ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 13-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
97.495 |
96.690 |
-0.805 |
-0.8% |
97.670 |
High |
97.700 |
97.130 |
-0.570 |
-0.6% |
98.740 |
Low |
96.275 |
96.475 |
0.200 |
0.2% |
97.615 |
Close |
96.610 |
96.774 |
0.164 |
0.2% |
97.949 |
Range |
1.425 |
0.655 |
-0.770 |
-54.0% |
1.125 |
ATR |
0.828 |
0.816 |
-0.012 |
-1.5% |
0.000 |
Volume |
1,406 |
2,592 |
1,186 |
84.4% |
3,640 |
|
Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.758 |
98.421 |
97.134 |
|
R3 |
98.103 |
97.766 |
96.954 |
|
R2 |
97.448 |
97.448 |
96.894 |
|
R1 |
97.111 |
97.111 |
96.834 |
97.280 |
PP |
96.793 |
96.793 |
96.793 |
96.877 |
S1 |
96.456 |
96.456 |
96.714 |
96.625 |
S2 |
96.138 |
96.138 |
96.654 |
|
S3 |
95.483 |
95.801 |
96.594 |
|
S4 |
94.828 |
95.146 |
96.414 |
|
|
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 |
2.5% |
0.948 |
1.0% |
20% |
False |
False |
1,389 |
10 |
98.740 |
96.275 |
2.465 |
2.5% |
0.834 |
0.9% |
20% |
False |
False |
1,041 |
20 |
98.740 |
96.275 |
2.465 |
2.5% |
0.760 |
0.8% |
20% |
False |
False |
812 |
40 |
98.740 |
94.370 |
4.370 |
4.5% |
0.769 |
0.8% |
55% |
False |
False |
600 |
60 |
98.740 |
94.090 |
4.650 |
4.8% |
0.829 |
0.9% |
58% |
False |
False |
462 |
80 |
99.390 |
93.815 |
5.575 |
5.8% |
0.841 |
0.9% |
53% |
False |
False |
367 |
100 |
101.190 |
93.815 |
7.375 |
7.6% |
0.842 |
0.9% |
40% |
False |
False |
304 |
120 |
102.450 |
93.815 |
8.635 |
8.9% |
0.910 |
0.9% |
34% |
False |
False |
268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.914 |
2.618 |
98.845 |
1.618 |
98.190 |
1.000 |
97.785 |
0.618 |
97.535 |
HIGH |
97.130 |
0.618 |
96.880 |
0.500 |
96.803 |
0.382 |
96.725 |
LOW |
96.475 |
0.618 |
96.070 |
1.000 |
95.820 |
1.618 |
95.415 |
2.618 |
94.760 |
4.250 |
93.691 |
|
|
Fisher Pivots for day following 13-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
96.803 |
97.100 |
PP |
96.793 |
96.991 |
S1 |
96.784 |
96.883 |
|