ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 26-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
95.420 |
95.360 |
-0.060 |
-0.1% |
94.275 |
High |
95.700 |
95.860 |
0.160 |
0.2% |
95.885 |
Low |
95.260 |
95.275 |
0.015 |
0.0% |
93.990 |
Close |
95.387 |
95.651 |
0.264 |
0.3% |
95.651 |
Range |
0.440 |
0.585 |
0.145 |
33.0% |
1.895 |
ATR |
0.948 |
0.922 |
-0.026 |
-2.7% |
0.000 |
Volume |
26,732 |
33,076 |
6,344 |
23.7% |
172,881 |
|
Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.350 |
97.086 |
95.973 |
|
R3 |
96.765 |
96.501 |
95.812 |
|
R2 |
96.180 |
96.180 |
95.758 |
|
R1 |
95.916 |
95.916 |
95.705 |
96.048 |
PP |
95.595 |
95.595 |
95.595 |
95.662 |
S1 |
95.331 |
95.331 |
95.597 |
95.463 |
S2 |
95.010 |
95.010 |
95.544 |
|
S3 |
94.425 |
94.746 |
95.490 |
|
S4 |
93.840 |
94.161 |
95.329 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.860 |
100.151 |
96.693 |
|
R3 |
98.965 |
98.256 |
96.172 |
|
R2 |
97.070 |
97.070 |
95.998 |
|
R1 |
96.361 |
96.361 |
95.825 |
96.716 |
PP |
95.175 |
95.175 |
95.175 |
95.353 |
S1 |
94.466 |
94.466 |
95.477 |
94.821 |
S2 |
93.280 |
93.280 |
95.304 |
|
S3 |
91.385 |
92.571 |
95.130 |
|
S4 |
89.490 |
90.676 |
94.609 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.885 |
93.990 |
1.895 |
2.0% |
0.736 |
0.8% |
88% |
False |
False |
34,576 |
10 |
95.885 |
93.300 |
2.585 |
2.7% |
0.804 |
0.8% |
91% |
False |
False |
38,550 |
20 |
98.165 |
93.300 |
4.865 |
5.1% |
1.000 |
1.0% |
48% |
False |
False |
32,804 |
40 |
98.290 |
93.300 |
4.990 |
5.2% |
0.955 |
1.0% |
47% |
False |
False |
17,227 |
60 |
100.715 |
93.300 |
7.415 |
7.8% |
0.974 |
1.0% |
32% |
False |
False |
11,736 |
80 |
101.615 |
93.300 |
8.315 |
8.7% |
1.057 |
1.1% |
28% |
False |
False |
8,931 |
100 |
101.615 |
93.300 |
8.315 |
8.7% |
0.963 |
1.0% |
28% |
False |
False |
7,154 |
120 |
101.615 |
92.500 |
9.115 |
9.5% |
0.920 |
1.0% |
35% |
False |
False |
5,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.346 |
2.618 |
97.392 |
1.618 |
96.807 |
1.000 |
96.445 |
0.618 |
96.222 |
HIGH |
95.860 |
0.618 |
95.637 |
0.500 |
95.568 |
0.382 |
95.498 |
LOW |
95.275 |
0.618 |
94.913 |
1.000 |
94.690 |
1.618 |
94.328 |
2.618 |
93.743 |
4.250 |
92.789 |
|
|
Fisher Pivots for day following 26-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
95.623 |
95.598 |
PP |
95.595 |
95.545 |
S1 |
95.568 |
95.493 |
|