ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 28-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
97.705 |
96.970 |
-0.735 |
-0.8% |
98.375 |
High |
97.720 |
97.400 |
-0.320 |
-0.3% |
98.620 |
Low |
96.710 |
96.895 |
0.185 |
0.2% |
97.115 |
Close |
96.938 |
97.186 |
0.248 |
0.3% |
97.664 |
Range |
1.010 |
0.505 |
-0.505 |
-50.0% |
1.505 |
ATR |
0.807 |
0.785 |
-0.022 |
-2.7% |
0.000 |
Volume |
447 |
925 |
478 |
106.9% |
2,928 |
|
Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.675 |
98.436 |
97.464 |
|
R3 |
98.170 |
97.931 |
97.325 |
|
R2 |
97.665 |
97.665 |
97.279 |
|
R1 |
97.426 |
97.426 |
97.232 |
97.546 |
PP |
97.160 |
97.160 |
97.160 |
97.220 |
S1 |
96.921 |
96.921 |
97.140 |
97.041 |
S2 |
96.655 |
96.655 |
97.093 |
|
S3 |
96.150 |
96.416 |
97.047 |
|
S4 |
95.645 |
95.911 |
96.908 |
|
|
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 |
98.225 |
96.710 |
1.515 |
1.6% |
0.695 |
0.7% |
31% |
False |
False |
693 |
10 |
98.620 |
96.710 |
1.910 |
2.0% |
0.676 |
0.7% |
25% |
False |
False |
589 |
20 |
98.620 |
95.945 |
2.675 |
2.8% |
0.727 |
0.7% |
46% |
False |
False |
489 |
40 |
98.620 |
94.090 |
4.530 |
4.7% |
0.815 |
0.8% |
68% |
False |
False |
389 |
60 |
98.620 |
93.815 |
4.805 |
4.9% |
0.847 |
0.9% |
70% |
False |
False |
290 |
80 |
101.190 |
93.815 |
7.375 |
7.6% |
0.842 |
0.9% |
46% |
False |
False |
232 |
100 |
102.450 |
93.815 |
8.635 |
8.9% |
0.937 |
1.0% |
39% |
False |
False |
207 |
120 |
102.450 |
93.815 |
8.635 |
8.9% |
0.853 |
0.9% |
39% |
False |
False |
175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.546 |
2.618 |
98.722 |
1.618 |
98.217 |
1.000 |
97.905 |
0.618 |
97.712 |
HIGH |
97.400 |
0.618 |
97.207 |
0.500 |
97.148 |
0.382 |
97.088 |
LOW |
96.895 |
0.618 |
96.583 |
1.000 |
96.390 |
1.618 |
96.078 |
2.618 |
95.573 |
4.250 |
94.749 |
|
|
Fisher Pivots for day following 28-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
97.173 |
97.373 |
PP |
97.160 |
97.310 |
S1 |
97.148 |
97.248 |
|