ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 08-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
96.400 |
96.215 |
-0.185 |
-0.2% |
96.190 |
High |
96.595 |
96.250 |
-0.345 |
-0.4% |
96.635 |
Low |
95.660 |
95.735 |
0.075 |
0.1% |
95.210 |
Close |
96.240 |
95.987 |
-0.253 |
-0.3% |
96.240 |
Range |
0.935 |
0.515 |
-0.420 |
-44.9% |
1.425 |
ATR |
0.928 |
0.898 |
-0.029 |
-3.2% |
0.000 |
Volume |
44,761 |
40,376 |
-4,385 |
-9.8% |
237,153 |
|
Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.536 |
97.276 |
96.270 |
|
R3 |
97.021 |
96.761 |
96.129 |
|
R2 |
96.506 |
96.506 |
96.081 |
|
R1 |
96.246 |
96.246 |
96.034 |
96.119 |
PP |
95.991 |
95.991 |
95.991 |
95.927 |
S1 |
95.731 |
95.731 |
95.940 |
95.604 |
S2 |
95.476 |
95.476 |
95.893 |
|
S3 |
94.961 |
95.216 |
95.845 |
|
S4 |
94.446 |
94.701 |
95.704 |
|
|
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% |
0.695 |
0.7% |
55% |
False |
False |
48,252 |
10 |
96.635 |
93.500 |
3.135 |
3.3% |
0.907 |
0.9% |
79% |
False |
False |
54,262 |
20 |
97.645 |
92.520 |
5.125 |
5.3% |
0.923 |
1.0% |
68% |
False |
False |
54,402 |
40 |
98.425 |
92.520 |
5.905 |
6.2% |
0.839 |
0.9% |
59% |
False |
False |
45,884 |
60 |
98.425 |
92.520 |
5.905 |
6.2% |
0.860 |
0.9% |
59% |
False |
False |
43,963 |
80 |
98.425 |
92.520 |
5.905 |
6.2% |
0.909 |
0.9% |
59% |
False |
False |
36,610 |
100 |
99.160 |
92.520 |
6.640 |
6.9% |
0.912 |
0.9% |
52% |
False |
False |
29,497 |
120 |
100.715 |
92.520 |
8.195 |
8.5% |
0.936 |
1.0% |
42% |
False |
False |
24,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.439 |
2.618 |
97.598 |
1.618 |
97.083 |
1.000 |
96.765 |
0.618 |
96.568 |
HIGH |
96.250 |
0.618 |
96.053 |
0.500 |
95.993 |
0.382 |
95.932 |
LOW |
95.735 |
0.618 |
95.417 |
1.000 |
95.220 |
1.618 |
94.902 |
2.618 |
94.387 |
4.250 |
93.546 |
|
|
Fisher Pivots for day following 08-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
95.993 |
96.148 |
PP |
95.991 |
96.094 |
S1 |
95.989 |
96.041 |
|