ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 13-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
96.550 |
96.065 |
-0.485 |
-0.5% |
96.770 |
High |
96.600 |
97.035 |
0.435 |
0.5% |
97.450 |
Low |
95.555 |
95.730 |
0.175 |
0.2% |
95.555 |
Close |
96.172 |
96.998 |
0.826 |
0.9% |
96.172 |
Range |
1.045 |
1.305 |
0.260 |
24.9% |
1.895 |
ATR |
0.948 |
0.974 |
0.025 |
2.7% |
0.000 |
Volume |
46,498 |
46,049 |
-449 |
-1.0% |
170,497 |
|
Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.503 |
100.055 |
97.716 |
|
R3 |
99.198 |
98.750 |
97.357 |
|
R2 |
97.893 |
97.893 |
97.237 |
|
R1 |
97.445 |
97.445 |
97.118 |
97.669 |
PP |
96.588 |
96.588 |
96.588 |
96.700 |
S1 |
96.140 |
96.140 |
96.878 |
96.364 |
S2 |
95.283 |
95.283 |
96.759 |
|
S3 |
93.978 |
94.835 |
96.639 |
|
S4 |
92.673 |
93.530 |
96.280 |
|
|
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% |
1.005 |
1.0% |
76% |
False |
False |
42,887 |
10 |
97.450 |
94.850 |
2.600 |
2.7% |
0.997 |
1.0% |
83% |
False |
False |
41,693 |
20 |
97.450 |
93.300 |
4.150 |
4.3% |
0.901 |
0.9% |
89% |
False |
False |
40,122 |
40 |
98.290 |
93.300 |
4.990 |
5.1% |
0.979 |
1.0% |
74% |
False |
False |
27,336 |
60 |
99.160 |
93.300 |
5.860 |
6.0% |
0.960 |
1.0% |
63% |
False |
False |
18,572 |
80 |
100.715 |
93.300 |
7.415 |
7.6% |
0.984 |
1.0% |
50% |
False |
False |
14,096 |
100 |
101.615 |
93.300 |
8.315 |
8.6% |
1.017 |
1.0% |
44% |
False |
False |
11,322 |
120 |
101.615 |
93.300 |
8.315 |
8.6% |
0.960 |
1.0% |
44% |
False |
False |
9,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.581 |
2.618 |
100.451 |
1.618 |
99.146 |
1.000 |
98.340 |
0.618 |
97.841 |
HIGH |
97.035 |
0.618 |
96.536 |
0.500 |
96.383 |
0.382 |
96.229 |
LOW |
95.730 |
0.618 |
94.924 |
1.000 |
94.425 |
1.618 |
93.619 |
2.618 |
92.314 |
4.250 |
90.184 |
|
|
Fisher Pivots for day following 13-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
96.793 |
96.764 |
PP |
96.588 |
96.529 |
S1 |
96.383 |
96.295 |
|