ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 23-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
97.450 |
97.600 |
0.150 |
0.2% |
96.065 |
High |
97.940 |
97.635 |
-0.305 |
-0.3% |
98.100 |
Low |
97.215 |
96.950 |
-0.265 |
-0.3% |
95.730 |
Close |
97.722 |
97.226 |
-0.496 |
-0.5% |
97.989 |
Range |
0.725 |
0.685 |
-0.040 |
-5.5% |
2.370 |
ATR |
0.876 |
0.868 |
-0.007 |
-0.8% |
0.000 |
Volume |
35,540 |
41,746 |
6,206 |
17.5% |
184,397 |
|
Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.325 |
98.961 |
97.603 |
|
R3 |
98.640 |
98.276 |
97.414 |
|
R2 |
97.955 |
97.955 |
97.352 |
|
R1 |
97.591 |
97.591 |
97.289 |
97.431 |
PP |
97.270 |
97.270 |
97.270 |
97.190 |
S1 |
96.906 |
96.906 |
97.163 |
96.746 |
S2 |
96.585 |
96.585 |
97.100 |
|
S3 |
95.900 |
96.221 |
97.038 |
|
S4 |
95.215 |
95.536 |
96.849 |
|
|
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 |
96.950 |
1.360 |
1.4% |
0.698 |
0.7% |
20% |
False |
True |
34,781 |
10 |
98.310 |
95.555 |
2.755 |
2.8% |
0.813 |
0.8% |
61% |
False |
False |
37,770 |
20 |
98.310 |
94.850 |
3.460 |
3.6% |
0.839 |
0.9% |
69% |
False |
False |
38,095 |
40 |
98.310 |
93.300 |
5.010 |
5.2% |
0.922 |
0.9% |
78% |
False |
False |
34,101 |
60 |
98.310 |
93.300 |
5.010 |
5.2% |
0.943 |
1.0% |
78% |
False |
False |
23,237 |
80 |
100.715 |
93.300 |
7.415 |
7.6% |
0.948 |
1.0% |
53% |
False |
False |
17,590 |
100 |
101.615 |
93.300 |
8.315 |
8.6% |
1.023 |
1.1% |
47% |
False |
False |
14,167 |
120 |
101.615 |
93.300 |
8.315 |
8.6% |
0.950 |
1.0% |
47% |
False |
False |
11,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.546 |
2.618 |
99.428 |
1.618 |
98.743 |
1.000 |
98.320 |
0.618 |
98.058 |
HIGH |
97.635 |
0.618 |
97.373 |
0.500 |
97.293 |
0.382 |
97.212 |
LOW |
96.950 |
0.618 |
96.527 |
1.000 |
96.265 |
1.618 |
95.842 |
2.618 |
95.157 |
4.250 |
94.039 |
|
|
Fisher Pivots for day following 23-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
97.293 |
97.623 |
PP |
97.270 |
97.490 |
S1 |
97.248 |
97.358 |
|