ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 18-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
96.570 |
96.845 |
0.275 |
0.3% |
97.660 |
High |
96.960 |
97.100 |
0.140 |
0.1% |
97.975 |
Low |
96.525 |
96.690 |
0.165 |
0.2% |
95.945 |
Close |
96.815 |
97.070 |
0.255 |
0.3% |
96.533 |
Range |
0.435 |
0.410 |
-0.025 |
-5.7% |
2.030 |
ATR |
0.807 |
0.779 |
-0.028 |
-3.5% |
0.000 |
Volume |
31,625 |
25,295 |
-6,330 |
-20.0% |
226,228 |
|
Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.183 |
98.037 |
97.296 |
|
R3 |
97.773 |
97.627 |
97.183 |
|
R2 |
97.363 |
97.363 |
97.145 |
|
R1 |
97.217 |
97.217 |
97.108 |
97.290 |
PP |
96.953 |
96.953 |
96.953 |
96.990 |
S1 |
96.807 |
96.807 |
97.032 |
96.880 |
S2 |
96.543 |
96.543 |
96.995 |
|
S3 |
96.133 |
96.397 |
96.957 |
|
S4 |
95.723 |
95.987 |
96.845 |
|
|
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 |
97.375 |
95.945 |
1.430 |
1.5% |
0.714 |
0.7% |
79% |
False |
False |
40,717 |
10 |
98.425 |
95.945 |
2.480 |
2.6% |
0.753 |
0.8% |
45% |
False |
False |
41,542 |
20 |
98.425 |
95.945 |
2.480 |
2.6% |
0.753 |
0.8% |
45% |
False |
False |
39,393 |
40 |
98.425 |
94.485 |
3.940 |
4.1% |
0.811 |
0.8% |
66% |
False |
False |
38,878 |
60 |
98.425 |
93.300 |
5.125 |
5.3% |
0.873 |
0.9% |
74% |
False |
False |
34,661 |
80 |
98.425 |
93.300 |
5.125 |
5.3% |
0.900 |
0.9% |
74% |
False |
False |
26,328 |
100 |
100.715 |
93.300 |
7.415 |
7.6% |
0.910 |
0.9% |
51% |
False |
False |
21,189 |
120 |
101.615 |
93.300 |
8.315 |
8.6% |
0.978 |
1.0% |
45% |
False |
False |
17,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.843 |
2.618 |
98.173 |
1.618 |
97.763 |
1.000 |
97.510 |
0.618 |
97.353 |
HIGH |
97.100 |
0.618 |
96.943 |
0.500 |
96.895 |
0.382 |
96.847 |
LOW |
96.690 |
0.618 |
96.437 |
1.000 |
96.280 |
1.618 |
96.027 |
2.618 |
95.617 |
4.250 |
94.948 |
|
|
Fisher Pivots for day following 18-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
97.012 |
96.914 |
PP |
96.953 |
96.758 |
S1 |
96.895 |
96.603 |
|