ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 24-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
94.500 |
95.580 |
1.080 |
1.1% |
95.415 |
High |
95.885 |
95.730 |
-0.155 |
-0.2% |
95.660 |
Low |
94.485 |
95.125 |
0.640 |
0.7% |
93.300 |
Close |
95.645 |
95.418 |
-0.227 |
-0.2% |
94.272 |
Range |
1.400 |
0.605 |
-0.795 |
-56.8% |
2.360 |
ATR |
1.016 |
0.987 |
-0.029 |
-2.9% |
0.000 |
Volume |
47,348 |
35,296 |
-12,052 |
-25.5% |
212,626 |
|
Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.239 |
96.934 |
95.751 |
|
R3 |
96.634 |
96.329 |
95.584 |
|
R2 |
96.029 |
96.029 |
95.529 |
|
R1 |
95.724 |
95.724 |
95.473 |
95.574 |
PP |
95.424 |
95.424 |
95.424 |
95.350 |
S1 |
95.119 |
95.119 |
95.363 |
94.969 |
S2 |
94.819 |
94.819 |
95.307 |
|
S3 |
94.214 |
94.514 |
95.252 |
|
S4 |
93.609 |
93.909 |
95.085 |
|
|
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% |
0.879 |
0.9% |
82% |
False |
False |
38,742 |
10 |
96.020 |
93.300 |
2.720 |
2.9% |
0.907 |
1.0% |
78% |
False |
False |
47,419 |
20 |
98.165 |
93.300 |
4.865 |
5.1% |
1.006 |
1.1% |
44% |
False |
False |
30,107 |
40 |
98.290 |
93.300 |
4.990 |
5.2% |
0.994 |
1.0% |
42% |
False |
False |
15,808 |
60 |
100.715 |
93.300 |
7.415 |
7.8% |
0.984 |
1.0% |
29% |
False |
False |
10,755 |
80 |
101.615 |
93.300 |
8.315 |
8.7% |
1.069 |
1.1% |
25% |
False |
False |
8,185 |
100 |
101.615 |
93.300 |
8.315 |
8.7% |
0.972 |
1.0% |
25% |
False |
False |
6,557 |
120 |
101.615 |
92.200 |
9.415 |
9.9% |
0.923 |
1.0% |
34% |
False |
False |
5,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.301 |
2.618 |
97.314 |
1.618 |
96.709 |
1.000 |
96.335 |
0.618 |
96.104 |
HIGH |
95.730 |
0.618 |
95.499 |
0.500 |
95.428 |
0.382 |
95.356 |
LOW |
95.125 |
0.618 |
94.751 |
1.000 |
94.520 |
1.618 |
94.146 |
2.618 |
93.541 |
4.250 |
92.554 |
|
|
Fisher Pivots for day following 24-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
95.428 |
95.258 |
PP |
95.424 |
95.098 |
S1 |
95.421 |
94.938 |
|