ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 10-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
96.440 |
96.550 |
0.110 |
0.1% |
96.770 |
High |
96.940 |
96.600 |
-0.340 |
-0.4% |
97.450 |
Low |
96.110 |
95.555 |
-0.555 |
-0.6% |
95.555 |
Close |
96.788 |
96.172 |
-0.616 |
-0.6% |
96.172 |
Range |
0.830 |
1.045 |
0.215 |
25.9% |
1.895 |
ATR |
0.926 |
0.948 |
0.022 |
2.4% |
0.000 |
Volume |
32,281 |
46,498 |
14,217 |
44.0% |
170,497 |
|
Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.244 |
98.753 |
96.747 |
|
R3 |
98.199 |
97.708 |
96.459 |
|
R2 |
97.154 |
97.154 |
96.364 |
|
R1 |
96.663 |
96.663 |
96.268 |
96.386 |
PP |
96.109 |
96.109 |
96.109 |
95.971 |
S1 |
95.618 |
95.618 |
96.076 |
95.341 |
S2 |
95.064 |
95.064 |
95.980 |
|
S3 |
94.019 |
94.573 |
95.885 |
|
S4 |
92.974 |
93.528 |
95.597 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.077 |
101.020 |
97.214 |
|
R3 |
100.182 |
99.125 |
96.693 |
|
R2 |
98.287 |
98.287 |
96.519 |
|
R1 |
97.230 |
97.230 |
96.346 |
96.811 |
PP |
96.392 |
96.392 |
96.392 |
96.183 |
S1 |
95.335 |
95.335 |
95.998 |
94.916 |
S2 |
94.497 |
94.497 |
95.825 |
|
S3 |
92.602 |
93.440 |
95.651 |
|
S4 |
90.707 |
91.545 |
95.130 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.450 |
95.555 |
1.895 |
2.0% |
0.879 |
0.9% |
33% |
False |
True |
34,099 |
10 |
97.450 |
94.850 |
2.600 |
2.7% |
0.925 |
1.0% |
51% |
False |
False |
40,396 |
20 |
97.450 |
93.300 |
4.150 |
4.3% |
0.888 |
0.9% |
69% |
False |
False |
41,980 |
40 |
98.290 |
93.300 |
4.990 |
5.2% |
0.963 |
1.0% |
58% |
False |
False |
26,217 |
60 |
99.400 |
93.300 |
6.100 |
6.3% |
0.962 |
1.0% |
47% |
False |
False |
17,828 |
80 |
100.715 |
93.300 |
7.415 |
7.7% |
0.998 |
1.0% |
39% |
False |
False |
13,537 |
100 |
101.615 |
93.300 |
8.315 |
8.6% |
1.008 |
1.0% |
35% |
False |
False |
10,862 |
120 |
101.615 |
93.300 |
8.315 |
8.6% |
0.949 |
1.0% |
35% |
False |
False |
9,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.041 |
2.618 |
99.336 |
1.618 |
98.291 |
1.000 |
97.645 |
0.618 |
97.246 |
HIGH |
96.600 |
0.618 |
96.201 |
0.500 |
96.078 |
0.382 |
95.954 |
LOW |
95.555 |
0.618 |
94.909 |
1.000 |
94.510 |
1.618 |
93.864 |
2.618 |
92.819 |
4.250 |
91.114 |
|
|
Fisher Pivots for day following 10-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
96.141 |
96.323 |
PP |
96.109 |
96.272 |
S1 |
96.078 |
96.222 |
|