ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 19-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
96.845 |
97.025 |
0.180 |
0.2% |
97.660 |
High |
97.100 |
97.105 |
0.005 |
0.0% |
97.975 |
Low |
96.690 |
96.340 |
-0.350 |
-0.4% |
95.945 |
Close |
97.070 |
96.368 |
-0.702 |
-0.7% |
96.533 |
Range |
0.410 |
0.765 |
0.355 |
86.6% |
2.030 |
ATR |
0.779 |
0.778 |
-0.001 |
-0.1% |
0.000 |
Volume |
25,295 |
44,757 |
19,462 |
76.9% |
226,228 |
|
Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.899 |
98.399 |
96.789 |
|
R3 |
98.134 |
97.634 |
96.578 |
|
R2 |
97.369 |
97.369 |
96.508 |
|
R1 |
96.869 |
96.869 |
96.438 |
96.737 |
PP |
96.604 |
96.604 |
96.604 |
96.538 |
S1 |
96.104 |
96.104 |
96.298 |
95.972 |
S2 |
95.839 |
95.839 |
96.228 |
|
S3 |
95.074 |
95.339 |
96.158 |
|
S4 |
94.309 |
94.574 |
95.947 |
|
|
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 |
97.105 |
96.105 |
1.000 |
1.0% |
0.581 |
0.6% |
26% |
True |
False |
35,906 |
10 |
98.425 |
95.945 |
2.480 |
2.6% |
0.761 |
0.8% |
17% |
False |
False |
41,303 |
20 |
98.425 |
95.945 |
2.480 |
2.6% |
0.755 |
0.8% |
17% |
False |
False |
39,854 |
40 |
98.425 |
94.850 |
3.575 |
3.7% |
0.795 |
0.8% |
42% |
False |
False |
38,813 |
60 |
98.425 |
93.300 |
5.125 |
5.3% |
0.870 |
0.9% |
60% |
False |
False |
35,380 |
80 |
98.425 |
93.300 |
5.125 |
5.3% |
0.899 |
0.9% |
60% |
False |
False |
26,878 |
100 |
100.715 |
93.300 |
7.415 |
7.7% |
0.910 |
0.9% |
41% |
False |
False |
21,631 |
120 |
101.615 |
93.300 |
8.315 |
8.6% |
0.977 |
1.0% |
37% |
False |
False |
18,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.356 |
2.618 |
99.108 |
1.618 |
98.343 |
1.000 |
97.870 |
0.618 |
97.578 |
HIGH |
97.105 |
0.618 |
96.813 |
0.500 |
96.723 |
0.382 |
96.632 |
LOW |
96.340 |
0.618 |
95.867 |
1.000 |
95.575 |
1.618 |
95.102 |
2.618 |
94.337 |
4.250 |
93.089 |
|
|
Fisher Pivots for day following 19-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
96.723 |
96.723 |
PP |
96.604 |
96.604 |
S1 |
96.486 |
96.486 |
|