ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 11-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
97.660 |
97.240 |
-0.420 |
-0.4% |
97.305 |
High |
97.975 |
97.645 |
-0.330 |
-0.3% |
98.425 |
Low |
97.080 |
96.905 |
-0.175 |
-0.2% |
97.245 |
Close |
97.202 |
97.335 |
0.133 |
0.1% |
97.619 |
Range |
0.895 |
0.740 |
-0.155 |
-17.3% |
1.180 |
ATR |
0.829 |
0.823 |
-0.006 |
-0.8% |
0.000 |
Volume |
34,738 |
44,824 |
10,086 |
29.0% |
199,483 |
|
Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.515 |
99.165 |
97.742 |
|
R3 |
98.775 |
98.425 |
97.539 |
|
R2 |
98.035 |
98.035 |
97.471 |
|
R1 |
97.685 |
97.685 |
97.403 |
97.860 |
PP |
97.295 |
97.295 |
97.295 |
97.383 |
S1 |
96.945 |
96.945 |
97.267 |
97.120 |
S2 |
96.555 |
96.555 |
97.199 |
|
S3 |
95.815 |
96.205 |
97.132 |
|
S4 |
95.075 |
95.465 |
96.928 |
|
|
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 |
96.905 |
1.520 |
1.6% |
0.791 |
0.8% |
28% |
False |
True |
42,368 |
10 |
98.425 |
96.375 |
2.050 |
2.1% |
0.798 |
0.8% |
47% |
False |
False |
40,674 |
20 |
98.425 |
96.360 |
2.065 |
2.1% |
0.747 |
0.8% |
47% |
False |
False |
38,130 |
40 |
98.425 |
93.300 |
5.125 |
5.3% |
0.831 |
0.9% |
79% |
False |
False |
38,909 |
60 |
98.425 |
93.300 |
5.125 |
5.3% |
0.902 |
0.9% |
79% |
False |
False |
31,398 |
80 |
99.160 |
93.300 |
5.860 |
6.0% |
0.908 |
0.9% |
69% |
False |
False |
23,820 |
100 |
100.715 |
93.300 |
7.415 |
7.6% |
0.930 |
1.0% |
54% |
False |
False |
19,187 |
120 |
101.615 |
93.300 |
8.315 |
8.5% |
0.975 |
1.0% |
49% |
False |
False |
16,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.790 |
2.618 |
99.582 |
1.618 |
98.842 |
1.000 |
98.385 |
0.618 |
98.102 |
HIGH |
97.645 |
0.618 |
97.362 |
0.500 |
97.275 |
0.382 |
97.188 |
LOW |
96.905 |
0.618 |
96.448 |
1.000 |
96.165 |
1.618 |
95.708 |
2.618 |
94.968 |
4.250 |
93.760 |
|
|
Fisher Pivots for day following 11-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
97.315 |
97.665 |
PP |
97.295 |
97.555 |
S1 |
97.275 |
97.445 |
|