ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 20-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
98.155 |
98.375 |
0.220 |
0.2% |
96.500 |
High |
98.445 |
98.585 |
0.140 |
0.1% |
98.445 |
Low |
97.880 |
98.205 |
0.325 |
0.3% |
96.100 |
Close |
98.329 |
98.476 |
0.147 |
0.1% |
98.329 |
Range |
0.565 |
0.380 |
-0.185 |
-32.7% |
2.345 |
ATR |
0.827 |
0.795 |
-0.032 |
-3.9% |
0.000 |
Volume |
727 |
365 |
-362 |
-49.8% |
2,846 |
|
Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.562 |
99.399 |
98.685 |
|
R3 |
99.182 |
99.019 |
98.581 |
|
R2 |
98.802 |
98.802 |
98.546 |
|
R1 |
98.639 |
98.639 |
98.511 |
98.721 |
PP |
98.422 |
98.422 |
98.422 |
98.463 |
S1 |
98.259 |
98.259 |
98.441 |
98.341 |
S2 |
98.042 |
98.042 |
98.406 |
|
S3 |
97.662 |
97.879 |
98.372 |
|
S4 |
97.282 |
97.499 |
98.267 |
|
|
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 |
98.585 |
96.765 |
1.820 |
1.8% |
0.595 |
0.6% |
94% |
True |
False |
505 |
10 |
98.585 |
95.945 |
2.640 |
2.7% |
0.769 |
0.8% |
96% |
True |
False |
522 |
20 |
98.585 |
94.860 |
3.725 |
3.8% |
0.772 |
0.8% |
97% |
True |
False |
396 |
40 |
98.585 |
94.090 |
4.495 |
4.6% |
0.830 |
0.8% |
98% |
True |
False |
310 |
60 |
98.585 |
93.815 |
4.770 |
4.8% |
0.857 |
0.9% |
98% |
True |
False |
235 |
80 |
101.190 |
93.815 |
7.375 |
7.5% |
0.843 |
0.9% |
63% |
False |
False |
189 |
100 |
102.450 |
93.815 |
8.635 |
8.8% |
0.937 |
1.0% |
54% |
False |
False |
169 |
120 |
102.450 |
93.815 |
8.635 |
8.8% |
0.844 |
0.9% |
54% |
False |
False |
143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.200 |
2.618 |
99.580 |
1.618 |
99.200 |
1.000 |
98.965 |
0.618 |
98.820 |
HIGH |
98.585 |
0.618 |
98.440 |
0.500 |
98.395 |
0.382 |
98.350 |
LOW |
98.205 |
0.618 |
97.970 |
1.000 |
97.825 |
1.618 |
97.590 |
2.618 |
97.210 |
4.250 |
96.590 |
|
|
Fisher Pivots for day following 20-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
98.449 |
98.363 |
PP |
98.422 |
98.250 |
S1 |
98.395 |
98.138 |
|