ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 14-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
96.690 |
96.655 |
-0.035 |
0.0% |
97.985 |
High |
97.130 |
97.005 |
-0.125 |
-0.1% |
98.295 |
Low |
96.475 |
96.445 |
-0.030 |
0.0% |
96.275 |
Close |
96.774 |
96.853 |
0.079 |
0.1% |
96.853 |
Range |
0.655 |
0.560 |
-0.095 |
-14.5% |
2.020 |
ATR |
0.816 |
0.797 |
-0.018 |
-2.2% |
0.000 |
Volume |
2,592 |
889 |
-1,703 |
-65.7% |
7,276 |
|
Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.448 |
98.210 |
97.161 |
|
R3 |
97.888 |
97.650 |
97.007 |
|
R2 |
97.328 |
97.328 |
96.956 |
|
R1 |
97.090 |
97.090 |
96.904 |
97.209 |
PP |
96.768 |
96.768 |
96.768 |
96.827 |
S1 |
96.530 |
96.530 |
96.802 |
96.649 |
S2 |
96.208 |
96.208 |
96.750 |
|
S3 |
95.648 |
95.970 |
96.699 |
|
S4 |
95.088 |
95.410 |
96.545 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.201 |
102.047 |
97.964 |
|
R3 |
101.181 |
100.027 |
97.409 |
|
R2 |
99.161 |
99.161 |
97.223 |
|
R1 |
98.007 |
98.007 |
97.038 |
97.574 |
PP |
97.141 |
97.141 |
97.141 |
96.925 |
S1 |
95.987 |
95.987 |
96.668 |
95.554 |
S2 |
95.121 |
95.121 |
96.483 |
|
S3 |
93.101 |
93.967 |
96.298 |
|
S4 |
91.081 |
91.947 |
95.742 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.295 |
96.275 |
2.020 |
2.1% |
0.842 |
0.9% |
29% |
False |
False |
1,455 |
10 |
98.740 |
96.275 |
2.465 |
2.5% |
0.761 |
0.8% |
23% |
False |
False |
1,091 |
20 |
98.740 |
96.275 |
2.465 |
2.5% |
0.760 |
0.8% |
23% |
False |
False |
820 |
40 |
98.740 |
94.370 |
4.370 |
4.5% |
0.771 |
0.8% |
57% |
False |
False |
605 |
60 |
98.740 |
94.090 |
4.650 |
4.8% |
0.831 |
0.9% |
59% |
False |
False |
474 |
80 |
98.740 |
93.815 |
4.925 |
5.1% |
0.836 |
0.9% |
62% |
False |
False |
377 |
100 |
101.190 |
93.815 |
7.375 |
7.6% |
0.830 |
0.9% |
41% |
False |
False |
313 |
120 |
102.450 |
93.815 |
8.635 |
8.9% |
0.907 |
0.9% |
35% |
False |
False |
275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.385 |
2.618 |
98.471 |
1.618 |
97.911 |
1.000 |
97.565 |
0.618 |
97.351 |
HIGH |
97.005 |
0.618 |
96.791 |
0.500 |
96.725 |
0.382 |
96.659 |
LOW |
96.445 |
0.618 |
96.099 |
1.000 |
95.885 |
1.618 |
95.539 |
2.618 |
94.979 |
4.250 |
94.065 |
|
|
Fisher Pivots for day following 14-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
96.810 |
96.988 |
PP |
96.768 |
96.943 |
S1 |
96.725 |
96.898 |
|