ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 28-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
95.210 |
95.805 |
0.595 |
0.6% |
94.880 |
High |
96.060 |
96.355 |
0.295 |
0.3% |
96.355 |
Low |
95.015 |
95.400 |
0.385 |
0.4% |
92.520 |
Close |
95.652 |
96.135 |
0.483 |
0.5% |
96.135 |
Range |
1.045 |
0.955 |
-0.090 |
-8.6% |
3.835 |
ATR |
1.022 |
1.017 |
-0.005 |
-0.5% |
0.000 |
Volume |
55,507 |
45,741 |
-9,766 |
-17.6% |
407,919 |
|
Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.828 |
98.437 |
96.660 |
|
R3 |
97.873 |
97.482 |
96.398 |
|
R2 |
96.918 |
96.918 |
96.310 |
|
R1 |
96.527 |
96.527 |
96.223 |
96.723 |
PP |
95.963 |
95.963 |
95.963 |
96.061 |
S1 |
95.572 |
95.572 |
96.047 |
95.768 |
S2 |
95.008 |
95.008 |
95.960 |
|
S3 |
94.053 |
94.617 |
95.872 |
|
S4 |
93.098 |
93.662 |
95.610 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.508 |
105.157 |
98.244 |
|
R3 |
102.673 |
101.322 |
97.190 |
|
R2 |
98.838 |
98.838 |
96.838 |
|
R1 |
97.487 |
97.487 |
96.487 |
98.163 |
PP |
95.003 |
95.003 |
95.003 |
95.341 |
S1 |
93.652 |
93.652 |
95.783 |
94.328 |
S2 |
91.168 |
91.168 |
95.432 |
|
S3 |
87.333 |
89.817 |
95.080 |
|
S4 |
83.498 |
85.982 |
94.026 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.355 |
92.520 |
3.835 |
4.0% |
1.482 |
1.5% |
94% |
True |
False |
81,583 |
10 |
97.105 |
92.520 |
4.585 |
4.8% |
1.089 |
1.1% |
79% |
False |
False |
61,902 |
20 |
98.425 |
92.520 |
5.905 |
6.1% |
0.941 |
1.0% |
61% |
False |
False |
52,236 |
40 |
98.425 |
92.520 |
5.905 |
6.1% |
0.879 |
0.9% |
61% |
False |
False |
44,359 |
60 |
98.425 |
92.520 |
5.905 |
6.1% |
0.908 |
0.9% |
61% |
False |
False |
43,344 |
80 |
98.425 |
92.520 |
5.905 |
6.1% |
0.921 |
1.0% |
61% |
False |
False |
33,249 |
100 |
100.715 |
92.520 |
8.195 |
8.5% |
0.938 |
1.0% |
44% |
False |
False |
26,771 |
120 |
101.615 |
92.520 |
9.095 |
9.5% |
1.005 |
1.0% |
40% |
False |
False |
22,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.414 |
2.618 |
98.855 |
1.618 |
97.900 |
1.000 |
97.310 |
0.618 |
96.945 |
HIGH |
96.355 |
0.618 |
95.990 |
0.500 |
95.878 |
0.382 |
95.765 |
LOW |
95.400 |
0.618 |
94.810 |
1.000 |
94.445 |
1.618 |
93.855 |
2.618 |
92.900 |
4.250 |
91.341 |
|
|
Fisher Pivots for day following 28-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
96.049 |
95.771 |
PP |
95.963 |
95.407 |
S1 |
95.878 |
95.043 |
|