ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 05-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
97.945 |
98.415 |
0.470 |
0.5% |
97.705 |
High |
98.420 |
98.630 |
0.210 |
0.2% |
98.200 |
Low |
97.635 |
98.015 |
0.380 |
0.4% |
96.710 |
Close |
98.344 |
98.358 |
0.014 |
0.0% |
97.761 |
Range |
0.785 |
0.615 |
-0.170 |
-21.7% |
1.490 |
ATR |
0.792 |
0.780 |
-0.013 |
-1.6% |
0.000 |
Volume |
675 |
404 |
-271 |
-40.1% |
2,563 |
|
Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.179 |
99.884 |
98.696 |
|
R3 |
99.564 |
99.269 |
98.527 |
|
R2 |
98.949 |
98.949 |
98.471 |
|
R1 |
98.654 |
98.654 |
98.414 |
98.494 |
PP |
98.334 |
98.334 |
98.334 |
98.255 |
S1 |
98.039 |
98.039 |
98.302 |
97.879 |
S2 |
97.719 |
97.719 |
98.245 |
|
S3 |
97.104 |
97.424 |
98.189 |
|
S4 |
96.489 |
96.809 |
98.020 |
|
|
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 |
98.630 |
96.720 |
1.910 |
1.9% |
0.742 |
0.8% |
86% |
True |
False |
597 |
10 |
98.630 |
96.710 |
1.920 |
2.0% |
0.728 |
0.7% |
86% |
True |
False |
621 |
20 |
98.630 |
95.945 |
2.685 |
2.7% |
0.749 |
0.8% |
90% |
True |
False |
576 |
40 |
98.630 |
94.090 |
4.540 |
4.6% |
0.761 |
0.8% |
94% |
True |
False |
444 |
60 |
98.630 |
93.815 |
4.815 |
4.9% |
0.832 |
0.8% |
94% |
True |
False |
341 |
80 |
100.520 |
93.815 |
6.705 |
6.8% |
0.843 |
0.9% |
68% |
False |
False |
273 |
100 |
102.000 |
93.815 |
8.185 |
8.3% |
0.916 |
0.9% |
56% |
False |
False |
235 |
120 |
102.450 |
93.815 |
8.635 |
8.8% |
0.879 |
0.9% |
53% |
False |
False |
203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.244 |
2.618 |
100.240 |
1.618 |
99.625 |
1.000 |
99.245 |
0.618 |
99.010 |
HIGH |
98.630 |
0.618 |
98.395 |
0.500 |
98.323 |
0.382 |
98.250 |
LOW |
98.015 |
0.618 |
97.635 |
1.000 |
97.400 |
1.618 |
97.020 |
2.618 |
96.405 |
4.250 |
95.401 |
|
|
Fisher Pivots for day following 05-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
98.346 |
98.280 |
PP |
98.334 |
98.201 |
S1 |
98.323 |
98.123 |
|