ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 09-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
96.905 |
96.440 |
-0.465 |
-0.5% |
96.410 |
High |
97.090 |
96.940 |
-0.150 |
-0.2% |
96.695 |
Low |
96.205 |
96.110 |
-0.095 |
-0.1% |
94.850 |
Close |
96.472 |
96.788 |
0.316 |
0.3% |
96.290 |
Range |
0.885 |
0.830 |
-0.055 |
-6.2% |
1.845 |
ATR |
0.934 |
0.926 |
-0.007 |
-0.8% |
0.000 |
Volume |
39,484 |
32,281 |
-7,203 |
-18.2% |
200,393 |
|
Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.103 |
98.775 |
97.245 |
|
R3 |
98.273 |
97.945 |
97.016 |
|
R2 |
97.443 |
97.443 |
96.940 |
|
R1 |
97.115 |
97.115 |
96.864 |
97.279 |
PP |
96.613 |
96.613 |
96.613 |
96.695 |
S1 |
96.285 |
96.285 |
96.712 |
96.449 |
S2 |
95.783 |
95.783 |
96.636 |
|
S3 |
94.953 |
95.455 |
96.560 |
|
S4 |
94.123 |
94.625 |
96.332 |
|
|
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 |
96.030 |
1.420 |
1.5% |
0.798 |
0.8% |
53% |
False |
False |
32,989 |
10 |
97.450 |
94.850 |
2.600 |
2.7% |
0.865 |
0.9% |
75% |
False |
False |
38,420 |
20 |
97.450 |
93.300 |
4.150 |
4.3% |
0.886 |
0.9% |
84% |
False |
False |
42,919 |
40 |
98.290 |
93.300 |
4.990 |
5.2% |
0.967 |
1.0% |
70% |
False |
False |
25,074 |
60 |
100.070 |
93.300 |
6.770 |
7.0% |
0.964 |
1.0% |
52% |
False |
False |
17,067 |
80 |
100.850 |
93.300 |
7.550 |
7.8% |
1.051 |
1.1% |
46% |
False |
False |
12,957 |
100 |
101.615 |
93.300 |
8.315 |
8.6% |
1.004 |
1.0% |
42% |
False |
False |
10,397 |
120 |
101.615 |
93.300 |
8.315 |
8.6% |
0.942 |
1.0% |
42% |
False |
False |
8,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.468 |
2.618 |
99.113 |
1.618 |
98.283 |
1.000 |
97.770 |
0.618 |
97.453 |
HIGH |
96.940 |
0.618 |
96.623 |
0.500 |
96.525 |
0.382 |
96.427 |
LOW |
96.110 |
0.618 |
95.597 |
1.000 |
95.280 |
1.618 |
94.767 |
2.618 |
93.937 |
4.250 |
92.583 |
|
|
Fisher Pivots for day following 09-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
96.700 |
96.785 |
PP |
96.613 |
96.783 |
S1 |
96.525 |
96.780 |
|