ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 31-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
97.640 |
97.790 |
0.150 |
0.2% |
97.705 |
High |
98.200 |
98.010 |
-0.190 |
-0.2% |
98.200 |
Low |
97.600 |
96.720 |
-0.880 |
-0.9% |
96.710 |
Close |
97.999 |
97.761 |
-0.238 |
-0.2% |
97.761 |
Range |
0.600 |
1.290 |
0.690 |
115.0% |
1.490 |
ATR |
0.785 |
0.822 |
0.036 |
4.6% |
0.000 |
Volume |
382 |
387 |
5 |
1.3% |
2,563 |
|
Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.367 |
100.854 |
98.471 |
|
R3 |
100.077 |
99.564 |
98.116 |
|
R2 |
98.787 |
98.787 |
97.998 |
|
R1 |
98.274 |
98.274 |
97.879 |
97.886 |
PP |
97.497 |
97.497 |
97.497 |
97.303 |
S1 |
96.984 |
96.984 |
97.643 |
96.596 |
S2 |
96.207 |
96.207 |
97.525 |
|
S3 |
94.917 |
95.694 |
97.406 |
|
S4 |
93.627 |
94.404 |
97.052 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.027 |
101.384 |
98.581 |
|
R3 |
100.537 |
99.894 |
98.171 |
|
R2 |
99.047 |
99.047 |
98.034 |
|
R1 |
98.404 |
98.404 |
97.898 |
98.726 |
PP |
97.557 |
97.557 |
97.557 |
97.718 |
S1 |
96.914 |
96.914 |
97.624 |
97.236 |
S2 |
96.067 |
96.067 |
97.488 |
|
S3 |
94.577 |
95.424 |
97.351 |
|
S4 |
93.087 |
93.934 |
96.942 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.200 |
96.710 |
1.490 |
1.5% |
0.836 |
0.9% |
71% |
False |
False |
512 |
10 |
98.620 |
96.710 |
1.910 |
2.0% |
0.759 |
0.8% |
55% |
False |
False |
549 |
20 |
98.620 |
95.945 |
2.675 |
2.7% |
0.776 |
0.8% |
68% |
False |
False |
521 |
40 |
98.620 |
94.090 |
4.530 |
4.6% |
0.792 |
0.8% |
81% |
False |
False |
406 |
60 |
98.620 |
93.815 |
4.805 |
4.9% |
0.836 |
0.9% |
82% |
False |
False |
306 |
80 |
101.190 |
93.815 |
7.375 |
7.5% |
0.851 |
0.9% |
54% |
False |
False |
247 |
100 |
102.450 |
93.815 |
8.635 |
8.8% |
0.923 |
0.9% |
46% |
False |
False |
216 |
120 |
102.450 |
93.815 |
8.635 |
8.8% |
0.870 |
0.9% |
46% |
False |
False |
185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.493 |
2.618 |
101.387 |
1.618 |
100.097 |
1.000 |
99.300 |
0.618 |
98.807 |
HIGH |
98.010 |
0.618 |
97.517 |
0.500 |
97.365 |
0.382 |
97.213 |
LOW |
96.720 |
0.618 |
95.923 |
1.000 |
95.430 |
1.618 |
94.633 |
2.618 |
93.343 |
4.250 |
91.238 |
|
|
Fisher Pivots for day following 31-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
97.629 |
97.661 |
PP |
97.497 |
97.560 |
S1 |
97.365 |
97.460 |
|