ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 30-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
96.410 |
95.185 |
-1.225 |
-1.3% |
94.275 |
High |
96.695 |
95.885 |
-0.810 |
-0.8% |
95.885 |
Low |
94.850 |
95.015 |
0.165 |
0.2% |
93.990 |
Close |
94.950 |
95.661 |
0.711 |
0.7% |
95.651 |
Range |
1.845 |
0.870 |
-0.975 |
-52.8% |
1.895 |
ATR |
0.988 |
0.984 |
-0.004 |
-0.4% |
0.000 |
Volume |
72,735 |
40,806 |
-31,929 |
-43.9% |
172,881 |
|
Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.130 |
97.766 |
96.140 |
|
R3 |
97.260 |
96.896 |
95.900 |
|
R2 |
96.390 |
96.390 |
95.821 |
|
R1 |
96.026 |
96.026 |
95.741 |
96.208 |
PP |
95.520 |
95.520 |
95.520 |
95.612 |
S1 |
95.156 |
95.156 |
95.581 |
95.338 |
S2 |
94.650 |
94.650 |
95.502 |
|
S3 |
93.780 |
94.286 |
95.422 |
|
S4 |
92.910 |
93.416 |
95.183 |
|
|
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 |
94.850 |
1.845 |
1.9% |
0.869 |
0.9% |
44% |
False |
False |
41,729 |
10 |
96.695 |
93.300 |
3.395 |
3.5% |
0.942 |
1.0% |
70% |
False |
False |
42,531 |
20 |
97.345 |
93.300 |
4.045 |
4.2% |
1.001 |
1.0% |
58% |
False |
False |
37,759 |
40 |
98.290 |
93.300 |
4.990 |
5.2% |
0.987 |
1.0% |
47% |
False |
False |
20,008 |
60 |
100.715 |
93.300 |
7.415 |
7.8% |
0.985 |
1.0% |
32% |
False |
False |
13,610 |
80 |
101.615 |
93.300 |
8.315 |
8.7% |
1.070 |
1.1% |
28% |
False |
False |
10,345 |
100 |
101.615 |
93.300 |
8.315 |
8.7% |
0.983 |
1.0% |
28% |
False |
False |
8,289 |
120 |
101.615 |
92.500 |
9.115 |
9.5% |
0.937 |
1.0% |
35% |
False |
False |
6,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.583 |
2.618 |
98.163 |
1.618 |
97.293 |
1.000 |
96.755 |
0.618 |
96.423 |
HIGH |
95.885 |
0.618 |
95.553 |
0.500 |
95.450 |
0.382 |
95.347 |
LOW |
95.015 |
0.618 |
94.477 |
1.000 |
94.145 |
1.618 |
93.607 |
2.618 |
92.737 |
4.250 |
91.318 |
|
|
Fisher Pivots for day following 30-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
95.591 |
95.773 |
PP |
95.520 |
95.735 |
S1 |
95.450 |
95.698 |
|