ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 16-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
95.415 |
95.120 |
-0.295 |
-0.3% |
96.915 |
High |
95.660 |
95.500 |
-0.160 |
-0.2% |
96.985 |
Low |
95.010 |
94.810 |
-0.200 |
-0.2% |
94.660 |
Close |
95.102 |
95.262 |
0.160 |
0.2% |
95.237 |
Range |
0.650 |
0.690 |
0.040 |
6.2% |
2.325 |
ATR |
1.039 |
1.014 |
-0.025 |
-2.4% |
0.000 |
Volume |
38,238 |
35,494 |
-2,744 |
-7.2% |
228,691 |
|
Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.261 |
96.951 |
95.642 |
|
R3 |
96.571 |
96.261 |
95.452 |
|
R2 |
95.881 |
95.881 |
95.389 |
|
R1 |
95.571 |
95.571 |
95.325 |
95.726 |
PP |
95.191 |
95.191 |
95.191 |
95.268 |
S1 |
94.881 |
94.881 |
95.199 |
95.036 |
S2 |
94.501 |
94.501 |
95.136 |
|
S3 |
93.811 |
94.191 |
95.072 |
|
S4 |
93.121 |
93.501 |
94.883 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.602 |
101.245 |
96.516 |
|
R3 |
100.277 |
98.920 |
95.876 |
|
R2 |
97.952 |
97.952 |
95.663 |
|
R1 |
96.595 |
96.595 |
95.450 |
96.111 |
PP |
95.627 |
95.627 |
95.627 |
95.386 |
S1 |
94.270 |
94.270 |
95.024 |
93.786 |
S2 |
93.302 |
93.302 |
94.811 |
|
S3 |
90.977 |
91.945 |
94.598 |
|
S4 |
88.652 |
89.620 |
93.958 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.020 |
94.660 |
1.360 |
1.4% |
0.871 |
0.9% |
44% |
False |
False |
52,792 |
10 |
97.345 |
94.660 |
2.685 |
2.8% |
1.060 |
1.1% |
22% |
False |
False |
32,987 |
20 |
98.290 |
94.460 |
3.830 |
4.0% |
1.026 |
1.1% |
21% |
False |
False |
18,101 |
40 |
99.160 |
93.440 |
5.720 |
6.0% |
0.986 |
1.0% |
32% |
False |
False |
9,593 |
60 |
100.715 |
93.440 |
7.275 |
7.6% |
0.982 |
1.0% |
25% |
False |
False |
6,619 |
80 |
101.615 |
93.440 |
8.175 |
8.6% |
1.052 |
1.1% |
22% |
False |
False |
5,041 |
100 |
101.615 |
93.440 |
8.175 |
8.6% |
0.962 |
1.0% |
22% |
False |
False |
4,040 |
120 |
101.615 |
90.435 |
11.180 |
11.7% |
0.889 |
0.9% |
43% |
False |
False |
3,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.433 |
2.618 |
97.306 |
1.618 |
96.616 |
1.000 |
96.190 |
0.618 |
95.926 |
HIGH |
95.500 |
0.618 |
95.236 |
0.500 |
95.155 |
0.382 |
95.074 |
LOW |
94.810 |
0.618 |
94.384 |
1.000 |
94.120 |
1.618 |
93.694 |
2.618 |
93.004 |
4.250 |
91.878 |
|
|
Fisher Pivots for day following 16-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
95.226 |
95.413 |
PP |
95.191 |
95.362 |
S1 |
95.155 |
95.312 |
|