ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 22-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
98.150 |
97.450 |
-0.700 |
-0.7% |
96.065 |
High |
98.295 |
97.940 |
-0.355 |
-0.4% |
98.100 |
Low |
97.220 |
97.215 |
-0.005 |
0.0% |
95.730 |
Close |
97.426 |
97.722 |
0.296 |
0.3% |
97.989 |
Range |
1.075 |
0.725 |
-0.350 |
-32.6% |
2.370 |
ATR |
0.887 |
0.876 |
-0.012 |
-1.3% |
0.000 |
Volume |
43,422 |
35,540 |
-7,882 |
-18.2% |
184,397 |
|
Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.801 |
99.486 |
98.121 |
|
R3 |
99.076 |
98.761 |
97.921 |
|
R2 |
98.351 |
98.351 |
97.855 |
|
R1 |
98.036 |
98.036 |
97.788 |
98.194 |
PP |
97.626 |
97.626 |
97.626 |
97.704 |
S1 |
97.311 |
97.311 |
97.656 |
97.469 |
S2 |
96.901 |
96.901 |
97.589 |
|
S3 |
96.176 |
96.586 |
97.523 |
|
S4 |
95.451 |
95.861 |
97.323 |
|
|
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 |
97.215 |
1.095 |
1.1% |
0.682 |
0.7% |
46% |
False |
True |
34,310 |
10 |
98.310 |
95.555 |
2.755 |
2.8% |
0.828 |
0.8% |
79% |
False |
False |
36,824 |
20 |
98.310 |
94.850 |
3.460 |
3.5% |
0.835 |
0.9% |
83% |
False |
False |
37,772 |
40 |
98.310 |
93.300 |
5.010 |
5.1% |
0.927 |
0.9% |
88% |
False |
False |
33,142 |
60 |
98.310 |
93.300 |
5.010 |
5.1% |
0.947 |
1.0% |
88% |
False |
False |
22,553 |
80 |
100.715 |
93.300 |
7.415 |
7.6% |
0.949 |
1.0% |
60% |
False |
False |
17,075 |
100 |
101.615 |
93.300 |
8.315 |
8.5% |
1.021 |
1.0% |
53% |
False |
False |
13,751 |
120 |
101.615 |
93.300 |
8.315 |
8.5% |
0.950 |
1.0% |
53% |
False |
False |
11,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.021 |
2.618 |
99.838 |
1.618 |
99.113 |
1.000 |
98.665 |
0.618 |
98.388 |
HIGH |
97.940 |
0.618 |
97.663 |
0.500 |
97.578 |
0.382 |
97.492 |
LOW |
97.215 |
0.618 |
96.767 |
1.000 |
96.490 |
1.618 |
96.042 |
2.618 |
95.317 |
4.250 |
94.134 |
|
|
Fisher Pivots for day following 22-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
97.674 |
97.763 |
PP |
97.626 |
97.749 |
S1 |
97.578 |
97.736 |
|