ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 17-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
97.735 |
98.155 |
0.420 |
0.4% |
96.500 |
High |
98.230 |
98.445 |
0.215 |
0.2% |
98.445 |
Low |
97.690 |
97.880 |
0.190 |
0.2% |
96.100 |
Close |
98.144 |
98.329 |
0.185 |
0.2% |
98.329 |
Range |
0.540 |
0.565 |
0.025 |
4.6% |
2.345 |
ATR |
0.847 |
0.827 |
-0.020 |
-2.4% |
0.000 |
Volume |
419 |
727 |
308 |
73.5% |
2,846 |
|
Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.913 |
99.686 |
98.640 |
|
R3 |
99.348 |
99.121 |
98.484 |
|
R2 |
98.783 |
98.783 |
98.433 |
|
R1 |
98.556 |
98.556 |
98.381 |
98.670 |
PP |
98.218 |
98.218 |
98.218 |
98.275 |
S1 |
97.991 |
97.991 |
98.277 |
98.105 |
S2 |
97.653 |
97.653 |
98.225 |
|
S3 |
97.088 |
97.426 |
98.174 |
|
S4 |
96.523 |
96.861 |
98.018 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.660 |
103.839 |
99.619 |
|
R3 |
102.315 |
101.494 |
98.974 |
|
R2 |
99.970 |
99.970 |
98.759 |
|
R1 |
99.149 |
99.149 |
98.544 |
99.560 |
PP |
97.625 |
97.625 |
97.625 |
97.830 |
S1 |
96.804 |
96.804 |
98.114 |
97.215 |
S2 |
95.280 |
95.280 |
97.899 |
|
S3 |
92.935 |
94.459 |
97.684 |
|
S4 |
90.590 |
92.114 |
97.039 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.445 |
96.100 |
2.345 |
2.4% |
0.773 |
0.8% |
95% |
True |
False |
569 |
10 |
98.445 |
95.945 |
2.500 |
2.5% |
0.794 |
0.8% |
95% |
True |
False |
494 |
20 |
98.445 |
94.370 |
4.075 |
4.1% |
0.783 |
0.8% |
97% |
True |
False |
390 |
40 |
98.565 |
94.090 |
4.475 |
4.6% |
0.867 |
0.9% |
95% |
False |
False |
301 |
60 |
98.565 |
93.815 |
4.750 |
4.8% |
0.861 |
0.9% |
95% |
False |
False |
230 |
80 |
101.190 |
93.815 |
7.375 |
7.5% |
0.848 |
0.9% |
61% |
False |
False |
186 |
100 |
102.450 |
93.815 |
8.635 |
8.8% |
0.936 |
1.0% |
52% |
False |
False |
166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.846 |
2.618 |
99.924 |
1.618 |
99.359 |
1.000 |
99.010 |
0.618 |
98.794 |
HIGH |
98.445 |
0.618 |
98.229 |
0.500 |
98.163 |
0.382 |
98.096 |
LOW |
97.880 |
0.618 |
97.531 |
1.000 |
97.315 |
1.618 |
96.966 |
2.618 |
96.401 |
4.250 |
95.479 |
|
|
Fisher Pivots for day following 17-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
98.274 |
98.132 |
PP |
98.218 |
97.935 |
S1 |
98.163 |
97.738 |
|