ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 29-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
95.360 |
96.410 |
1.050 |
1.1% |
94.275 |
High |
95.860 |
96.695 |
0.835 |
0.9% |
95.885 |
Low |
95.275 |
94.850 |
-0.425 |
-0.4% |
93.990 |
Close |
95.651 |
94.950 |
-0.701 |
-0.7% |
95.651 |
Range |
0.585 |
1.845 |
1.260 |
215.4% |
1.895 |
ATR |
0.922 |
0.988 |
0.066 |
7.2% |
0.000 |
Volume |
33,076 |
72,735 |
39,659 |
119.9% |
172,881 |
|
Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.033 |
99.837 |
95.965 |
|
R3 |
99.188 |
97.992 |
95.457 |
|
R2 |
97.343 |
97.343 |
95.288 |
|
R1 |
96.147 |
96.147 |
95.119 |
95.823 |
PP |
95.498 |
95.498 |
95.498 |
95.336 |
S1 |
94.302 |
94.302 |
94.781 |
93.978 |
S2 |
93.653 |
93.653 |
94.612 |
|
S3 |
91.808 |
92.457 |
94.443 |
|
S4 |
89.963 |
90.612 |
93.935 |
|
|
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 |
96.695 |
94.485 |
2.210 |
2.3% |
0.975 |
1.0% |
21% |
True |
False |
43,037 |
10 |
96.695 |
93.300 |
3.395 |
3.6% |
0.924 |
1.0% |
49% |
True |
False |
42,000 |
20 |
98.005 |
93.300 |
4.705 |
5.0% |
1.052 |
1.1% |
35% |
False |
False |
36,172 |
40 |
98.290 |
93.300 |
4.990 |
5.3% |
0.979 |
1.0% |
33% |
False |
False |
19,015 |
60 |
100.715 |
93.300 |
7.415 |
7.8% |
0.984 |
1.0% |
22% |
False |
False |
12,939 |
80 |
101.615 |
93.300 |
8.315 |
8.8% |
1.065 |
1.1% |
20% |
False |
False |
9,836 |
100 |
101.615 |
93.300 |
8.315 |
8.8% |
0.974 |
1.0% |
20% |
False |
False |
7,881 |
120 |
101.615 |
92.500 |
9.115 |
9.6% |
0.931 |
1.0% |
27% |
False |
False |
6,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.536 |
2.618 |
101.525 |
1.618 |
99.680 |
1.000 |
98.540 |
0.618 |
97.835 |
HIGH |
96.695 |
0.618 |
95.990 |
0.500 |
95.773 |
0.382 |
95.555 |
LOW |
94.850 |
0.618 |
93.710 |
1.000 |
93.005 |
1.618 |
91.865 |
2.618 |
90.020 |
4.250 |
87.009 |
|
|
Fisher Pivots for day following 29-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
95.773 |
95.773 |
PP |
95.498 |
95.498 |
S1 |
95.224 |
95.224 |
|