ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 19-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
97.200 |
97.265 |
0.065 |
0.1% |
97.985 |
High |
97.400 |
97.400 |
0.000 |
0.0% |
98.295 |
Low |
97.060 |
96.670 |
-0.390 |
-0.4% |
96.275 |
Close |
97.388 |
96.687 |
-0.701 |
-0.7% |
96.853 |
Range |
0.340 |
0.730 |
0.390 |
114.7% |
2.020 |
ATR |
0.740 |
0.739 |
-0.001 |
-0.1% |
0.000 |
Volume |
649 |
477 |
-172 |
-26.5% |
7,276 |
|
Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.109 |
98.628 |
97.089 |
|
R3 |
98.379 |
97.898 |
96.888 |
|
R2 |
97.649 |
97.649 |
96.821 |
|
R1 |
97.168 |
97.168 |
96.754 |
97.044 |
PP |
96.919 |
96.919 |
96.919 |
96.857 |
S1 |
96.438 |
96.438 |
96.620 |
96.314 |
S2 |
96.189 |
96.189 |
96.553 |
|
S3 |
95.459 |
95.708 |
96.486 |
|
S4 |
94.729 |
94.978 |
96.286 |
|
|
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 |
97.400 |
96.445 |
0.955 |
1.0% |
0.541 |
0.6% |
25% |
True |
False |
1,571 |
10 |
98.740 |
96.275 |
2.465 |
2.5% |
0.728 |
0.8% |
17% |
False |
False |
1,307 |
20 |
98.740 |
96.275 |
2.465 |
2.5% |
0.728 |
0.8% |
17% |
False |
False |
964 |
40 |
98.740 |
95.195 |
3.545 |
3.7% |
0.746 |
0.8% |
42% |
False |
False |
692 |
60 |
98.740 |
94.090 |
4.650 |
4.8% |
0.802 |
0.8% |
56% |
False |
False |
537 |
80 |
98.740 |
93.815 |
4.925 |
5.1% |
0.831 |
0.9% |
58% |
False |
False |
430 |
100 |
101.190 |
93.815 |
7.375 |
7.6% |
0.824 |
0.9% |
39% |
False |
False |
354 |
120 |
102.450 |
93.815 |
8.635 |
8.9% |
0.908 |
0.9% |
33% |
False |
False |
310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.503 |
2.618 |
99.311 |
1.618 |
98.581 |
1.000 |
98.130 |
0.618 |
97.851 |
HIGH |
97.400 |
0.618 |
97.121 |
0.500 |
97.035 |
0.382 |
96.949 |
LOW |
96.670 |
0.618 |
96.219 |
1.000 |
95.940 |
1.618 |
95.489 |
2.618 |
94.759 |
4.250 |
93.568 |
|
|
Fisher Pivots for day following 19-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
97.035 |
97.035 |
PP |
96.919 |
96.919 |
S1 |
96.803 |
96.803 |
|