ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 27-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
97.300 |
97.360 |
0.060 |
0.1% |
98.090 |
High |
97.745 |
97.410 |
-0.335 |
-0.3% |
98.310 |
Low |
97.215 |
96.360 |
-0.855 |
-0.9% |
96.950 |
Close |
97.346 |
96.605 |
-0.741 |
-0.8% |
97.346 |
Range |
0.530 |
1.050 |
0.520 |
98.1% |
1.360 |
ATR |
0.844 |
0.859 |
0.015 |
1.7% |
0.000 |
Volume |
27,597 |
48,484 |
20,887 |
75.7% |
174,407 |
|
Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.942 |
99.323 |
97.183 |
|
R3 |
98.892 |
98.273 |
96.894 |
|
R2 |
97.842 |
97.842 |
96.798 |
|
R1 |
97.223 |
97.223 |
96.701 |
97.008 |
PP |
96.792 |
96.792 |
96.792 |
96.684 |
S1 |
96.173 |
96.173 |
96.509 |
95.958 |
S2 |
95.742 |
95.742 |
96.413 |
|
S3 |
94.692 |
95.123 |
96.316 |
|
S4 |
93.642 |
94.073 |
96.028 |
|
|
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 |
98.295 |
96.360 |
1.935 |
2.0% |
0.813 |
0.8% |
13% |
False |
True |
39,357 |
10 |
98.310 |
96.300 |
2.010 |
2.1% |
0.736 |
0.8% |
15% |
False |
False |
36,123 |
20 |
98.310 |
94.850 |
3.460 |
3.6% |
0.867 |
0.9% |
51% |
False |
False |
38,908 |
40 |
98.310 |
93.300 |
5.010 |
5.2% |
0.933 |
1.0% |
66% |
False |
False |
35,856 |
60 |
98.310 |
93.300 |
5.010 |
5.2% |
0.926 |
1.0% |
66% |
False |
False |
24,454 |
80 |
100.715 |
93.300 |
7.415 |
7.7% |
0.947 |
1.0% |
45% |
False |
False |
18,529 |
100 |
101.615 |
93.300 |
8.315 |
8.6% |
1.019 |
1.1% |
40% |
False |
False |
14,926 |
120 |
101.615 |
93.300 |
8.315 |
8.6% |
0.947 |
1.0% |
40% |
False |
False |
12,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.873 |
2.618 |
100.159 |
1.618 |
99.109 |
1.000 |
98.460 |
0.618 |
98.059 |
HIGH |
97.410 |
0.618 |
97.009 |
0.500 |
96.885 |
0.382 |
96.761 |
LOW |
96.360 |
0.618 |
95.711 |
1.000 |
95.310 |
1.618 |
94.661 |
2.618 |
93.611 |
4.250 |
91.898 |
|
|
Fisher Pivots for day following 27-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
96.885 |
97.053 |
PP |
96.792 |
96.903 |
S1 |
96.698 |
96.754 |
|