ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 20-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
97.755 |
98.090 |
0.335 |
0.3% |
96.065 |
High |
98.100 |
98.310 |
0.210 |
0.2% |
98.100 |
Low |
97.540 |
97.865 |
0.325 |
0.3% |
95.730 |
Close |
97.989 |
98.161 |
0.172 |
0.2% |
97.989 |
Range |
0.560 |
0.445 |
-0.115 |
-20.5% |
2.370 |
ATR |
0.906 |
0.873 |
-0.033 |
-3.6% |
0.000 |
Volume |
27,096 |
26,102 |
-994 |
-3.7% |
184,397 |
|
Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.447 |
99.249 |
98.406 |
|
R3 |
99.002 |
98.804 |
98.283 |
|
R2 |
98.557 |
98.557 |
98.243 |
|
R1 |
98.359 |
98.359 |
98.202 |
98.458 |
PP |
98.112 |
98.112 |
98.112 |
98.162 |
S1 |
97.914 |
97.914 |
98.120 |
98.013 |
S2 |
97.667 |
97.667 |
98.079 |
|
S3 |
97.222 |
97.469 |
98.039 |
|
S4 |
96.777 |
97.024 |
97.916 |
|
|
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 |
98.310 |
96.300 |
2.010 |
2.0% |
0.659 |
0.7% |
93% |
True |
False |
32,890 |
10 |
98.310 |
95.555 |
2.755 |
2.8% |
0.832 |
0.8% |
95% |
True |
False |
37,888 |
20 |
98.310 |
93.990 |
4.320 |
4.4% |
0.847 |
0.9% |
97% |
True |
False |
37,713 |
40 |
98.310 |
93.300 |
5.010 |
5.1% |
0.944 |
1.0% |
97% |
True |
False |
31,240 |
60 |
98.310 |
93.300 |
5.010 |
5.1% |
0.944 |
1.0% |
97% |
True |
False |
21,262 |
80 |
100.715 |
93.300 |
7.415 |
7.6% |
0.947 |
1.0% |
66% |
False |
False |
16,104 |
100 |
101.615 |
93.300 |
8.315 |
8.5% |
1.017 |
1.0% |
58% |
False |
False |
12,964 |
120 |
101.615 |
93.300 |
8.315 |
8.5% |
0.948 |
1.0% |
58% |
False |
False |
10,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.201 |
2.618 |
99.475 |
1.618 |
99.030 |
1.000 |
98.755 |
0.618 |
98.585 |
HIGH |
98.310 |
0.618 |
98.140 |
0.500 |
98.088 |
0.382 |
98.035 |
LOW |
97.865 |
0.618 |
97.590 |
1.000 |
97.420 |
1.618 |
97.145 |
2.618 |
96.700 |
4.250 |
95.974 |
|
|
Fisher Pivots for day following 20-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
98.137 |
98.044 |
PP |
98.112 |
97.927 |
S1 |
98.088 |
97.810 |
|