ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 17-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
96.360 |
96.570 |
0.210 |
0.2% |
97.660 |
High |
96.695 |
96.960 |
0.265 |
0.3% |
97.975 |
Low |
96.105 |
96.525 |
0.420 |
0.4% |
95.945 |
Close |
96.533 |
96.815 |
0.282 |
0.3% |
96.533 |
Range |
0.590 |
0.435 |
-0.155 |
-26.3% |
2.030 |
ATR |
0.836 |
0.807 |
-0.029 |
-3.4% |
0.000 |
Volume |
41,607 |
31,625 |
-9,982 |
-24.0% |
226,228 |
|
Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.072 |
97.878 |
97.054 |
|
R3 |
97.637 |
97.443 |
96.935 |
|
R2 |
97.202 |
97.202 |
96.895 |
|
R1 |
97.008 |
97.008 |
96.855 |
97.105 |
PP |
96.767 |
96.767 |
96.767 |
96.815 |
S1 |
96.573 |
96.573 |
96.775 |
96.670 |
S2 |
96.332 |
96.332 |
96.735 |
|
S3 |
95.897 |
96.138 |
96.695 |
|
S4 |
95.462 |
95.703 |
96.576 |
|
|
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 |
97.645 |
95.945 |
1.700 |
1.8% |
0.780 |
0.8% |
51% |
False |
False |
44,623 |
10 |
98.425 |
95.945 |
2.480 |
2.6% |
0.791 |
0.8% |
35% |
False |
False |
42,726 |
20 |
98.425 |
95.945 |
2.480 |
2.6% |
0.786 |
0.8% |
35% |
False |
False |
40,299 |
40 |
98.425 |
93.990 |
4.435 |
4.6% |
0.817 |
0.8% |
64% |
False |
False |
39,006 |
60 |
98.425 |
93.300 |
5.125 |
5.3% |
0.891 |
0.9% |
69% |
False |
False |
34,260 |
80 |
98.425 |
93.300 |
5.125 |
5.3% |
0.905 |
0.9% |
69% |
False |
False |
26,022 |
100 |
100.715 |
93.300 |
7.415 |
7.7% |
0.915 |
0.9% |
47% |
False |
False |
20,943 |
120 |
101.615 |
93.300 |
8.315 |
8.6% |
0.979 |
1.0% |
42% |
False |
False |
17,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.809 |
2.618 |
98.099 |
1.618 |
97.664 |
1.000 |
97.395 |
0.618 |
97.229 |
HIGH |
96.960 |
0.618 |
96.794 |
0.500 |
96.743 |
0.382 |
96.691 |
LOW |
96.525 |
0.618 |
96.256 |
1.000 |
96.090 |
1.618 |
95.821 |
2.618 |
95.386 |
4.250 |
94.676 |
|
|
Fisher Pivots for day following 17-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
96.791 |
96.721 |
PP |
96.767 |
96.627 |
S1 |
96.743 |
96.533 |
|