ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 06-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
96.580 |
96.770 |
0.190 |
0.2% |
96.410 |
High |
96.670 |
96.870 |
0.200 |
0.2% |
96.695 |
Low |
96.030 |
96.195 |
0.165 |
0.2% |
94.850 |
Close |
96.290 |
96.477 |
0.187 |
0.2% |
96.290 |
Range |
0.640 |
0.675 |
0.035 |
5.5% |
1.845 |
ATR |
0.955 |
0.935 |
-0.020 |
-2.1% |
0.000 |
Volume |
40,946 |
2,110 |
-38,836 |
-94.8% |
200,393 |
|
Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.539 |
98.183 |
96.848 |
|
R3 |
97.864 |
97.508 |
96.663 |
|
R2 |
97.189 |
97.189 |
96.601 |
|
R1 |
96.833 |
96.833 |
96.539 |
96.674 |
PP |
96.514 |
96.514 |
96.514 |
96.434 |
S1 |
96.158 |
96.158 |
96.415 |
95.999 |
S2 |
95.839 |
95.839 |
96.353 |
|
S3 |
95.164 |
95.483 |
96.291 |
|
S4 |
94.489 |
94.808 |
96.106 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.480 |
100.730 |
97.305 |
|
R3 |
99.635 |
98.885 |
96.797 |
|
R2 |
97.790 |
97.790 |
96.628 |
|
R1 |
97.040 |
97.040 |
96.459 |
96.493 |
PP |
95.945 |
95.945 |
95.945 |
95.671 |
S1 |
95.195 |
95.195 |
96.121 |
94.648 |
S2 |
94.100 |
94.100 |
95.952 |
|
S3 |
92.255 |
93.350 |
95.783 |
|
S4 |
90.410 |
91.505 |
95.275 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.870 |
94.850 |
2.020 |
2.1% |
0.989 |
1.0% |
81% |
True |
False |
40,500 |
10 |
96.870 |
93.990 |
2.880 |
3.0% |
0.863 |
0.9% |
86% |
True |
False |
37,538 |
20 |
96.985 |
93.300 |
3.685 |
3.8% |
0.913 |
0.9% |
86% |
False |
False |
40,835 |
40 |
98.290 |
93.300 |
4.990 |
5.2% |
0.957 |
1.0% |
64% |
False |
False |
22,136 |
60 |
100.715 |
93.300 |
7.415 |
7.7% |
0.970 |
1.0% |
43% |
False |
False |
15,074 |
80 |
101.615 |
93.300 |
8.315 |
8.6% |
1.055 |
1.1% |
38% |
False |
False |
11,448 |
100 |
101.615 |
93.300 |
8.315 |
8.6% |
0.994 |
1.0% |
38% |
False |
False |
9,178 |
120 |
101.615 |
92.550 |
9.065 |
9.4% |
0.942 |
1.0% |
43% |
False |
False |
7,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.739 |
2.618 |
98.637 |
1.618 |
97.962 |
1.000 |
97.545 |
0.618 |
97.287 |
HIGH |
96.870 |
0.618 |
96.612 |
0.500 |
96.533 |
0.382 |
96.453 |
LOW |
96.195 |
0.618 |
95.778 |
1.000 |
95.520 |
1.618 |
95.103 |
2.618 |
94.428 |
4.250 |
93.326 |
|
|
Fisher Pivots for day following 06-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
96.533 |
96.403 |
PP |
96.514 |
96.329 |
S1 |
96.496 |
96.255 |
|