ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 23-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
94.275 |
94.500 |
0.225 |
0.2% |
95.415 |
High |
94.640 |
95.885 |
1.245 |
1.3% |
95.660 |
Low |
93.990 |
94.485 |
0.495 |
0.5% |
93.300 |
Close |
94.515 |
95.645 |
1.130 |
1.2% |
94.272 |
Range |
0.650 |
1.400 |
0.750 |
115.4% |
2.360 |
ATR |
0.986 |
1.016 |
0.030 |
3.0% |
0.000 |
Volume |
30,429 |
47,348 |
16,919 |
55.6% |
212,626 |
|
Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.538 |
98.992 |
96.415 |
|
R3 |
98.138 |
97.592 |
96.030 |
|
R2 |
96.738 |
96.738 |
95.902 |
|
R1 |
96.192 |
96.192 |
95.773 |
96.465 |
PP |
95.338 |
95.338 |
95.338 |
95.475 |
S1 |
94.792 |
94.792 |
95.517 |
95.065 |
S2 |
93.938 |
93.938 |
95.388 |
|
S3 |
92.538 |
93.392 |
95.260 |
|
S4 |
91.138 |
91.992 |
94.875 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.491 |
100.241 |
95.570 |
|
R3 |
99.131 |
97.881 |
94.921 |
|
R2 |
96.771 |
96.771 |
94.705 |
|
R1 |
95.521 |
95.521 |
94.488 |
94.966 |
PP |
94.411 |
94.411 |
94.411 |
94.133 |
S1 |
93.161 |
93.161 |
94.056 |
92.606 |
S2 |
92.051 |
92.051 |
93.839 |
|
S3 |
89.691 |
90.801 |
93.623 |
|
S4 |
87.331 |
88.441 |
92.974 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.885 |
93.300 |
2.585 |
2.7% |
1.014 |
1.1% |
91% |
True |
False |
43,334 |
10 |
96.020 |
93.300 |
2.720 |
2.8% |
0.943 |
1.0% |
86% |
False |
False |
48,063 |
20 |
98.290 |
93.300 |
4.990 |
5.2% |
1.020 |
1.1% |
47% |
False |
False |
28,513 |
40 |
98.290 |
93.300 |
4.990 |
5.2% |
1.003 |
1.0% |
47% |
False |
False |
14,943 |
60 |
100.715 |
93.300 |
7.415 |
7.8% |
0.986 |
1.0% |
32% |
False |
False |
10,176 |
80 |
101.615 |
93.300 |
8.315 |
8.7% |
1.068 |
1.1% |
28% |
False |
False |
7,746 |
100 |
101.615 |
93.300 |
8.315 |
8.7% |
0.973 |
1.0% |
28% |
False |
False |
6,204 |
120 |
101.615 |
91.800 |
9.815 |
10.3% |
0.922 |
1.0% |
39% |
False |
False |
5,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.835 |
2.618 |
99.550 |
1.618 |
98.150 |
1.000 |
97.285 |
0.618 |
96.750 |
HIGH |
95.885 |
0.618 |
95.350 |
0.500 |
95.185 |
0.382 |
95.020 |
LOW |
94.485 |
0.618 |
93.620 |
1.000 |
93.085 |
1.618 |
92.220 |
2.618 |
90.820 |
4.250 |
88.535 |
|
|
Fisher Pivots for day following 23-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
95.492 |
95.409 |
PP |
95.338 |
95.173 |
S1 |
95.185 |
94.938 |
|