ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 27-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
97.600 |
97.705 |
0.105 |
0.1% |
98.375 |
High |
98.035 |
97.720 |
-0.315 |
-0.3% |
98.620 |
Low |
97.570 |
96.710 |
-0.860 |
-0.9% |
97.115 |
Close |
97.664 |
96.938 |
-0.726 |
-0.7% |
97.664 |
Range |
0.465 |
1.010 |
0.545 |
117.2% |
1.505 |
ATR |
0.791 |
0.807 |
0.016 |
2.0% |
0.000 |
Volume |
965 |
447 |
-518 |
-53.7% |
2,928 |
|
Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.153 |
99.555 |
97.494 |
|
R3 |
99.143 |
98.545 |
97.216 |
|
R2 |
98.133 |
98.133 |
97.123 |
|
R1 |
97.535 |
97.535 |
97.031 |
97.329 |
PP |
97.123 |
97.123 |
97.123 |
97.020 |
S1 |
96.525 |
96.525 |
96.845 |
96.319 |
S2 |
96.113 |
96.113 |
96.753 |
|
S3 |
95.103 |
95.515 |
96.660 |
|
S4 |
94.093 |
94.505 |
96.383 |
|
|
Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.315 |
101.494 |
98.492 |
|
R3 |
100.810 |
99.989 |
98.078 |
|
R2 |
99.305 |
99.305 |
97.940 |
|
R1 |
98.484 |
98.484 |
97.802 |
98.142 |
PP |
97.800 |
97.800 |
97.800 |
97.629 |
S1 |
96.979 |
96.979 |
97.526 |
96.637 |
S2 |
96.295 |
96.295 |
97.388 |
|
S3 |
94.790 |
95.474 |
97.250 |
|
S4 |
93.285 |
93.969 |
96.836 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.620 |
96.710 |
1.910 |
2.0% |
0.807 |
0.8% |
12% |
False |
True |
602 |
10 |
98.620 |
96.710 |
1.910 |
2.0% |
0.701 |
0.7% |
12% |
False |
True |
553 |
20 |
98.620 |
95.400 |
3.220 |
3.3% |
0.743 |
0.8% |
48% |
False |
False |
489 |
40 |
98.620 |
94.090 |
4.530 |
4.7% |
0.853 |
0.9% |
63% |
False |
False |
367 |
60 |
98.620 |
93.815 |
4.805 |
5.0% |
0.845 |
0.9% |
65% |
False |
False |
278 |
80 |
101.190 |
93.815 |
7.375 |
7.6% |
0.840 |
0.9% |
42% |
False |
False |
221 |
100 |
102.450 |
93.815 |
8.635 |
8.9% |
0.937 |
1.0% |
36% |
False |
False |
198 |
120 |
102.450 |
93.815 |
8.635 |
8.9% |
0.857 |
0.9% |
36% |
False |
False |
168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.013 |
2.618 |
100.364 |
1.618 |
99.354 |
1.000 |
98.730 |
0.618 |
98.344 |
HIGH |
97.720 |
0.618 |
97.334 |
0.500 |
97.215 |
0.382 |
97.096 |
LOW |
96.710 |
0.618 |
96.086 |
1.000 |
95.700 |
1.618 |
95.076 |
2.618 |
94.066 |
4.250 |
92.418 |
|
|
Fisher Pivots for day following 27-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
97.215 |
97.373 |
PP |
97.123 |
97.228 |
S1 |
97.030 |
97.083 |
|