ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 28-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
97.360 |
96.660 |
-0.700 |
-0.7% |
98.090 |
High |
97.410 |
97.075 |
-0.335 |
-0.3% |
98.310 |
Low |
96.360 |
96.555 |
0.195 |
0.2% |
96.950 |
Close |
96.605 |
96.863 |
0.258 |
0.3% |
97.346 |
Range |
1.050 |
0.520 |
-0.530 |
-50.5% |
1.360 |
ATR |
0.859 |
0.835 |
-0.024 |
-2.8% |
0.000 |
Volume |
48,484 |
24,175 |
-24,309 |
-50.1% |
174,407 |
|
Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.391 |
98.147 |
97.149 |
|
R3 |
97.871 |
97.627 |
97.006 |
|
R2 |
97.351 |
97.351 |
96.958 |
|
R1 |
97.107 |
97.107 |
96.911 |
97.229 |
PP |
96.831 |
96.831 |
96.831 |
96.892 |
S1 |
96.587 |
96.587 |
96.815 |
96.709 |
S2 |
96.311 |
96.311 |
96.768 |
|
S3 |
95.791 |
96.067 |
96.720 |
|
S4 |
95.271 |
95.547 |
96.577 |
|
|
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 |
97.940 |
96.360 |
1.580 |
1.6% |
0.702 |
0.7% |
32% |
False |
False |
35,508 |
10 |
98.310 |
96.360 |
1.950 |
2.0% |
0.696 |
0.7% |
26% |
False |
False |
35,586 |
20 |
98.310 |
95.015 |
3.295 |
3.4% |
0.800 |
0.8% |
56% |
False |
False |
36,480 |
40 |
98.310 |
93.300 |
5.010 |
5.2% |
0.926 |
1.0% |
71% |
False |
False |
36,326 |
60 |
98.310 |
93.300 |
5.010 |
5.2% |
0.919 |
0.9% |
71% |
False |
False |
24,837 |
80 |
100.715 |
93.300 |
7.415 |
7.7% |
0.938 |
1.0% |
48% |
False |
False |
18,825 |
100 |
101.615 |
93.300 |
8.315 |
8.6% |
1.012 |
1.0% |
43% |
False |
False |
15,165 |
120 |
101.615 |
93.300 |
8.315 |
8.6% |
0.945 |
1.0% |
43% |
False |
False |
12,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.285 |
2.618 |
98.436 |
1.618 |
97.916 |
1.000 |
97.595 |
0.618 |
97.396 |
HIGH |
97.075 |
0.618 |
96.876 |
0.500 |
96.815 |
0.382 |
96.754 |
LOW |
96.555 |
0.618 |
96.234 |
1.000 |
96.035 |
1.618 |
95.714 |
2.618 |
95.194 |
4.250 |
94.345 |
|
|
Fisher Pivots for day following 28-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
96.847 |
97.053 |
PP |
96.831 |
96.989 |
S1 |
96.815 |
96.926 |
|