ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 02-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
95.795 |
96.580 |
0.785 |
0.8% |
94.275 |
High |
96.555 |
96.670 |
0.115 |
0.1% |
95.885 |
Low |
95.640 |
96.030 |
0.390 |
0.4% |
93.990 |
Close |
96.509 |
96.290 |
-0.219 |
-0.2% |
95.651 |
Range |
0.915 |
0.640 |
-0.275 |
-30.1% |
1.895 |
ATR |
0.979 |
0.955 |
-0.024 |
-2.5% |
0.000 |
Volume |
45,906 |
40,946 |
-4,960 |
-10.8% |
172,881 |
|
Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.250 |
97.910 |
96.642 |
|
R3 |
97.610 |
97.270 |
96.466 |
|
R2 |
96.970 |
96.970 |
96.407 |
|
R1 |
96.630 |
96.630 |
96.349 |
96.480 |
PP |
96.330 |
96.330 |
96.330 |
96.255 |
S1 |
95.990 |
95.990 |
96.231 |
95.840 |
S2 |
95.690 |
95.690 |
96.173 |
|
S3 |
95.050 |
95.350 |
96.114 |
|
S4 |
94.410 |
94.710 |
95.938 |
|
|
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% |
0.971 |
1.0% |
78% |
False |
False |
46,693 |
10 |
96.695 |
93.990 |
2.705 |
2.8% |
0.855 |
0.9% |
85% |
False |
False |
40,135 |
20 |
97.345 |
93.300 |
4.045 |
4.2% |
0.966 |
1.0% |
74% |
False |
False |
41,314 |
40 |
98.290 |
93.300 |
4.990 |
5.2% |
0.963 |
1.0% |
60% |
False |
False |
22,138 |
60 |
100.715 |
93.300 |
7.415 |
7.7% |
0.977 |
1.0% |
40% |
False |
False |
15,045 |
80 |
101.615 |
93.300 |
8.315 |
8.6% |
1.067 |
1.1% |
36% |
False |
False |
11,425 |
100 |
101.615 |
93.300 |
8.315 |
8.6% |
0.990 |
1.0% |
36% |
False |
False |
9,157 |
120 |
101.615 |
92.550 |
9.065 |
9.4% |
0.937 |
1.0% |
41% |
False |
False |
7,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.390 |
2.618 |
98.346 |
1.618 |
97.706 |
1.000 |
97.310 |
0.618 |
97.066 |
HIGH |
96.670 |
0.618 |
96.426 |
0.500 |
96.350 |
0.382 |
96.274 |
LOW |
96.030 |
0.618 |
95.634 |
1.000 |
95.390 |
1.618 |
94.994 |
2.618 |
94.354 |
4.250 |
93.310 |
|
|
Fisher Pivots for day following 02-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
96.350 |
96.141 |
PP |
96.330 |
95.992 |
S1 |
96.310 |
95.843 |
|