ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 21-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
98.090 |
98.150 |
0.060 |
0.1% |
96.065 |
High |
98.310 |
98.295 |
-0.015 |
0.0% |
98.100 |
Low |
97.865 |
97.220 |
-0.645 |
-0.7% |
95.730 |
Close |
98.161 |
97.426 |
-0.735 |
-0.7% |
97.989 |
Range |
0.445 |
1.075 |
0.630 |
141.6% |
2.370 |
ATR |
0.873 |
0.887 |
0.014 |
1.7% |
0.000 |
Volume |
26,102 |
43,422 |
17,320 |
66.4% |
184,397 |
|
Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.872 |
100.224 |
98.017 |
|
R3 |
99.797 |
99.149 |
97.722 |
|
R2 |
98.722 |
98.722 |
97.623 |
|
R1 |
98.074 |
98.074 |
97.525 |
97.861 |
PP |
97.647 |
97.647 |
97.647 |
97.540 |
S1 |
96.999 |
96.999 |
97.327 |
96.786 |
S2 |
96.572 |
96.572 |
97.229 |
|
S3 |
95.497 |
95.924 |
97.130 |
|
S4 |
94.422 |
94.849 |
96.835 |
|
|
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 |
96.675 |
1.635 |
1.7% |
0.690 |
0.7% |
46% |
False |
False |
35,665 |
10 |
98.310 |
95.555 |
2.755 |
2.8% |
0.844 |
0.9% |
68% |
False |
False |
37,218 |
20 |
98.310 |
94.485 |
3.825 |
3.9% |
0.869 |
0.9% |
77% |
False |
False |
38,363 |
40 |
98.310 |
93.300 |
5.010 |
5.1% |
0.933 |
1.0% |
82% |
False |
False |
32,295 |
60 |
98.310 |
93.300 |
5.010 |
5.1% |
0.949 |
1.0% |
82% |
False |
False |
21,973 |
80 |
100.715 |
93.300 |
7.415 |
7.6% |
0.949 |
1.0% |
56% |
False |
False |
16,637 |
100 |
101.615 |
93.300 |
8.315 |
8.5% |
1.023 |
1.0% |
50% |
False |
False |
13,397 |
120 |
101.615 |
93.300 |
8.315 |
8.5% |
0.949 |
1.0% |
50% |
False |
False |
11,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.864 |
2.618 |
101.109 |
1.618 |
100.034 |
1.000 |
99.370 |
0.618 |
98.959 |
HIGH |
98.295 |
0.618 |
97.884 |
0.500 |
97.758 |
0.382 |
97.631 |
LOW |
97.220 |
0.618 |
96.556 |
1.000 |
96.145 |
1.618 |
95.481 |
2.618 |
94.406 |
4.250 |
92.651 |
|
|
Fisher Pivots for day following 21-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
97.758 |
97.765 |
PP |
97.647 |
97.652 |
S1 |
97.537 |
97.539 |
|