ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 17-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
96.655 |
96.885 |
0.230 |
0.2% |
97.985 |
High |
97.005 |
97.280 |
0.275 |
0.3% |
98.295 |
Low |
96.445 |
96.860 |
0.415 |
0.4% |
96.275 |
Close |
96.853 |
97.135 |
0.282 |
0.3% |
96.853 |
Range |
0.560 |
0.420 |
-0.140 |
-25.0% |
2.020 |
ATR |
0.797 |
0.771 |
-0.026 |
-3.3% |
0.000 |
Volume |
889 |
3,252 |
2,363 |
265.8% |
7,276 |
|
Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.352 |
98.163 |
97.366 |
|
R3 |
97.932 |
97.743 |
97.251 |
|
R2 |
97.512 |
97.512 |
97.212 |
|
R1 |
97.323 |
97.323 |
97.174 |
97.418 |
PP |
97.092 |
97.092 |
97.092 |
97.139 |
S1 |
96.903 |
96.903 |
97.097 |
96.998 |
S2 |
96.672 |
96.672 |
97.058 |
|
S3 |
96.252 |
96.483 |
97.020 |
|
S4 |
95.832 |
96.063 |
96.904 |
|
|
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 |
97.925 |
96.275 |
1.650 |
1.7% |
0.747 |
0.8% |
52% |
False |
False |
1,890 |
10 |
98.740 |
96.275 |
2.465 |
2.5% |
0.761 |
0.8% |
35% |
False |
False |
1,302 |
20 |
98.740 |
96.275 |
2.465 |
2.5% |
0.762 |
0.8% |
35% |
False |
False |
964 |
40 |
98.740 |
94.860 |
3.880 |
4.0% |
0.767 |
0.8% |
59% |
False |
False |
680 |
60 |
98.740 |
94.090 |
4.650 |
4.8% |
0.807 |
0.8% |
65% |
False |
False |
528 |
80 |
98.740 |
93.815 |
4.925 |
5.1% |
0.833 |
0.9% |
67% |
False |
False |
417 |
100 |
101.190 |
93.815 |
7.375 |
7.6% |
0.827 |
0.9% |
45% |
False |
False |
344 |
120 |
102.450 |
93.815 |
8.635 |
8.9% |
0.908 |
0.9% |
38% |
False |
False |
302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.065 |
2.618 |
98.380 |
1.618 |
97.960 |
1.000 |
97.700 |
0.618 |
97.540 |
HIGH |
97.280 |
0.618 |
97.120 |
0.500 |
97.070 |
0.382 |
97.020 |
LOW |
96.860 |
0.618 |
96.600 |
1.000 |
96.440 |
1.618 |
96.180 |
2.618 |
95.760 |
4.250 |
95.075 |
|
|
Fisher Pivots for day following 17-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
97.113 |
97.044 |
PP |
97.092 |
96.953 |
S1 |
97.070 |
96.863 |
|