ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 20-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
97.025 |
96.470 |
-0.555 |
-0.6% |
97.660 |
High |
97.105 |
96.590 |
-0.515 |
-0.5% |
97.975 |
Low |
96.340 |
95.715 |
-0.625 |
-0.6% |
95.945 |
Close |
96.368 |
96.002 |
-0.366 |
-0.4% |
96.533 |
Range |
0.765 |
0.875 |
0.110 |
14.4% |
2.030 |
ATR |
0.778 |
0.785 |
0.007 |
0.9% |
0.000 |
Volume |
44,757 |
47,784 |
3,027 |
6.8% |
226,228 |
|
Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.727 |
98.240 |
96.483 |
|
R3 |
97.852 |
97.365 |
96.243 |
|
R2 |
96.977 |
96.977 |
96.162 |
|
R1 |
96.490 |
96.490 |
96.082 |
96.296 |
PP |
96.102 |
96.102 |
96.102 |
96.006 |
S1 |
95.615 |
95.615 |
95.922 |
95.421 |
S2 |
95.227 |
95.227 |
95.842 |
|
S3 |
94.352 |
94.740 |
95.761 |
|
S4 |
93.477 |
93.865 |
95.521 |
|
|
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 |
95.715 |
1.390 |
1.4% |
0.615 |
0.6% |
21% |
False |
True |
38,213 |
10 |
98.425 |
95.715 |
2.710 |
2.8% |
0.791 |
0.8% |
11% |
False |
True |
43,404 |
20 |
98.425 |
95.715 |
2.710 |
2.8% |
0.765 |
0.8% |
11% |
False |
True |
40,156 |
40 |
98.425 |
94.850 |
3.575 |
3.7% |
0.802 |
0.8% |
32% |
False |
False |
39,125 |
60 |
98.425 |
93.300 |
5.125 |
5.3% |
0.870 |
0.9% |
53% |
False |
False |
36,119 |
80 |
98.425 |
93.300 |
5.125 |
5.3% |
0.898 |
0.9% |
53% |
False |
False |
27,467 |
100 |
100.715 |
93.300 |
7.415 |
7.7% |
0.911 |
0.9% |
36% |
False |
False |
22,103 |
120 |
101.615 |
93.300 |
8.315 |
8.7% |
0.980 |
1.0% |
32% |
False |
False |
18,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.309 |
2.618 |
98.881 |
1.618 |
98.006 |
1.000 |
97.465 |
0.618 |
97.131 |
HIGH |
96.590 |
0.618 |
96.256 |
0.500 |
96.153 |
0.382 |
96.049 |
LOW |
95.715 |
0.618 |
95.174 |
1.000 |
94.840 |
1.618 |
94.299 |
2.618 |
93.424 |
4.250 |
91.996 |
|
|
Fisher Pivots for day following 20-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
96.153 |
96.410 |
PP |
96.102 |
96.274 |
S1 |
96.052 |
96.138 |
|