ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 04-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
96.010 |
96.400 |
0.390 |
0.4% |
96.190 |
High |
96.635 |
96.595 |
-0.040 |
0.0% |
96.635 |
Low |
95.810 |
95.660 |
-0.150 |
-0.2% |
95.210 |
Close |
96.423 |
96.240 |
-0.183 |
-0.2% |
96.240 |
Range |
0.825 |
0.935 |
0.110 |
13.3% |
1.425 |
ATR |
0.927 |
0.928 |
0.001 |
0.1% |
0.000 |
Volume |
56,012 |
44,761 |
-11,251 |
-20.1% |
237,153 |
|
Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.970 |
98.540 |
96.754 |
|
R3 |
98.035 |
97.605 |
96.497 |
|
R2 |
97.100 |
97.100 |
96.411 |
|
R1 |
96.670 |
96.670 |
96.326 |
96.418 |
PP |
96.165 |
96.165 |
96.165 |
96.039 |
S1 |
95.735 |
95.735 |
96.154 |
95.483 |
S2 |
95.230 |
95.230 |
96.069 |
|
S3 |
94.295 |
94.800 |
95.983 |
|
S4 |
93.360 |
93.865 |
95.726 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.303 |
99.697 |
97.024 |
|
R3 |
98.878 |
98.272 |
96.632 |
|
R2 |
97.453 |
97.453 |
96.501 |
|
R1 |
96.847 |
96.847 |
96.371 |
97.150 |
PP |
96.028 |
96.028 |
96.028 |
96.180 |
S1 |
95.422 |
95.422 |
96.109 |
95.725 |
S2 |
94.603 |
94.603 |
95.979 |
|
S3 |
93.178 |
93.997 |
95.848 |
|
S4 |
91.753 |
92.572 |
95.456 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.635 |
95.210 |
1.425 |
1.5% |
0.716 |
0.7% |
72% |
False |
False |
47,430 |
10 |
96.635 |
92.520 |
4.115 |
4.3% |
1.099 |
1.1% |
90% |
False |
False |
64,507 |
20 |
97.975 |
92.520 |
5.455 |
5.7% |
0.942 |
1.0% |
68% |
False |
False |
54,120 |
40 |
98.425 |
92.520 |
5.905 |
6.1% |
0.859 |
0.9% |
63% |
False |
False |
46,026 |
60 |
98.425 |
92.520 |
5.905 |
6.1% |
0.869 |
0.9% |
63% |
False |
False |
44,677 |
80 |
98.425 |
92.520 |
5.905 |
6.1% |
0.911 |
0.9% |
63% |
False |
False |
36,121 |
100 |
99.400 |
92.520 |
6.880 |
7.1% |
0.921 |
1.0% |
54% |
False |
False |
29,107 |
120 |
100.715 |
92.520 |
8.195 |
8.5% |
0.951 |
1.0% |
45% |
False |
False |
24,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.569 |
2.618 |
99.043 |
1.618 |
98.108 |
1.000 |
97.530 |
0.618 |
97.173 |
HIGH |
96.595 |
0.618 |
96.238 |
0.500 |
96.128 |
0.382 |
96.017 |
LOW |
95.660 |
0.618 |
95.082 |
1.000 |
94.725 |
1.618 |
94.147 |
2.618 |
93.212 |
4.250 |
91.686 |
|
|
Fisher Pivots for day following 04-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
96.203 |
96.174 |
PP |
96.165 |
96.108 |
S1 |
96.128 |
96.043 |
|