ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 13-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
97.235 |
96.370 |
-0.865 |
-0.9% |
97.305 |
High |
97.375 |
96.840 |
-0.535 |
-0.5% |
98.425 |
Low |
95.945 |
96.135 |
0.190 |
0.2% |
97.245 |
Close |
96.295 |
96.461 |
0.166 |
0.2% |
97.619 |
Range |
1.430 |
0.705 |
-0.725 |
-50.7% |
1.180 |
ATR |
0.866 |
0.855 |
-0.012 |
-1.3% |
0.000 |
Volume |
68,809 |
36,250 |
-32,559 |
-47.3% |
199,483 |
|
Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.594 |
98.232 |
96.849 |
|
R3 |
97.889 |
97.527 |
96.655 |
|
R2 |
97.184 |
97.184 |
96.590 |
|
R1 |
96.822 |
96.822 |
96.526 |
97.003 |
PP |
96.479 |
96.479 |
96.479 |
96.569 |
S1 |
96.117 |
96.117 |
96.396 |
96.298 |
S2 |
95.774 |
95.774 |
96.332 |
|
S3 |
95.069 |
95.412 |
96.267 |
|
S4 |
94.364 |
94.707 |
96.073 |
|
|
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% |
0.967 |
1.0% |
21% |
False |
False |
48,594 |
10 |
98.425 |
95.945 |
2.480 |
2.6% |
0.869 |
0.9% |
21% |
False |
False |
44,463 |
20 |
98.425 |
95.945 |
2.480 |
2.6% |
0.785 |
0.8% |
21% |
False |
False |
39,298 |
40 |
98.425 |
93.300 |
5.125 |
5.3% |
0.835 |
0.9% |
62% |
False |
False |
39,191 |
60 |
98.425 |
93.300 |
5.125 |
5.3% |
0.896 |
0.9% |
62% |
False |
False |
33,114 |
80 |
99.105 |
93.300 |
5.805 |
6.0% |
0.917 |
1.0% |
54% |
False |
False |
25,116 |
100 |
100.715 |
93.300 |
7.415 |
7.7% |
0.926 |
1.0% |
43% |
False |
False |
20,224 |
120 |
101.615 |
93.300 |
8.315 |
8.6% |
0.986 |
1.0% |
38% |
False |
False |
16,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.836 |
2.618 |
98.686 |
1.618 |
97.981 |
1.000 |
97.545 |
0.618 |
97.276 |
HIGH |
96.840 |
0.618 |
96.571 |
0.500 |
96.488 |
0.382 |
96.404 |
LOW |
96.135 |
0.618 |
95.699 |
1.000 |
95.430 |
1.618 |
94.994 |
2.618 |
94.289 |
4.250 |
93.139 |
|
|
Fisher Pivots for day following 13-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
96.488 |
96.795 |
PP |
96.479 |
96.684 |
S1 |
96.470 |
96.572 |
|