ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 14-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
96.500 |
97.420 |
0.920 |
1.0% |
96.980 |
High |
97.370 |
97.520 |
0.150 |
0.2% |
97.820 |
Low |
96.100 |
96.765 |
0.665 |
0.7% |
95.945 |
Close |
97.338 |
97.122 |
-0.216 |
-0.2% |
96.522 |
Range |
1.270 |
0.755 |
-0.515 |
-40.6% |
1.875 |
ATR |
0.885 |
0.876 |
-0.009 |
-1.0% |
0.000 |
Volume |
682 |
566 |
-116 |
-17.0% |
2,098 |
|
Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.401 |
99.016 |
97.537 |
|
R3 |
98.646 |
98.261 |
97.330 |
|
R2 |
97.891 |
97.891 |
97.260 |
|
R1 |
97.506 |
97.506 |
97.191 |
97.321 |
PP |
97.136 |
97.136 |
97.136 |
97.043 |
S1 |
96.751 |
96.751 |
97.053 |
96.566 |
S2 |
96.381 |
96.381 |
96.984 |
|
S3 |
95.626 |
95.996 |
96.914 |
|
S4 |
94.871 |
95.241 |
96.707 |
|
|
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 |
97.520 |
95.945 |
1.575 |
1.6% |
0.902 |
0.9% |
75% |
True |
False |
603 |
10 |
97.820 |
95.945 |
1.875 |
1.9% |
0.778 |
0.8% |
63% |
False |
False |
389 |
20 |
97.820 |
94.090 |
3.730 |
3.8% |
0.808 |
0.8% |
81% |
False |
False |
390 |
40 |
98.565 |
94.090 |
4.475 |
4.6% |
0.880 |
0.9% |
68% |
False |
False |
272 |
60 |
99.630 |
93.815 |
5.815 |
6.0% |
0.875 |
0.9% |
57% |
False |
False |
206 |
80 |
101.190 |
93.815 |
7.375 |
7.6% |
0.869 |
0.9% |
45% |
False |
False |
170 |
100 |
102.450 |
93.815 |
8.635 |
8.9% |
0.933 |
1.0% |
38% |
False |
False |
150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.729 |
2.618 |
99.497 |
1.618 |
98.742 |
1.000 |
98.275 |
0.618 |
97.987 |
HIGH |
97.520 |
0.618 |
97.232 |
0.500 |
97.143 |
0.382 |
97.053 |
LOW |
96.765 |
0.618 |
96.298 |
1.000 |
96.010 |
1.618 |
95.543 |
2.618 |
94.788 |
4.250 |
93.556 |
|
|
Fisher Pivots for day following 14-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
97.143 |
96.992 |
PP |
97.136 |
96.862 |
S1 |
97.129 |
96.733 |
|