ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 29-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
96.970 |
97.035 |
0.065 |
0.1% |
98.375 |
High |
97.400 |
97.690 |
0.290 |
0.3% |
98.620 |
Low |
96.895 |
96.915 |
0.020 |
0.0% |
97.115 |
Close |
97.186 |
97.402 |
0.216 |
0.2% |
97.664 |
Range |
0.505 |
0.775 |
0.270 |
53.5% |
1.505 |
ATR |
0.785 |
0.785 |
-0.001 |
-0.1% |
0.000 |
Volume |
925 |
422 |
-503 |
-54.4% |
2,928 |
|
Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.661 |
99.306 |
97.828 |
|
R3 |
98.886 |
98.531 |
97.615 |
|
R2 |
98.111 |
98.111 |
97.544 |
|
R1 |
97.756 |
97.756 |
97.473 |
97.934 |
PP |
97.336 |
97.336 |
97.336 |
97.424 |
S1 |
96.981 |
96.981 |
97.331 |
97.159 |
S2 |
96.561 |
96.561 |
97.260 |
|
S3 |
95.786 |
96.206 |
97.189 |
|
S4 |
95.011 |
95.431 |
96.976 |
|
|
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 |
98.035 |
96.710 |
1.325 |
1.4% |
0.713 |
0.7% |
52% |
False |
False |
645 |
10 |
98.620 |
96.710 |
1.910 |
2.0% |
0.680 |
0.7% |
36% |
False |
False |
586 |
20 |
98.620 |
95.945 |
2.675 |
2.7% |
0.721 |
0.7% |
54% |
False |
False |
502 |
40 |
98.620 |
94.090 |
4.530 |
4.7% |
0.804 |
0.8% |
73% |
False |
False |
395 |
60 |
98.620 |
93.815 |
4.805 |
4.9% |
0.842 |
0.9% |
75% |
False |
False |
296 |
80 |
101.190 |
93.815 |
7.375 |
7.6% |
0.838 |
0.9% |
49% |
False |
False |
237 |
100 |
102.450 |
93.815 |
8.635 |
8.9% |
0.935 |
1.0% |
42% |
False |
False |
210 |
120 |
102.450 |
93.815 |
8.635 |
8.9% |
0.855 |
0.9% |
42% |
False |
False |
179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.984 |
2.618 |
99.719 |
1.618 |
98.944 |
1.000 |
98.465 |
0.618 |
98.169 |
HIGH |
97.690 |
0.618 |
97.394 |
0.500 |
97.303 |
0.382 |
97.211 |
LOW |
96.915 |
0.618 |
96.436 |
1.000 |
96.140 |
1.618 |
95.661 |
2.618 |
94.886 |
4.250 |
93.621 |
|
|
Fisher Pivots for day following 29-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
97.369 |
97.340 |
PP |
97.336 |
97.277 |
S1 |
97.303 |
97.215 |
|