ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 24-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
97.600 |
97.300 |
-0.300 |
-0.3% |
98.090 |
High |
97.635 |
97.745 |
0.110 |
0.1% |
98.310 |
Low |
96.950 |
97.215 |
0.265 |
0.3% |
96.950 |
Close |
97.226 |
97.346 |
0.120 |
0.1% |
97.346 |
Range |
0.685 |
0.530 |
-0.155 |
-22.6% |
1.360 |
ATR |
0.868 |
0.844 |
-0.024 |
-2.8% |
0.000 |
Volume |
41,746 |
27,597 |
-14,149 |
-33.9% |
174,407 |
|
Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.025 |
98.716 |
97.638 |
|
R3 |
98.495 |
98.186 |
97.492 |
|
R2 |
97.965 |
97.965 |
97.443 |
|
R1 |
97.656 |
97.656 |
97.395 |
97.811 |
PP |
97.435 |
97.435 |
97.435 |
97.513 |
S1 |
97.126 |
97.126 |
97.297 |
97.281 |
S2 |
96.905 |
96.905 |
97.249 |
|
S3 |
96.375 |
96.596 |
97.200 |
|
S4 |
95.845 |
96.066 |
97.055 |
|
|
Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.615 |
100.841 |
98.094 |
|
R3 |
100.255 |
99.481 |
97.720 |
|
R2 |
98.895 |
98.895 |
97.595 |
|
R1 |
98.121 |
98.121 |
97.471 |
97.828 |
PP |
97.535 |
97.535 |
97.535 |
97.389 |
S1 |
96.761 |
96.761 |
97.221 |
96.468 |
S2 |
96.175 |
96.175 |
97.097 |
|
S3 |
94.815 |
95.401 |
96.972 |
|
S4 |
93.455 |
94.041 |
96.598 |
|
|
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% |
0.692 |
0.7% |
29% |
False |
False |
34,881 |
10 |
98.310 |
95.730 |
2.580 |
2.7% |
0.762 |
0.8% |
63% |
False |
False |
35,880 |
20 |
98.310 |
94.850 |
3.460 |
3.6% |
0.843 |
0.9% |
72% |
False |
False |
38,138 |
40 |
98.310 |
93.300 |
5.010 |
5.1% |
0.917 |
0.9% |
81% |
False |
False |
34,731 |
60 |
98.310 |
93.300 |
5.010 |
5.1% |
0.926 |
1.0% |
81% |
False |
False |
23,684 |
80 |
100.715 |
93.300 |
7.415 |
7.6% |
0.946 |
1.0% |
55% |
False |
False |
17,928 |
100 |
101.615 |
93.300 |
8.315 |
8.5% |
1.019 |
1.0% |
49% |
False |
False |
14,442 |
120 |
101.615 |
93.300 |
8.315 |
8.5% |
0.944 |
1.0% |
49% |
False |
False |
12,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.998 |
2.618 |
99.133 |
1.618 |
98.603 |
1.000 |
98.275 |
0.618 |
98.073 |
HIGH |
97.745 |
0.618 |
97.543 |
0.500 |
97.480 |
0.382 |
97.417 |
LOW |
97.215 |
0.618 |
96.887 |
1.000 |
96.685 |
1.618 |
96.357 |
2.618 |
95.827 |
4.250 |
94.963 |
|
|
Fisher Pivots for day following 24-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
97.480 |
97.445 |
PP |
97.435 |
97.412 |
S1 |
97.391 |
97.379 |
|