ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 07-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
98.290 |
98.215 |
-0.075 |
-0.1% |
97.670 |
High |
98.585 |
98.740 |
0.155 |
0.2% |
98.740 |
Low |
98.100 |
97.650 |
-0.450 |
-0.5% |
97.615 |
Close |
98.229 |
97.949 |
-0.280 |
-0.3% |
97.949 |
Range |
0.485 |
1.090 |
0.605 |
124.7% |
1.125 |
ATR |
0.759 |
0.782 |
0.024 |
3.1% |
0.000 |
Volume |
864 |
558 |
-306 |
-35.4% |
3,640 |
|
Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.383 |
100.756 |
98.549 |
|
R3 |
100.293 |
99.666 |
98.249 |
|
R2 |
99.203 |
99.203 |
98.149 |
|
R1 |
98.576 |
98.576 |
98.049 |
98.345 |
PP |
98.113 |
98.113 |
98.113 |
97.997 |
S1 |
97.486 |
97.486 |
97.849 |
97.255 |
S2 |
97.023 |
97.023 |
97.749 |
|
S3 |
95.933 |
96.396 |
97.649 |
|
S4 |
94.843 |
95.306 |
97.350 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.476 |
100.838 |
98.568 |
|
R3 |
100.351 |
99.713 |
98.258 |
|
R2 |
99.226 |
99.226 |
98.155 |
|
R1 |
98.588 |
98.588 |
98.052 |
98.907 |
PP |
98.101 |
98.101 |
98.101 |
98.261 |
S1 |
97.463 |
97.463 |
97.846 |
97.782 |
S2 |
96.976 |
96.976 |
97.743 |
|
S3 |
95.851 |
96.338 |
97.640 |
|
S4 |
94.726 |
95.213 |
97.330 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.740 |
97.615 |
1.125 |
1.1% |
0.679 |
0.7% |
30% |
True |
False |
728 |
10 |
98.740 |
96.710 |
2.030 |
2.1% |
0.758 |
0.8% |
61% |
True |
False |
620 |
20 |
98.740 |
96.100 |
2.640 |
2.7% |
0.742 |
0.8% |
70% |
True |
False |
598 |
40 |
98.740 |
94.090 |
4.650 |
4.7% |
0.756 |
0.8% |
83% |
True |
False |
470 |
60 |
98.740 |
93.835 |
4.905 |
5.0% |
0.829 |
0.8% |
84% |
True |
False |
362 |
80 |
99.630 |
93.815 |
5.815 |
5.9% |
0.832 |
0.8% |
71% |
False |
False |
290 |
100 |
101.190 |
93.815 |
7.375 |
7.5% |
0.856 |
0.9% |
56% |
False |
False |
245 |
120 |
102.450 |
93.815 |
8.635 |
8.8% |
0.884 |
0.9% |
48% |
False |
False |
215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.373 |
2.618 |
101.594 |
1.618 |
100.504 |
1.000 |
99.830 |
0.618 |
99.414 |
HIGH |
98.740 |
0.618 |
98.324 |
0.500 |
98.195 |
0.382 |
98.066 |
LOW |
97.650 |
0.618 |
96.976 |
1.000 |
96.560 |
1.618 |
95.886 |
2.618 |
94.796 |
4.250 |
93.018 |
|
|
Fisher Pivots for day following 07-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
98.195 |
98.195 |
PP |
98.113 |
98.113 |
S1 |
98.031 |
98.031 |
|