ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 21-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
96.470 |
95.780 |
-0.690 |
-0.7% |
96.570 |
High |
96.590 |
95.805 |
-0.785 |
-0.8% |
97.105 |
Low |
95.715 |
94.810 |
-0.905 |
-0.9% |
94.810 |
Close |
96.002 |
95.005 |
-0.997 |
-1.0% |
95.005 |
Range |
0.875 |
0.995 |
0.120 |
13.7% |
2.295 |
ATR |
0.785 |
0.814 |
0.029 |
3.7% |
0.000 |
Volume |
47,784 |
61,646 |
13,862 |
29.0% |
211,107 |
|
Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.192 |
97.593 |
95.552 |
|
R3 |
97.197 |
96.598 |
95.279 |
|
R2 |
96.202 |
96.202 |
95.187 |
|
R1 |
95.603 |
95.603 |
95.096 |
95.405 |
PP |
95.207 |
95.207 |
95.207 |
95.108 |
S1 |
94.608 |
94.608 |
94.914 |
94.410 |
S2 |
94.212 |
94.212 |
94.823 |
|
S3 |
93.217 |
93.613 |
94.731 |
|
S4 |
92.222 |
92.618 |
94.458 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.525 |
101.060 |
96.267 |
|
R3 |
100.230 |
98.765 |
95.636 |
|
R2 |
97.935 |
97.935 |
95.426 |
|
R1 |
96.470 |
96.470 |
95.215 |
96.055 |
PP |
95.640 |
95.640 |
95.640 |
95.433 |
S1 |
94.175 |
94.175 |
94.795 |
93.760 |
S2 |
93.345 |
93.345 |
94.584 |
|
S3 |
91.050 |
91.880 |
94.374 |
|
S4 |
88.755 |
89.585 |
93.743 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.105 |
94.810 |
2.295 |
2.4% |
0.696 |
0.7% |
8% |
False |
True |
42,221 |
10 |
97.975 |
94.810 |
3.165 |
3.3% |
0.784 |
0.8% |
6% |
False |
True |
43,733 |
20 |
98.425 |
94.810 |
3.615 |
3.8% |
0.788 |
0.8% |
5% |
False |
True |
41,858 |
40 |
98.425 |
94.810 |
3.615 |
3.8% |
0.816 |
0.9% |
5% |
False |
True |
39,998 |
60 |
98.425 |
93.300 |
5.125 |
5.4% |
0.874 |
0.9% |
33% |
False |
False |
37,107 |
80 |
98.425 |
93.300 |
5.125 |
5.4% |
0.891 |
0.9% |
33% |
False |
False |
28,227 |
100 |
100.715 |
93.300 |
7.415 |
7.8% |
0.915 |
1.0% |
23% |
False |
False |
22,714 |
120 |
101.615 |
93.300 |
8.315 |
8.8% |
0.981 |
1.0% |
21% |
False |
False |
19,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.034 |
2.618 |
98.410 |
1.618 |
97.415 |
1.000 |
96.800 |
0.618 |
96.420 |
HIGH |
95.805 |
0.618 |
95.425 |
0.500 |
95.308 |
0.382 |
95.190 |
LOW |
94.810 |
0.618 |
94.195 |
1.000 |
93.815 |
1.618 |
93.200 |
2.618 |
92.205 |
4.250 |
90.581 |
|
|
Fisher Pivots for day following 21-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
95.308 |
95.958 |
PP |
95.207 |
95.640 |
S1 |
95.106 |
95.323 |
|