ICE US Dollar Index Future September 2015


Trading Metrics calculated at close of trading on 05-Aug-2015
Day Change Summary
Previous Current
04-Aug-2015 05-Aug-2015 Change Change % Previous Week
Open 97.610 98.075 0.465 0.5% 97.360
High 98.105 98.335 0.230 0.2% 97.890
Low 97.310 97.655 0.345 0.4% 96.360
Close 98.024 98.035 0.011 0.0% 97.439
Range 0.795 0.680 -0.115 -14.5% 1.530
ATR 0.835 0.824 -0.011 -1.3% 0.000
Volume 37,132 47,147 10,015 27.0% 200,357
Daily Pivots for day following 05-Aug-2015
Classic Woodie Camarilla DeMark
R4 100.048 99.722 98.409
R3 99.368 99.042 98.222
R2 98.688 98.688 98.160
R1 98.362 98.362 98.097 98.185
PP 98.008 98.008 98.008 97.920
S1 97.682 97.682 97.973 97.505
S2 97.328 97.328 97.910
S3 96.648 97.002 97.848
S4 95.968 96.322 97.661
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 98.335 96.375 1.960 2.0% 0.782 0.8% 85% True False 42,012
10 98.335 96.360 1.975 2.0% 0.749 0.8% 85% True False 38,405
20 98.335 95.555 2.780 2.8% 0.788 0.8% 89% True False 37,614
40 98.335 93.300 5.035 5.1% 0.840 0.9% 94% True False 40,503
60 98.335 93.300 5.035 5.1% 0.909 0.9% 94% True False 28,730
80 100.445 93.300 7.145 7.3% 0.927 0.9% 66% False False 21,809
100 101.100 93.300 7.800 8.0% 0.998 1.0% 61% False False 17,570
120 101.615 93.300 8.315 8.5% 0.961 1.0% 57% False False 14,664
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.123
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.225
2.618 100.115
1.618 99.435
1.000 99.015
0.618 98.755
HIGH 98.335
0.618 98.075
0.500 97.995
0.382 97.915
LOW 97.655
0.618 97.235
1.000 96.975
1.618 96.555
2.618 95.875
4.250 94.765
Fisher Pivots for day following 05-Aug-2015
Pivot 1 day 3 day
R1 98.022 97.953
PP 98.008 97.872
S1 97.995 97.790

These figures are updated between 7pm and 10pm EST after a trading day.

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