ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 29-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
96.660 |
96.705 |
0.045 |
0.0% |
98.090 |
High |
97.075 |
97.350 |
0.275 |
0.3% |
98.310 |
Low |
96.555 |
96.555 |
0.000 |
0.0% |
96.950 |
Close |
96.863 |
97.077 |
0.214 |
0.2% |
97.346 |
Range |
0.520 |
0.795 |
0.275 |
52.9% |
1.360 |
ATR |
0.835 |
0.832 |
-0.003 |
-0.3% |
0.000 |
Volume |
24,175 |
31,984 |
7,809 |
32.3% |
174,407 |
|
Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.379 |
99.023 |
97.514 |
|
R3 |
98.584 |
98.228 |
97.296 |
|
R2 |
97.789 |
97.789 |
97.223 |
|
R1 |
97.433 |
97.433 |
97.150 |
97.611 |
PP |
96.994 |
96.994 |
96.994 |
97.083 |
S1 |
96.638 |
96.638 |
97.004 |
96.816 |
S2 |
96.199 |
96.199 |
96.931 |
|
S3 |
95.404 |
95.843 |
96.858 |
|
S4 |
94.609 |
95.048 |
96.640 |
|
|
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 |
97.745 |
96.360 |
1.385 |
1.4% |
0.716 |
0.7% |
52% |
False |
False |
34,797 |
10 |
98.310 |
96.360 |
1.950 |
2.0% |
0.699 |
0.7% |
37% |
False |
False |
34,553 |
20 |
98.310 |
95.555 |
2.755 |
2.8% |
0.797 |
0.8% |
55% |
False |
False |
36,039 |
40 |
98.310 |
93.300 |
5.010 |
5.2% |
0.899 |
0.9% |
75% |
False |
False |
36,899 |
60 |
98.310 |
93.300 |
5.010 |
5.2% |
0.923 |
1.0% |
75% |
False |
False |
25,352 |
80 |
100.715 |
93.300 |
7.415 |
7.6% |
0.938 |
1.0% |
51% |
False |
False |
19,218 |
100 |
101.615 |
93.300 |
8.315 |
8.6% |
1.016 |
1.0% |
45% |
False |
False |
15,484 |
120 |
101.615 |
93.300 |
8.315 |
8.6% |
0.952 |
1.0% |
45% |
False |
False |
12,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.729 |
2.618 |
99.431 |
1.618 |
98.636 |
1.000 |
98.145 |
0.618 |
97.841 |
HIGH |
97.350 |
0.618 |
97.046 |
0.500 |
96.953 |
0.382 |
96.859 |
LOW |
96.555 |
0.618 |
96.064 |
1.000 |
95.760 |
1.618 |
95.269 |
2.618 |
94.474 |
4.250 |
93.176 |
|
|
Fisher Pivots for day following 29-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
97.036 |
97.013 |
PP |
96.994 |
96.949 |
S1 |
96.953 |
96.885 |
|