ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 18-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
96.885 |
97.200 |
0.315 |
0.3% |
97.985 |
High |
97.280 |
97.400 |
0.120 |
0.1% |
98.295 |
Low |
96.860 |
97.060 |
0.200 |
0.2% |
96.275 |
Close |
97.135 |
97.388 |
0.253 |
0.3% |
96.853 |
Range |
0.420 |
0.340 |
-0.080 |
-19.0% |
2.020 |
ATR |
0.771 |
0.740 |
-0.031 |
-4.0% |
0.000 |
Volume |
3,252 |
649 |
-2,603 |
-80.0% |
7,276 |
|
Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.303 |
98.185 |
97.575 |
|
R3 |
97.963 |
97.845 |
97.482 |
|
R2 |
97.623 |
97.623 |
97.450 |
|
R1 |
97.505 |
97.505 |
97.419 |
97.564 |
PP |
97.283 |
97.283 |
97.283 |
97.312 |
S1 |
97.165 |
97.165 |
97.357 |
97.224 |
S2 |
96.943 |
96.943 |
97.326 |
|
S3 |
96.603 |
96.825 |
97.295 |
|
S4 |
96.263 |
96.485 |
97.201 |
|
|
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 |
97.700 |
96.275 |
1.425 |
1.5% |
0.680 |
0.7% |
78% |
False |
False |
1,757 |
10 |
98.740 |
96.275 |
2.465 |
2.5% |
0.716 |
0.7% |
45% |
False |
False |
1,300 |
20 |
98.740 |
96.275 |
2.465 |
2.5% |
0.725 |
0.7% |
45% |
False |
False |
973 |
40 |
98.740 |
95.195 |
3.545 |
3.6% |
0.742 |
0.8% |
62% |
False |
False |
689 |
60 |
98.740 |
94.090 |
4.650 |
4.8% |
0.801 |
0.8% |
71% |
False |
False |
537 |
80 |
98.740 |
93.815 |
4.925 |
5.1% |
0.830 |
0.9% |
73% |
False |
False |
425 |
100 |
101.190 |
93.815 |
7.375 |
7.6% |
0.824 |
0.8% |
48% |
False |
False |
350 |
120 |
102.450 |
93.815 |
8.635 |
8.9% |
0.903 |
0.9% |
41% |
False |
False |
307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.845 |
2.618 |
98.290 |
1.618 |
97.950 |
1.000 |
97.740 |
0.618 |
97.610 |
HIGH |
97.400 |
0.618 |
97.270 |
0.500 |
97.230 |
0.382 |
97.190 |
LOW |
97.060 |
0.618 |
96.850 |
1.000 |
96.720 |
1.618 |
96.510 |
2.618 |
96.170 |
4.250 |
95.615 |
|
|
Fisher Pivots for day following 18-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
97.335 |
97.233 |
PP |
97.283 |
97.078 |
S1 |
97.230 |
96.923 |
|