ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 13-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
96.890 |
96.500 |
-0.390 |
-0.4% |
96.980 |
High |
96.900 |
97.370 |
0.470 |
0.5% |
97.820 |
Low |
95.945 |
96.100 |
0.155 |
0.2% |
95.945 |
Close |
96.522 |
97.338 |
0.816 |
0.8% |
96.522 |
Range |
0.955 |
1.270 |
0.315 |
33.0% |
1.875 |
ATR |
0.855 |
0.885 |
0.030 |
3.5% |
0.000 |
Volume |
299 |
682 |
383 |
128.1% |
2,098 |
|
Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.746 |
100.312 |
98.037 |
|
R3 |
99.476 |
99.042 |
97.687 |
|
R2 |
98.206 |
98.206 |
97.571 |
|
R1 |
97.772 |
97.772 |
97.454 |
97.989 |
PP |
96.936 |
96.936 |
96.936 |
97.045 |
S1 |
96.502 |
96.502 |
97.222 |
96.719 |
S2 |
95.666 |
95.666 |
97.105 |
|
S3 |
94.396 |
95.232 |
96.989 |
|
S4 |
93.126 |
93.962 |
96.640 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.387 |
101.330 |
97.553 |
|
R3 |
100.512 |
99.455 |
97.038 |
|
R2 |
98.637 |
98.637 |
96.866 |
|
R1 |
97.580 |
97.580 |
96.694 |
97.171 |
PP |
96.762 |
96.762 |
96.762 |
96.558 |
S1 |
95.705 |
95.705 |
96.350 |
95.296 |
S2 |
94.887 |
94.887 |
96.178 |
|
S3 |
93.012 |
93.830 |
96.006 |
|
S4 |
91.137 |
91.955 |
95.491 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.820 |
95.945 |
1.875 |
1.9% |
0.943 |
1.0% |
74% |
False |
False |
539 |
10 |
97.820 |
95.400 |
2.420 |
2.5% |
0.785 |
0.8% |
80% |
False |
False |
425 |
20 |
97.820 |
94.090 |
3.730 |
3.8% |
0.805 |
0.8% |
87% |
False |
False |
371 |
40 |
98.565 |
93.955 |
4.610 |
4.7% |
0.884 |
0.9% |
73% |
False |
False |
259 |
60 |
99.630 |
93.815 |
5.815 |
6.0% |
0.870 |
0.9% |
61% |
False |
False |
197 |
80 |
101.190 |
93.815 |
7.375 |
7.6% |
0.876 |
0.9% |
48% |
False |
False |
165 |
100 |
102.450 |
93.815 |
8.635 |
8.9% |
0.926 |
1.0% |
41% |
False |
False |
145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.768 |
2.618 |
100.695 |
1.618 |
99.425 |
1.000 |
98.640 |
0.618 |
98.155 |
HIGH |
97.370 |
0.618 |
96.885 |
0.500 |
96.735 |
0.382 |
96.585 |
LOW |
96.100 |
0.618 |
95.315 |
1.000 |
94.830 |
1.618 |
94.045 |
2.618 |
92.775 |
4.250 |
90.703 |
|
|
Fisher Pivots for day following 13-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
97.137 |
97.111 |
PP |
96.936 |
96.884 |
S1 |
96.735 |
96.658 |
|