ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 30-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
96.705 |
97.265 |
0.560 |
0.6% |
98.090 |
High |
97.350 |
97.890 |
0.540 |
0.6% |
98.310 |
Low |
96.555 |
97.255 |
0.700 |
0.7% |
96.950 |
Close |
97.077 |
97.694 |
0.617 |
0.6% |
97.346 |
Range |
0.795 |
0.635 |
-0.160 |
-20.1% |
1.360 |
ATR |
0.832 |
0.831 |
-0.001 |
-0.2% |
0.000 |
Volume |
31,984 |
35,187 |
3,203 |
10.0% |
174,407 |
|
Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.518 |
99.241 |
98.043 |
|
R3 |
98.883 |
98.606 |
97.869 |
|
R2 |
98.248 |
98.248 |
97.810 |
|
R1 |
97.971 |
97.971 |
97.752 |
98.110 |
PP |
97.613 |
97.613 |
97.613 |
97.682 |
S1 |
97.336 |
97.336 |
97.636 |
97.475 |
S2 |
96.978 |
96.978 |
97.578 |
|
S3 |
96.343 |
96.701 |
97.519 |
|
S4 |
95.708 |
96.066 |
97.345 |
|
|
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 |
97.890 |
96.360 |
1.530 |
1.6% |
0.706 |
0.7% |
87% |
True |
False |
33,485 |
10 |
98.310 |
96.360 |
1.950 |
2.0% |
0.702 |
0.7% |
68% |
False |
False |
34,133 |
20 |
98.310 |
95.555 |
2.755 |
2.8% |
0.783 |
0.8% |
78% |
False |
False |
35,503 |
40 |
98.310 |
93.300 |
5.010 |
5.1% |
0.882 |
0.9% |
88% |
False |
False |
37,558 |
60 |
98.310 |
93.300 |
5.010 |
5.1% |
0.916 |
0.9% |
88% |
False |
False |
25,929 |
80 |
100.715 |
93.300 |
7.415 |
7.6% |
0.932 |
1.0% |
59% |
False |
False |
19,654 |
100 |
101.615 |
93.300 |
8.315 |
8.5% |
1.016 |
1.0% |
53% |
False |
False |
15,835 |
120 |
101.615 |
93.300 |
8.315 |
8.5% |
0.953 |
1.0% |
53% |
False |
False |
13,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.589 |
2.618 |
99.552 |
1.618 |
98.917 |
1.000 |
98.525 |
0.618 |
98.282 |
HIGH |
97.890 |
0.618 |
97.647 |
0.500 |
97.573 |
0.382 |
97.498 |
LOW |
97.255 |
0.618 |
96.863 |
1.000 |
96.620 |
1.618 |
96.228 |
2.618 |
95.593 |
4.250 |
94.556 |
|
|
Fisher Pivots for day following 30-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
97.654 |
97.537 |
PP |
97.613 |
97.380 |
S1 |
97.573 |
97.223 |
|