ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 03-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
97.555 |
97.305 |
-0.250 |
-0.3% |
97.360 |
High |
97.725 |
97.695 |
-0.030 |
0.0% |
97.890 |
Low |
96.375 |
97.245 |
0.870 |
0.9% |
96.360 |
Close |
97.439 |
97.616 |
0.177 |
0.2% |
97.439 |
Range |
1.350 |
0.450 |
-0.900 |
-66.7% |
1.530 |
ATR |
0.868 |
0.838 |
-0.030 |
-3.4% |
0.000 |
Volume |
60,527 |
30,071 |
-30,456 |
-50.3% |
200,357 |
|
Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.869 |
98.692 |
97.864 |
|
R3 |
98.419 |
98.242 |
97.740 |
|
R2 |
97.969 |
97.969 |
97.699 |
|
R1 |
97.792 |
97.792 |
97.657 |
97.881 |
PP |
97.519 |
97.519 |
97.519 |
97.563 |
S1 |
97.342 |
97.342 |
97.575 |
97.431 |
S2 |
97.069 |
97.069 |
97.534 |
|
S3 |
96.619 |
96.892 |
97.492 |
|
S4 |
96.169 |
96.442 |
97.369 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.820 |
101.159 |
98.281 |
|
R3 |
100.290 |
99.629 |
97.860 |
|
R2 |
98.760 |
98.760 |
97.720 |
|
R1 |
98.099 |
98.099 |
97.579 |
98.430 |
PP |
97.230 |
97.230 |
97.230 |
97.395 |
S1 |
96.569 |
96.569 |
97.299 |
96.900 |
S2 |
95.700 |
95.700 |
97.159 |
|
S3 |
94.170 |
95.039 |
97.018 |
|
S4 |
92.640 |
93.509 |
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 |
96.375 |
1.515 |
1.6% |
0.750 |
0.8% |
82% |
False |
False |
36,388 |
10 |
98.295 |
96.360 |
1.935 |
2.0% |
0.782 |
0.8% |
65% |
False |
False |
37,873 |
20 |
98.310 |
95.555 |
2.755 |
2.8% |
0.807 |
0.8% |
75% |
False |
False |
37,880 |
40 |
98.310 |
93.300 |
5.010 |
5.1% |
0.860 |
0.9% |
86% |
False |
False |
39,358 |
60 |
98.310 |
93.300 |
5.010 |
5.1% |
0.907 |
0.9% |
86% |
False |
False |
27,384 |
80 |
100.715 |
93.300 |
7.415 |
7.6% |
0.929 |
1.0% |
58% |
False |
False |
20,776 |
100 |
101.615 |
93.300 |
8.315 |
8.5% |
1.006 |
1.0% |
52% |
False |
False |
16,734 |
120 |
101.615 |
93.300 |
8.315 |
8.5% |
0.963 |
1.0% |
52% |
False |
False |
13,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.608 |
2.618 |
98.873 |
1.618 |
98.423 |
1.000 |
98.145 |
0.618 |
97.973 |
HIGH |
97.695 |
0.618 |
97.523 |
0.500 |
97.470 |
0.382 |
97.417 |
LOW |
97.245 |
0.618 |
96.967 |
1.000 |
96.795 |
1.618 |
96.517 |
2.618 |
96.067 |
4.250 |
95.333 |
|
|
Fisher Pivots for day following 03-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
97.567 |
97.455 |
PP |
97.519 |
97.294 |
S1 |
97.470 |
97.133 |
|