% |
False |
False |
699 |
100 |
101.615 |
92.200 |
9.415 |
9.7% |
0.907 |
0.9% |
56% |
False |
False |
565 |
120 |
101.615 |
88.385 |
13.230 |
13.6% |
0.821 |
0.8% |
68% |
False |
False |
476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.259 |
2.618 |
100.059 |
1.618 |
99.324 |
1.000 |
98.870 |
0.618 |
98.589 |
HIGH |
98.135 |
0.618 |
97.854 |
0.500 |
97.768 |
0.382 |
97.681 |
LOW |
97.400 |
0.618 |
96.946 |
1.000 |
96.665 |
1.618 |
96.211 |
2.618 |
95.476 |
4.250 |
94.276 |
|
|
Fisher Pivots for day following 28-May-2015 |
Pivot |
1 day |
3 day |
R1 |
97.768 |
97.605 |
PP |
97.656 |
97.548 |
S1 |
97.545 |
97.491 |
|