ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 17-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
97.350 |
97.755 |
0.405 |
0.4% |
96.065 |
High |
97.915 |
98.100 |
0.185 |
0.2% |
98.100 |
Low |
97.310 |
97.540 |
0.230 |
0.2% |
95.730 |
Close |
97.806 |
97.989 |
0.183 |
0.2% |
97.989 |
Range |
0.605 |
0.560 |
-0.045 |
-7.4% |
2.370 |
ATR |
0.932 |
0.906 |
-0.027 |
-2.9% |
0.000 |
Volume |
39,390 |
27,096 |
-12,294 |
-31.2% |
184,397 |
|
Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.556 |
99.333 |
98.297 |
|
R3 |
98.996 |
98.773 |
98.143 |
|
R2 |
98.436 |
98.436 |
98.092 |
|
R1 |
98.213 |
98.213 |
98.040 |
98.325 |
PP |
97.876 |
97.876 |
97.876 |
97.932 |
S1 |
97.653 |
97.653 |
97.938 |
97.765 |
S2 |
97.316 |
97.316 |
97.886 |
|
S3 |
96.756 |
97.093 |
97.835 |
|
S4 |
96.196 |
96.533 |
97.681 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.383 |
103.556 |
99.293 |
|
R3 |
102.013 |
101.186 |
98.641 |
|
R2 |
99.643 |
99.643 |
98.424 |
|
R1 |
98.816 |
98.816 |
98.206 |
99.230 |
PP |
97.273 |
97.273 |
97.273 |
97.480 |
S1 |
96.446 |
96.446 |
97.772 |
96.860 |
S2 |
94.903 |
94.903 |
97.555 |
|
S3 |
92.533 |
94.076 |
97.337 |
|
S4 |
90.163 |
91.706 |
96.686 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.100 |
95.730 |
2.370 |
2.4% |
0.831 |
0.8% |
95% |
True |
False |
36,879 |
10 |
98.100 |
95.555 |
2.545 |
2.6% |
0.855 |
0.9% |
96% |
True |
False |
35,489 |
20 |
98.100 |
93.990 |
4.110 |
4.2% |
0.855 |
0.9% |
97% |
True |
False |
37,812 |
40 |
98.290 |
93.300 |
4.990 |
5.1% |
0.950 |
1.0% |
94% |
False |
False |
30,647 |
60 |
99.105 |
93.300 |
5.805 |
5.9% |
0.958 |
1.0% |
81% |
False |
False |
20,832 |
80 |
100.715 |
93.300 |
7.415 |
7.6% |
0.959 |
1.0% |
63% |
False |
False |
15,780 |
100 |
101.615 |
93.300 |
8.315 |
8.5% |
1.027 |
1.0% |
56% |
False |
False |
12,703 |
120 |
101.615 |
93.300 |
8.315 |
8.5% |
0.949 |
1.0% |
56% |
False |
False |
10,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.480 |
2.618 |
99.566 |
1.618 |
99.006 |
1.000 |
98.660 |
0.618 |
98.446 |
HIGH |
98.100 |
0.618 |
97.886 |
0.500 |
97.820 |
0.382 |
97.754 |
LOW |
97.540 |
0.618 |
97.194 |
1.000 |
96.980 |
1.618 |
96.634 |
2.618 |
96.074 |
4.250 |
95.160 |
|
|
Fisher Pivots for day following 17-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
97.933 |
97.789 |
PP |
97.876 |
97.588 |
S1 |
97.820 |
97.388 |
|