ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 07-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
97.955 |
97.925 |
-0.030 |
0.0% |
97.305 |
High |
98.260 |
98.425 |
0.165 |
0.2% |
98.425 |
Low |
97.685 |
97.360 |
-0.325 |
-0.3% |
97.245 |
Close |
97.906 |
97.619 |
-0.287 |
-0.3% |
97.619 |
Range |
0.575 |
1.065 |
0.490 |
85.2% |
1.180 |
ATR |
0.806 |
0.824 |
0.019 |
2.3% |
0.000 |
Volume |
26,781 |
58,352 |
31,571 |
117.9% |
199,483 |
|
Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.996 |
100.373 |
98.205 |
|
R3 |
99.931 |
99.308 |
97.912 |
|
R2 |
98.866 |
98.866 |
97.814 |
|
R1 |
98.243 |
98.243 |
97.717 |
98.022 |
PP |
97.801 |
97.801 |
97.801 |
97.691 |
S1 |
97.178 |
97.178 |
97.521 |
96.957 |
S2 |
96.736 |
96.736 |
97.424 |
|
S3 |
95.671 |
96.113 |
97.326 |
|
S4 |
94.606 |
95.048 |
97.033 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.303 |
100.641 |
98.268 |
|
R3 |
100.123 |
99.461 |
97.944 |
|
R2 |
98.943 |
98.943 |
97.835 |
|
R1 |
98.281 |
98.281 |
97.727 |
98.612 |
PP |
97.763 |
97.763 |
97.763 |
97.929 |
S1 |
97.101 |
97.101 |
97.511 |
97.432 |
S2 |
96.583 |
96.583 |
97.403 |
|
S3 |
95.403 |
95.921 |
97.295 |
|
S4 |
94.223 |
94.741 |
96.970 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.425 |
97.245 |
1.180 |
1.2% |
0.713 |
0.7% |
32% |
True |
False |
39,896 |
10 |
98.425 |
96.360 |
2.065 |
2.1% |
0.792 |
0.8% |
61% |
True |
False |
39,984 |
20 |
98.425 |
95.730 |
2.695 |
2.8% |
0.777 |
0.8% |
70% |
True |
False |
37,932 |
40 |
98.425 |
93.300 |
5.125 |
5.3% |
0.832 |
0.9% |
84% |
True |
False |
39,956 |
60 |
98.425 |
93.300 |
5.125 |
5.3% |
0.901 |
0.9% |
84% |
True |
False |
30,122 |
80 |
99.400 |
93.300 |
6.100 |
6.2% |
0.916 |
0.9% |
71% |
False |
False |
22,854 |
100 |
100.715 |
93.300 |
7.415 |
7.6% |
0.953 |
1.0% |
58% |
False |
False |
18,416 |
120 |
101.615 |
93.300 |
8.315 |
8.5% |
0.969 |
1.0% |
52% |
False |
False |
15,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.951 |
2.618 |
101.213 |
1.618 |
100.148 |
1.000 |
99.490 |
0.618 |
99.083 |
HIGH |
98.425 |
0.618 |
98.018 |
0.500 |
97.893 |
0.382 |
97.767 |
LOW |
97.360 |
0.618 |
96.702 |
1.000 |
96.295 |
1.618 |
95.637 |
2.618 |
94.572 |
4.250 |
92.834 |
|
|
Fisher Pivots for day following 07-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
97.893 |
97.893 |
PP |
97.801 |
97.801 |
S1 |
97.710 |
97.710 |
|