ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 21-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
98.375 |
98.490 |
0.115 |
0.1% |
96.500 |
High |
98.585 |
98.620 |
0.035 |
0.0% |
98.445 |
Low |
98.205 |
97.555 |
-0.650 |
-0.7% |
96.100 |
Close |
98.476 |
97.741 |
-0.735 |
-0.7% |
98.329 |
Range |
0.380 |
1.065 |
0.685 |
180.3% |
2.345 |
ATR |
0.795 |
0.815 |
0.019 |
2.4% |
0.000 |
Volume |
365 |
467 |
102 |
27.9% |
2,846 |
|
Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.167 |
100.519 |
98.327 |
|
R3 |
100.102 |
99.454 |
98.034 |
|
R2 |
99.037 |
99.037 |
97.936 |
|
R1 |
98.389 |
98.389 |
97.839 |
98.181 |
PP |
97.972 |
97.972 |
97.972 |
97.868 |
S1 |
97.324 |
97.324 |
97.643 |
97.116 |
S2 |
96.907 |
96.907 |
97.546 |
|
S3 |
95.842 |
96.259 |
97.448 |
|
S4 |
94.777 |
95.194 |
97.155 |
|
|
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 |
98.620 |
97.030 |
1.590 |
1.6% |
0.657 |
0.7% |
45% |
True |
False |
486 |
10 |
98.620 |
95.945 |
2.675 |
2.7% |
0.780 |
0.8% |
67% |
True |
False |
544 |
20 |
98.620 |
95.195 |
3.425 |
3.5% |
0.759 |
0.8% |
74% |
True |
False |
405 |
40 |
98.620 |
94.090 |
4.530 |
4.6% |
0.839 |
0.9% |
81% |
True |
False |
319 |
60 |
98.620 |
93.815 |
4.805 |
4.9% |
0.864 |
0.9% |
82% |
True |
False |
242 |
80 |
101.190 |
93.815 |
7.375 |
7.5% |
0.849 |
0.9% |
53% |
False |
False |
194 |
100 |
102.450 |
93.815 |
8.635 |
8.8% |
0.938 |
1.0% |
45% |
False |
False |
174 |
120 |
102.450 |
93.815 |
8.635 |
8.8% |
0.850 |
0.9% |
45% |
False |
False |
147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.146 |
2.618 |
101.408 |
1.618 |
100.343 |
1.000 |
99.685 |
0.618 |
99.278 |
HIGH |
98.620 |
0.618 |
98.213 |
0.500 |
98.088 |
0.382 |
97.962 |
LOW |
97.555 |
0.618 |
96.897 |
1.000 |
96.490 |
1.618 |
95.832 |
2.618 |
94.767 |
4.250 |
93.029 |
|
|
Fisher Pivots for day following 21-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
98.088 |
98.088 |
PP |
97.972 |
97.972 |
S1 |
97.857 |
97.857 |
|