ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 12-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
97.240 |
97.235 |
-0.005 |
0.0% |
97.305 |
High |
97.645 |
97.375 |
-0.270 |
-0.3% |
98.425 |
Low |
96.905 |
95.945 |
-0.960 |
-1.0% |
97.245 |
Close |
97.335 |
96.295 |
-1.040 |
-1.1% |
97.619 |
Range |
0.740 |
1.430 |
0.690 |
93.2% |
1.180 |
ATR |
0.823 |
0.866 |
0.043 |
5.3% |
0.000 |
Volume |
44,824 |
68,809 |
23,985 |
53.5% |
199,483 |
|
Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.828 |
99.992 |
97.082 |
|
R3 |
99.398 |
98.562 |
96.688 |
|
R2 |
97.968 |
97.968 |
96.557 |
|
R1 |
97.132 |
97.132 |
96.426 |
96.835 |
PP |
96.538 |
96.538 |
96.538 |
96.390 |
S1 |
95.702 |
95.702 |
96.164 |
95.405 |
S2 |
95.108 |
95.108 |
96.033 |
|
S3 |
93.678 |
94.272 |
95.902 |
|
S4 |
92.248 |
92.842 |
95.509 |
|
|
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 |
95.945 |
2.480 |
2.6% |
0.941 |
1.0% |
14% |
False |
True |
46,700 |
10 |
98.425 |
95.945 |
2.480 |
2.6% |
0.862 |
0.9% |
14% |
False |
True |
44,356 |
20 |
98.425 |
95.945 |
2.480 |
2.6% |
0.780 |
0.8% |
14% |
False |
True |
39,455 |
40 |
98.425 |
93.300 |
5.125 |
5.3% |
0.849 |
0.9% |
58% |
False |
False |
39,742 |
60 |
98.425 |
93.300 |
5.125 |
5.3% |
0.908 |
0.9% |
58% |
False |
False |
32,528 |
80 |
99.160 |
93.300 |
5.860 |
6.1% |
0.918 |
1.0% |
51% |
False |
False |
24,667 |
100 |
100.715 |
93.300 |
7.415 |
7.7% |
0.929 |
1.0% |
40% |
False |
False |
19,868 |
120 |
101.615 |
93.300 |
8.315 |
8.6% |
0.984 |
1.0% |
36% |
False |
False |
16,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.453 |
2.618 |
101.119 |
1.618 |
99.689 |
1.000 |
98.805 |
0.618 |
98.259 |
HIGH |
97.375 |
0.618 |
96.829 |
0.500 |
96.660 |
0.382 |
96.491 |
LOW |
95.945 |
0.618 |
95.061 |
1.000 |
94.515 |
1.618 |
93.631 |
2.618 |
92.201 |
4.250 |
89.868 |
|
|
Fisher Pivots for day following 12-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
96.660 |
96.960 |
PP |
96.538 |
96.738 |
S1 |
96.417 |
96.517 |
|