ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 01-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
96.190 |
95.890 |
-0.300 |
-0.3% |
94.880 |
High |
96.260 |
95.890 |
-0.370 |
-0.4% |
96.355 |
Low |
95.640 |
95.210 |
-0.430 |
-0.4% |
92.520 |
Close |
95.854 |
95.446 |
-0.408 |
-0.4% |
96.135 |
Range |
0.620 |
0.680 |
0.060 |
9.7% |
3.835 |
ATR |
0.989 |
0.967 |
-0.022 |
-2.2% |
0.000 |
Volume |
36,265 |
53,675 |
17,410 |
48.0% |
407,919 |
|
Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.555 |
97.181 |
95.820 |
|
R3 |
96.875 |
96.501 |
95.633 |
|
R2 |
96.195 |
96.195 |
95.571 |
|
R1 |
95.821 |
95.821 |
95.508 |
95.668 |
PP |
95.515 |
95.515 |
95.515 |
95.439 |
S1 |
95.141 |
95.141 |
95.384 |
94.988 |
S2 |
94.835 |
94.835 |
95.321 |
|
S3 |
94.155 |
94.461 |
95.259 |
|
S4 |
93.475 |
93.781 |
95.072 |
|
|
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 |
93.730 |
2.625 |
2.8% |
1.009 |
1.1% |
65% |
False |
False |
54,522 |
10 |
97.105 |
92.520 |
4.585 |
4.8% |
1.135 |
1.2% |
64% |
False |
False |
65,204 |
20 |
98.425 |
92.520 |
5.905 |
6.2% |
0.944 |
1.0% |
50% |
False |
False |
53,373 |
40 |
98.425 |
92.520 |
5.905 |
6.2% |
0.871 |
0.9% |
50% |
False |
False |
45,302 |
60 |
98.425 |
92.520 |
5.905 |
6.2% |
0.876 |
0.9% |
50% |
False |
False |
44,382 |
80 |
98.425 |
92.520 |
5.905 |
6.2% |
0.915 |
1.0% |
50% |
False |
False |
34,325 |
100 |
100.715 |
92.520 |
8.195 |
8.6% |
0.931 |
1.0% |
36% |
False |
False |
27,657 |
120 |
101.615 |
92.520 |
9.095 |
9.5% |
0.992 |
1.0% |
32% |
False |
False |
23,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.780 |
2.618 |
97.670 |
1.618 |
96.990 |
1.000 |
96.570 |
0.618 |
96.310 |
HIGH |
95.890 |
0.618 |
95.630 |
0.500 |
95.550 |
0.382 |
95.470 |
LOW |
95.210 |
0.618 |
94.790 |
1.000 |
94.530 |
1.618 |
94.110 |
2.618 |
93.430 |
4.250 |
92.320 |
|
|
Fisher Pivots for day following 01-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
95.550 |
95.783 |
PP |
95.515 |
95.670 |
S1 |
95.481 |
95.558 |
|