ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 10-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
97.925 |
97.660 |
-0.265 |
-0.3% |
97.305 |
High |
98.425 |
97.975 |
-0.450 |
-0.5% |
98.425 |
Low |
97.360 |
97.080 |
-0.280 |
-0.3% |
97.245 |
Close |
97.619 |
97.202 |
-0.417 |
-0.4% |
97.619 |
Range |
1.065 |
0.895 |
-0.170 |
-16.0% |
1.180 |
ATR |
0.824 |
0.829 |
0.005 |
0.6% |
0.000 |
Volume |
58,352 |
34,738 |
-23,614 |
-40.5% |
199,483 |
|
Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.104 |
99.548 |
97.694 |
|
R3 |
99.209 |
98.653 |
97.448 |
|
R2 |
98.314 |
98.314 |
97.366 |
|
R1 |
97.758 |
97.758 |
97.284 |
97.589 |
PP |
97.419 |
97.419 |
97.419 |
97.334 |
S1 |
96.863 |
96.863 |
97.120 |
96.694 |
S2 |
96.524 |
96.524 |
97.038 |
|
S3 |
95.629 |
95.968 |
96.956 |
|
S4 |
94.734 |
95.073 |
96.710 |
|
|
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 |
97.080 |
1.345 |
1.4% |
0.802 |
0.8% |
9% |
False |
True |
40,830 |
10 |
98.425 |
96.375 |
2.050 |
2.1% |
0.776 |
0.8% |
40% |
False |
False |
38,609 |
20 |
98.425 |
96.300 |
2.125 |
2.2% |
0.756 |
0.8% |
42% |
False |
False |
37,366 |
40 |
98.425 |
93.300 |
5.125 |
5.3% |
0.828 |
0.9% |
76% |
False |
False |
38,744 |
60 |
98.425 |
93.300 |
5.125 |
5.3% |
0.904 |
0.9% |
76% |
False |
False |
30,680 |
80 |
99.160 |
93.300 |
5.860 |
6.0% |
0.909 |
0.9% |
67% |
False |
False |
23,271 |
100 |
100.715 |
93.300 |
7.415 |
7.6% |
0.939 |
1.0% |
53% |
False |
False |
18,750 |
120 |
101.615 |
93.300 |
8.315 |
8.6% |
0.974 |
1.0% |
47% |
False |
False |
15,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.779 |
2.618 |
100.318 |
1.618 |
99.423 |
1.000 |
98.870 |
0.618 |
98.528 |
HIGH |
97.975 |
0.618 |
97.633 |
0.500 |
97.528 |
0.382 |
97.422 |
LOW |
97.080 |
0.618 |
96.527 |
1.000 |
96.185 |
1.618 |
95.632 |
2.618 |
94.737 |
4.250 |
93.276 |
|
|
Fisher Pivots for day following 10-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
97.528 |
97.753 |
PP |
97.419 |
97.569 |
S1 |
97.311 |
97.386 |
|