ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 07-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
96.770 |
96.500 |
-0.270 |
-0.3% |
96.410 |
High |
96.870 |
97.450 |
0.580 |
0.6% |
96.695 |
Low |
96.195 |
96.490 |
0.295 |
0.3% |
94.850 |
Close |
96.477 |
97.076 |
0.599 |
0.6% |
96.290 |
Range |
0.675 |
0.960 |
0.285 |
42.2% |
1.845 |
ATR |
0.935 |
0.938 |
0.003 |
0.3% |
0.000 |
Volume |
2,110 |
50,124 |
48,014 |
2,275.5% |
200,393 |
|
Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.885 |
99.441 |
97.604 |
|
R3 |
98.925 |
98.481 |
97.340 |
|
R2 |
97.965 |
97.965 |
97.252 |
|
R1 |
97.521 |
97.521 |
97.164 |
97.743 |
PP |
97.005 |
97.005 |
97.005 |
97.117 |
S1 |
96.561 |
96.561 |
96.988 |
96.783 |
S2 |
96.045 |
96.045 |
96.900 |
|
S3 |
95.085 |
95.601 |
96.812 |
|
S4 |
94.125 |
94.641 |
96.548 |
|
|
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 |
97.450 |
95.015 |
2.435 |
2.5% |
0.812 |
0.8% |
85% |
True |
False |
35,978 |
10 |
97.450 |
94.485 |
2.965 |
3.1% |
0.894 |
0.9% |
87% |
True |
False |
39,507 |
20 |
97.450 |
93.300 |
4.150 |
4.3% |
0.885 |
0.9% |
91% |
True |
False |
42,541 |
40 |
98.290 |
93.300 |
4.990 |
5.1% |
0.959 |
1.0% |
76% |
False |
False |
23,347 |
60 |
100.715 |
93.300 |
7.415 |
7.6% |
0.971 |
1.0% |
51% |
False |
False |
15,894 |
80 |
101.615 |
93.300 |
8.315 |
8.6% |
1.053 |
1.1% |
45% |
False |
False |
12,070 |
100 |
101.615 |
93.300 |
8.315 |
8.6% |
0.992 |
1.0% |
45% |
False |
False |
9,680 |
120 |
101.615 |
92.900 |
8.715 |
9.0% |
0.944 |
1.0% |
48% |
False |
False |
8,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.530 |
2.618 |
99.963 |
1.618 |
99.003 |
1.000 |
98.410 |
0.618 |
98.043 |
HIGH |
97.450 |
0.618 |
97.083 |
0.500 |
96.970 |
0.382 |
96.857 |
LOW |
96.490 |
0.618 |
95.897 |
1.000 |
95.530 |
1.618 |
94.937 |
2.618 |
93.977 |
4.250 |
92.410 |
|
|
Fisher Pivots for day following 07-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
97.041 |
96.964 |
PP |
97.005 |
96.852 |
S1 |
96.970 |
96.740 |
|