ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 29-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
95.805 |
96.360 |
0.555 |
0.6% |
94.585 |
High |
96.130 |
97.015 |
0.885 |
0.9% |
96.200 |
Low |
95.635 |
95.195 |
-0.440 |
-0.5% |
94.370 |
Close |
95.989 |
95.308 |
-0.681 |
-0.7% |
95.989 |
Range |
0.495 |
1.820 |
1.325 |
267.7% |
1.830 |
ATR |
0.844 |
0.913 |
0.070 |
8.3% |
0.000 |
Volume |
161 |
146 |
-15 |
-9.3% |
1,251 |
|
Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.299 |
100.124 |
96.309 |
|
R3 |
99.479 |
98.304 |
95.809 |
|
R2 |
97.659 |
97.659 |
95.642 |
|
R1 |
96.484 |
96.484 |
95.475 |
96.162 |
PP |
95.839 |
95.839 |
95.839 |
95.678 |
S1 |
94.664 |
94.664 |
95.141 |
94.342 |
S2 |
94.019 |
94.019 |
94.974 |
|
S3 |
92.199 |
92.844 |
94.808 |
|
S4 |
90.379 |
91.024 |
94.307 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.010 |
100.329 |
96.996 |
|
R3 |
99.180 |
98.499 |
96.492 |
|
R2 |
97.350 |
97.350 |
96.325 |
|
R1 |
96.669 |
96.669 |
96.157 |
97.010 |
PP |
95.520 |
95.520 |
95.520 |
95.690 |
S1 |
94.839 |
94.839 |
95.821 |
95.180 |
S2 |
93.690 |
93.690 |
95.654 |
|
S3 |
91.860 |
93.009 |
95.486 |
|
S4 |
90.030 |
91.179 |
94.983 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.015 |
94.860 |
2.155 |
2.3% |
0.924 |
1.0% |
21% |
True |
False |
228 |
10 |
97.015 |
94.090 |
2.925 |
3.1% |
0.824 |
0.9% |
42% |
True |
False |
316 |
20 |
98.495 |
94.090 |
4.405 |
4.6% |
0.964 |
1.0% |
28% |
False |
False |
245 |
40 |
98.565 |
93.815 |
4.750 |
5.0% |
0.896 |
0.9% |
31% |
False |
False |
172 |
60 |
101.190 |
93.815 |
7.375 |
7.7% |
0.872 |
0.9% |
20% |
False |
False |
132 |
80 |
102.450 |
93.815 |
8.635 |
9.1% |
0.986 |
1.0% |
17% |
False |
False |
125 |
100 |
102.450 |
93.815 |
8.635 |
9.1% |
0.880 |
0.9% |
17% |
False |
False |
104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.750 |
2.618 |
101.780 |
1.618 |
99.960 |
1.000 |
98.835 |
0.618 |
98.140 |
HIGH |
97.015 |
0.618 |
96.320 |
0.500 |
96.105 |
0.382 |
95.890 |
LOW |
95.195 |
0.618 |
94.070 |
1.000 |
93.375 |
1.618 |
92.250 |
2.618 |
90.430 |
4.250 |
87.460 |
|
|
Fisher Pivots for day following 29-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
96.105 |
96.105 |
PP |
95.839 |
95.839 |
S1 |
95.574 |
95.574 |
|