ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 14-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
96.370 |
96.360 |
-0.010 |
0.0% |
97.660 |
High |
96.840 |
96.695 |
-0.145 |
-0.1% |
97.975 |
Low |
96.135 |
96.105 |
-0.030 |
0.0% |
95.945 |
Close |
96.461 |
96.533 |
0.072 |
0.1% |
96.533 |
Range |
0.705 |
0.590 |
-0.115 |
-16.3% |
2.030 |
ATR |
0.855 |
0.836 |
-0.019 |
-2.2% |
0.000 |
Volume |
36,250 |
41,607 |
5,357 |
14.8% |
226,228 |
|
Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.214 |
97.964 |
96.858 |
|
R3 |
97.624 |
97.374 |
96.695 |
|
R2 |
97.034 |
97.034 |
96.641 |
|
R1 |
96.784 |
96.784 |
96.587 |
96.909 |
PP |
96.444 |
96.444 |
96.444 |
96.507 |
S1 |
96.194 |
96.194 |
96.479 |
96.319 |
S2 |
95.854 |
95.854 |
96.425 |
|
S3 |
95.264 |
95.604 |
96.371 |
|
S4 |
94.674 |
95.014 |
96.209 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.908 |
101.750 |
97.650 |
|
R3 |
100.878 |
99.720 |
97.091 |
|
R2 |
98.848 |
98.848 |
96.905 |
|
R1 |
97.690 |
97.690 |
96.719 |
97.254 |
PP |
96.818 |
96.818 |
96.818 |
96.600 |
S1 |
95.660 |
95.660 |
96.347 |
95.224 |
S2 |
94.788 |
94.788 |
96.161 |
|
S3 |
92.758 |
93.630 |
95.975 |
|
S4 |
90.728 |
91.600 |
95.417 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.975 |
95.945 |
2.030 |
2.1% |
0.872 |
0.9% |
29% |
False |
False |
45,245 |
10 |
98.425 |
95.945 |
2.480 |
2.6% |
0.793 |
0.8% |
24% |
False |
False |
42,571 |
20 |
98.425 |
95.945 |
2.480 |
2.6% |
0.787 |
0.8% |
24% |
False |
False |
40,023 |
40 |
98.425 |
93.990 |
4.435 |
4.6% |
0.821 |
0.9% |
57% |
False |
False |
38,918 |
60 |
98.425 |
93.300 |
5.125 |
5.3% |
0.895 |
0.9% |
63% |
False |
False |
33,773 |
80 |
99.105 |
93.300 |
5.805 |
6.0% |
0.916 |
0.9% |
56% |
False |
False |
25,630 |
100 |
100.715 |
93.300 |
7.415 |
7.7% |
0.925 |
1.0% |
44% |
False |
False |
20,629 |
120 |
101.615 |
93.300 |
8.315 |
8.6% |
0.987 |
1.0% |
39% |
False |
False |
17,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.203 |
2.618 |
98.240 |
1.618 |
97.650 |
1.000 |
97.285 |
0.618 |
97.060 |
HIGH |
96.695 |
0.618 |
96.470 |
0.500 |
96.400 |
0.382 |
96.330 |
LOW |
96.105 |
0.618 |
95.740 |
1.000 |
95.515 |
1.618 |
95.150 |
2.618 |
94.560 |
4.250 |
93.598 |
|
|
Fisher Pivots for day following 14-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
96.489 |
96.660 |
PP |
96.444 |
96.618 |
S1 |
96.400 |
96.575 |
|