ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 26-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
93.520 |
93.780 |
0.260 |
0.3% |
96.570 |
High |
94.725 |
95.475 |
0.750 |
0.8% |
97.105 |
Low |
93.500 |
93.730 |
0.230 |
0.2% |
94.810 |
Close |
94.544 |
95.131 |
0.587 |
0.6% |
95.005 |
Range |
1.225 |
1.745 |
0.520 |
42.4% |
2.295 |
ATR |
0.964 |
1.020 |
0.056 |
5.8% |
0.000 |
Volume |
82,427 |
81,424 |
-1,003 |
-1.2% |
211,107 |
|
Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.014 |
99.317 |
96.091 |
|
R3 |
98.269 |
97.572 |
95.611 |
|
R2 |
96.524 |
96.524 |
95.451 |
|
R1 |
95.827 |
95.827 |
95.291 |
96.176 |
PP |
94.779 |
94.779 |
94.779 |
94.953 |
S1 |
94.082 |
94.082 |
94.971 |
94.431 |
S2 |
93.034 |
93.034 |
94.811 |
|
S3 |
91.289 |
92.337 |
94.651 |
|
S4 |
89.544 |
90.592 |
94.171 |
|
|
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 |
96.590 |
92.520 |
4.070 |
4.3% |
1.456 |
1.5% |
64% |
False |
False |
83,220 |
10 |
97.105 |
92.520 |
4.585 |
4.8% |
1.019 |
1.1% |
57% |
False |
False |
59,563 |
20 |
98.425 |
92.520 |
5.905 |
6.2% |
0.940 |
1.0% |
44% |
False |
False |
51,960 |
40 |
98.425 |
92.520 |
5.905 |
6.2% |
0.868 |
0.9% |
44% |
False |
False |
43,999 |
60 |
98.425 |
92.520 |
5.905 |
6.2% |
0.912 |
1.0% |
44% |
False |
False |
41,919 |
80 |
98.425 |
92.520 |
5.905 |
6.2% |
0.927 |
1.0% |
44% |
False |
False |
32,004 |
100 |
100.715 |
92.520 |
8.195 |
8.6% |
0.938 |
1.0% |
32% |
False |
False |
25,766 |
120 |
101.615 |
92.520 |
9.095 |
9.6% |
1.003 |
1.1% |
29% |
False |
False |
21,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.891 |
2.618 |
100.043 |
1.618 |
98.298 |
1.000 |
97.220 |
0.618 |
96.553 |
HIGH |
95.475 |
0.618 |
94.808 |
0.500 |
94.603 |
0.382 |
94.397 |
LOW |
93.730 |
0.618 |
92.652 |
1.000 |
91.985 |
1.618 |
90.907 |
2.618 |
89.162 |
4.250 |
86.314 |
|
|
Fisher Pivots for day following 26-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
94.955 |
94.753 |
PP |
94.779 |
94.375 |
S1 |
94.603 |
93.998 |
|