ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 20-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
97.265 |
96.805 |
-0.460 |
-0.5% |
97.985 |
High |
97.400 |
96.900 |
-0.500 |
-0.5% |
98.295 |
Low |
96.670 |
96.035 |
-0.635 |
-0.7% |
96.275 |
Close |
96.687 |
96.325 |
-0.362 |
-0.4% |
96.853 |
Range |
0.730 |
0.865 |
0.135 |
18.5% |
2.020 |
ATR |
0.739 |
0.748 |
0.009 |
1.2% |
0.000 |
Volume |
477 |
974 |
497 |
104.2% |
7,276 |
|
Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.015 |
98.535 |
96.801 |
|
R3 |
98.150 |
97.670 |
96.563 |
|
R2 |
97.285 |
97.285 |
96.484 |
|
R1 |
96.805 |
96.805 |
96.404 |
96.613 |
PP |
96.420 |
96.420 |
96.420 |
96.324 |
S1 |
95.940 |
95.940 |
96.246 |
95.748 |
S2 |
95.555 |
95.555 |
96.166 |
|
S3 |
94.690 |
95.075 |
96.087 |
|
S4 |
93.825 |
94.210 |
95.849 |
|
|
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 |
96.035 |
1.365 |
1.4% |
0.583 |
0.6% |
21% |
False |
True |
1,248 |
10 |
98.740 |
96.035 |
2.705 |
2.8% |
0.766 |
0.8% |
11% |
False |
True |
1,318 |
20 |
98.740 |
96.035 |
2.705 |
2.8% |
0.730 |
0.8% |
11% |
False |
True |
989 |
40 |
98.740 |
95.195 |
3.545 |
3.7% |
0.758 |
0.8% |
32% |
False |
False |
712 |
60 |
98.740 |
94.090 |
4.650 |
4.8% |
0.805 |
0.8% |
48% |
False |
False |
553 |
80 |
98.740 |
93.815 |
4.925 |
5.1% |
0.821 |
0.9% |
51% |
False |
False |
442 |
100 |
101.190 |
93.815 |
7.375 |
7.7% |
0.827 |
0.9% |
34% |
False |
False |
362 |
120 |
102.450 |
93.815 |
8.635 |
9.0% |
0.909 |
0.9% |
29% |
False |
False |
318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.576 |
2.618 |
99.165 |
1.618 |
98.300 |
1.000 |
97.765 |
0.618 |
97.435 |
HIGH |
96.900 |
0.618 |
96.570 |
0.500 |
96.468 |
0.382 |
96.365 |
LOW |
96.035 |
0.618 |
95.500 |
1.000 |
95.170 |
1.618 |
94.635 |
2.618 |
93.770 |
4.250 |
92.359 |
|
|
Fisher Pivots for day following 20-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
96.468 |
96.718 |
PP |
96.420 |
96.587 |
S1 |
96.373 |
96.456 |
|