ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 06-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
98.075 |
97.955 |
-0.120 |
-0.1% |
97.360 |
High |
98.335 |
98.260 |
-0.075 |
-0.1% |
97.890 |
Low |
97.655 |
97.685 |
0.030 |
0.0% |
96.360 |
Close |
98.035 |
97.906 |
-0.129 |
-0.1% |
97.439 |
Range |
0.680 |
0.575 |
-0.105 |
-15.4% |
1.530 |
ATR |
0.824 |
0.806 |
-0.018 |
-2.2% |
0.000 |
Volume |
47,147 |
26,781 |
-20,366 |
-43.2% |
200,357 |
|
Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.675 |
99.366 |
98.222 |
|
R3 |
99.100 |
98.791 |
98.064 |
|
R2 |
98.525 |
98.525 |
98.011 |
|
R1 |
98.216 |
98.216 |
97.959 |
98.083 |
PP |
97.950 |
97.950 |
97.950 |
97.884 |
S1 |
97.641 |
97.641 |
97.853 |
97.508 |
S2 |
97.375 |
97.375 |
97.801 |
|
S3 |
96.800 |
97.066 |
97.748 |
|
S4 |
96.225 |
96.491 |
97.590 |
|
|
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% |
0.770 |
0.8% |
78% |
False |
False |
40,331 |
10 |
98.335 |
96.360 |
1.975 |
2.0% |
0.738 |
0.8% |
78% |
False |
False |
36,908 |
20 |
98.335 |
95.555 |
2.780 |
2.8% |
0.776 |
0.8% |
85% |
False |
False |
37,339 |
40 |
98.335 |
93.300 |
5.035 |
5.1% |
0.831 |
0.8% |
91% |
False |
False |
40,129 |
60 |
98.335 |
93.300 |
5.035 |
5.1% |
0.903 |
0.9% |
91% |
False |
False |
29,162 |
80 |
100.070 |
93.300 |
6.770 |
6.9% |
0.917 |
0.9% |
68% |
False |
False |
22,135 |
100 |
100.850 |
93.300 |
7.550 |
7.7% |
0.996 |
1.0% |
61% |
False |
False |
17,834 |
120 |
101.615 |
93.300 |
8.315 |
8.5% |
0.966 |
1.0% |
55% |
False |
False |
14,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.704 |
2.618 |
99.765 |
1.618 |
99.190 |
1.000 |
98.835 |
0.618 |
98.615 |
HIGH |
98.260 |
0.618 |
98.040 |
0.500 |
97.973 |
0.382 |
97.905 |
LOW |
97.685 |
0.618 |
97.330 |
1.000 |
97.110 |
1.618 |
96.755 |
2.618 |
96.180 |
4.250 |
95.241 |
|
|
Fisher Pivots for day following 06-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
97.973 |
97.878 |
PP |
97.950 |
97.850 |
S1 |
97.928 |
97.823 |
|