ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 25-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
94.880 |
93.520 |
-1.360 |
-1.4% |
96.570 |
High |
94.960 |
94.725 |
-0.235 |
-0.2% |
97.105 |
Low |
92.520 |
93.500 |
0.980 |
1.1% |
94.810 |
Close |
93.356 |
94.544 |
1.188 |
1.3% |
95.005 |
Range |
2.440 |
1.225 |
-1.215 |
-49.8% |
2.295 |
ATR |
0.933 |
0.964 |
0.031 |
3.3% |
0.000 |
Volume |
142,820 |
82,427 |
-60,393 |
-42.3% |
211,107 |
|
Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.931 |
97.463 |
95.218 |
|
R3 |
96.706 |
96.238 |
94.881 |
|
R2 |
95.481 |
95.481 |
94.769 |
|
R1 |
95.013 |
95.013 |
94.656 |
95.247 |
PP |
94.256 |
94.256 |
94.256 |
94.374 |
S1 |
93.788 |
93.788 |
94.432 |
94.022 |
S2 |
93.031 |
93.031 |
94.319 |
|
S3 |
91.806 |
92.563 |
94.207 |
|
S4 |
90.581 |
91.338 |
93.870 |
|
|
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 |
92.520 |
4.585 |
4.8% |
1.260 |
1.3% |
44% |
False |
False |
75,886 |
10 |
97.375 |
92.520 |
4.855 |
5.1% |
0.987 |
1.0% |
42% |
False |
False |
58,302 |
20 |
98.425 |
92.520 |
5.905 |
6.2% |
0.893 |
0.9% |
34% |
False |
False |
49,488 |
40 |
98.425 |
92.520 |
5.905 |
6.2% |
0.846 |
0.9% |
34% |
False |
False |
42,984 |
60 |
98.425 |
92.520 |
5.905 |
6.2% |
0.915 |
1.0% |
34% |
False |
False |
40,713 |
80 |
98.425 |
92.520 |
5.905 |
6.2% |
0.913 |
1.0% |
34% |
False |
False |
31,000 |
100 |
100.715 |
92.520 |
8.195 |
8.7% |
0.929 |
1.0% |
25% |
False |
False |
24,957 |
120 |
101.615 |
92.520 |
9.095 |
9.6% |
0.992 |
1.0% |
22% |
False |
False |
20,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.931 |
2.618 |
97.932 |
1.618 |
96.707 |
1.000 |
95.950 |
0.618 |
95.482 |
HIGH |
94.725 |
0.618 |
94.257 |
0.500 |
94.113 |
0.382 |
93.968 |
LOW |
93.500 |
0.618 |
92.743 |
1.000 |
92.275 |
1.618 |
91.518 |
2.618 |
90.293 |
4.250 |
88.294 |
|
|
Fisher Pivots for day following 25-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
94.400 |
94.417 |
PP |
94.256 |
94.290 |
S1 |
94.113 |
94.163 |
|