ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 12-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
97.540 |
97.495 |
-0.045 |
0.0% |
97.670 |
High |
97.925 |
97.700 |
-0.225 |
-0.2% |
98.740 |
Low |
97.250 |
96.275 |
-0.975 |
-1.0% |
97.615 |
Close |
97.663 |
96.610 |
-1.053 |
-1.1% |
97.949 |
Range |
0.675 |
1.425 |
0.750 |
111.1% |
1.125 |
ATR |
0.782 |
0.828 |
0.046 |
5.9% |
0.000 |
Volume |
1,313 |
1,406 |
93 |
7.1% |
3,640 |
|
Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.137 |
100.298 |
97.394 |
|
R3 |
99.712 |
98.873 |
97.002 |
|
R2 |
98.287 |
98.287 |
96.871 |
|
R1 |
97.448 |
97.448 |
96.741 |
97.155 |
PP |
96.862 |
96.862 |
96.862 |
96.715 |
S1 |
96.023 |
96.023 |
96.479 |
95.730 |
S2 |
95.437 |
95.437 |
96.349 |
|
S3 |
94.012 |
94.598 |
96.218 |
|
S4 |
92.587 |
93.173 |
95.826 |
|
|
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 |
96.275 |
2.465 |
2.6% |
0.914 |
0.9% |
14% |
False |
True |
1,043 |
10 |
98.740 |
96.275 |
2.465 |
2.6% |
0.828 |
0.9% |
14% |
False |
True |
820 |
20 |
98.740 |
96.275 |
2.465 |
2.6% |
0.754 |
0.8% |
14% |
False |
True |
703 |
40 |
98.740 |
94.090 |
4.650 |
4.8% |
0.770 |
0.8% |
54% |
False |
False |
547 |
60 |
98.740 |
94.090 |
4.650 |
4.8% |
0.828 |
0.9% |
54% |
False |
False |
423 |
80 |
99.390 |
93.815 |
5.575 |
5.8% |
0.845 |
0.9% |
50% |
False |
False |
336 |
100 |
101.190 |
93.815 |
7.375 |
7.6% |
0.841 |
0.9% |
38% |
False |
False |
278 |
120 |
102.450 |
93.815 |
8.635 |
8.9% |
0.908 |
0.9% |
32% |
False |
False |
246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.756 |
2.618 |
101.431 |
1.618 |
100.006 |
1.000 |
99.125 |
0.618 |
98.581 |
HIGH |
97.700 |
0.618 |
97.156 |
0.500 |
96.988 |
0.382 |
96.819 |
LOW |
96.275 |
0.618 |
95.394 |
1.000 |
94.850 |
1.618 |
93.969 |
2.618 |
92.544 |
4.250 |
90.219 |
|
|
Fisher Pivots for day following 12-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
96.988 |
97.285 |
PP |
96.862 |
97.060 |
S1 |
96.736 |
96.835 |
|