ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 14-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
96.065 |
97.095 |
1.030 |
1.1% |
96.770 |
High |
97.035 |
97.220 |
0.185 |
0.2% |
97.450 |
Low |
95.730 |
96.300 |
0.570 |
0.6% |
95.555 |
Close |
96.998 |
96.784 |
-0.214 |
-0.2% |
96.172 |
Range |
1.305 |
0.920 |
-0.385 |
-29.5% |
1.895 |
ATR |
0.974 |
0.970 |
-0.004 |
-0.4% |
0.000 |
Volume |
46,049 |
29,547 |
-16,502 |
-35.8% |
170,497 |
|
Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.528 |
99.076 |
97.290 |
|
R3 |
98.608 |
98.156 |
97.037 |
|
R2 |
97.688 |
97.688 |
96.953 |
|
R1 |
97.236 |
97.236 |
96.868 |
97.002 |
PP |
96.768 |
96.768 |
96.768 |
96.651 |
S1 |
96.316 |
96.316 |
96.700 |
96.082 |
S2 |
95.848 |
95.848 |
96.615 |
|
S3 |
94.928 |
95.396 |
96.531 |
|
S4 |
94.008 |
94.476 |
96.278 |
|
|
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 |
97.220 |
95.555 |
1.665 |
1.7% |
0.997 |
1.0% |
74% |
True |
False |
38,771 |
10 |
97.450 |
95.015 |
2.435 |
2.5% |
0.905 |
0.9% |
73% |
False |
False |
37,375 |
20 |
97.450 |
93.300 |
4.150 |
4.3% |
0.914 |
0.9% |
84% |
False |
False |
39,687 |
40 |
98.290 |
93.300 |
4.990 |
5.2% |
0.979 |
1.0% |
70% |
False |
False |
28,032 |
60 |
99.160 |
93.300 |
5.860 |
6.1% |
0.962 |
1.0% |
59% |
False |
False |
19,050 |
80 |
100.715 |
93.300 |
7.415 |
7.7% |
0.975 |
1.0% |
47% |
False |
False |
14,451 |
100 |
101.615 |
93.300 |
8.315 |
8.6% |
1.021 |
1.1% |
42% |
False |
False |
11,617 |
120 |
101.615 |
93.300 |
8.315 |
8.6% |
0.959 |
1.0% |
42% |
False |
False |
9,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.130 |
2.618 |
99.629 |
1.618 |
98.709 |
1.000 |
98.140 |
0.618 |
97.789 |
HIGH |
97.220 |
0.618 |
96.869 |
0.500 |
96.760 |
0.382 |
96.651 |
LOW |
96.300 |
0.618 |
95.731 |
1.000 |
95.380 |
1.618 |
94.811 |
2.618 |
93.891 |
4.250 |
92.390 |
|
|
Fisher Pivots for day following 14-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
96.776 |
96.652 |
PP |
96.768 |
96.520 |
S1 |
96.760 |
96.388 |
|