ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 04-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
97.305 |
97.610 |
0.305 |
0.3% |
97.360 |
High |
97.695 |
98.105 |
0.410 |
0.4% |
97.890 |
Low |
97.245 |
97.310 |
0.065 |
0.1% |
96.360 |
Close |
97.616 |
98.024 |
0.408 |
0.4% |
97.439 |
Range |
0.450 |
0.795 |
0.345 |
76.7% |
1.530 |
ATR |
0.838 |
0.835 |
-0.003 |
-0.4% |
0.000 |
Volume |
30,071 |
37,132 |
7,061 |
23.5% |
200,357 |
|
Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.198 |
99.906 |
98.461 |
|
R3 |
99.403 |
99.111 |
98.243 |
|
R2 |
98.608 |
98.608 |
98.170 |
|
R1 |
98.316 |
98.316 |
98.097 |
98.462 |
PP |
97.813 |
97.813 |
97.813 |
97.886 |
S1 |
97.521 |
97.521 |
97.951 |
97.667 |
S2 |
97.018 |
97.018 |
97.878 |
|
S3 |
96.223 |
96.726 |
97.805 |
|
S4 |
95.428 |
95.931 |
97.587 |
|
|
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 |
98.105 |
96.375 |
1.730 |
1.8% |
0.805 |
0.8% |
95% |
True |
False |
38,980 |
10 |
98.105 |
96.360 |
1.745 |
1.8% |
0.754 |
0.8% |
95% |
True |
False |
37,244 |
20 |
98.310 |
95.555 |
2.755 |
2.8% |
0.799 |
0.8% |
90% |
False |
False |
37,231 |
40 |
98.310 |
93.300 |
5.010 |
5.1% |
0.842 |
0.9% |
94% |
False |
False |
39,886 |
60 |
98.310 |
93.300 |
5.010 |
5.1% |
0.905 |
0.9% |
94% |
False |
False |
27,975 |
80 |
100.715 |
93.300 |
7.415 |
7.6% |
0.928 |
0.9% |
64% |
False |
False |
21,228 |
100 |
101.615 |
93.300 |
8.315 |
8.5% |
1.002 |
1.0% |
57% |
False |
False |
17,102 |
120 |
101.615 |
93.300 |
8.315 |
8.5% |
0.959 |
1.0% |
57% |
False |
False |
14,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.484 |
2.618 |
100.186 |
1.618 |
99.391 |
1.000 |
98.900 |
0.618 |
98.596 |
HIGH |
98.105 |
0.618 |
97.801 |
0.500 |
97.708 |
0.382 |
97.614 |
LOW |
97.310 |
0.618 |
96.819 |
1.000 |
96.515 |
1.618 |
96.024 |
2.618 |
95.229 |
4.250 |
93.931 |
|
|
Fisher Pivots for day following 04-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
97.919 |
97.763 |
PP |
97.813 |
97.501 |
S1 |
97.708 |
97.240 |
|