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 |
|
|
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 |
|