ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 24-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
96.125 |
95.235 |
-0.890 |
-0.9% |
96.885 |
High |
96.125 |
95.270 |
-0.855 |
-0.9% |
97.400 |
Low |
95.150 |
92.850 |
-2.300 |
-2.4% |
95.150 |
Close |
95.330 |
93.676 |
-1.654 |
-1.7% |
95.330 |
Range |
0.975 |
2.420 |
1.445 |
148.2% |
2.250 |
ATR |
0.779 |
0.900 |
0.122 |
15.6% |
0.000 |
Volume |
1,858 |
2,289 |
431 |
23.2% |
7,210 |
|
Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.192 |
99.854 |
95.007 |
|
R3 |
98.772 |
97.434 |
94.342 |
|
R2 |
96.352 |
96.352 |
94.120 |
|
R1 |
95.014 |
95.014 |
93.898 |
94.473 |
PP |
93.932 |
93.932 |
93.932 |
93.662 |
S1 |
92.594 |
92.594 |
93.454 |
92.053 |
S2 |
91.512 |
91.512 |
93.232 |
|
S3 |
89.092 |
90.174 |
93.011 |
|
S4 |
86.672 |
87.754 |
92.345 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.710 |
101.270 |
96.568 |
|
R3 |
100.460 |
99.020 |
95.949 |
|
R2 |
98.210 |
98.210 |
95.743 |
|
R1 |
96.770 |
96.770 |
95.536 |
96.365 |
PP |
95.960 |
95.960 |
95.960 |
95.758 |
S1 |
94.520 |
94.520 |
95.124 |
94.115 |
S2 |
93.710 |
93.710 |
94.918 |
|
S3 |
91.460 |
92.270 |
94.711 |
|
S4 |
89.210 |
90.020 |
94.093 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.400 |
92.850 |
4.550 |
4.9% |
1.066 |
1.1% |
18% |
False |
True |
1,249 |
10 |
97.925 |
92.850 |
5.075 |
5.4% |
0.907 |
1.0% |
16% |
False |
True |
1,569 |
20 |
98.740 |
92.850 |
5.890 |
6.3% |
0.826 |
0.9% |
14% |
False |
True |
1,126 |
40 |
98.740 |
92.850 |
5.890 |
6.3% |
0.785 |
0.8% |
14% |
False |
True |
808 |
60 |
98.740 |
92.850 |
5.890 |
6.3% |
0.844 |
0.9% |
14% |
False |
True |
620 |
80 |
98.740 |
92.850 |
5.890 |
6.3% |
0.840 |
0.9% |
14% |
False |
True |
490 |
100 |
101.190 |
92.850 |
8.340 |
8.9% |
0.837 |
0.9% |
10% |
False |
True |
402 |
120 |
102.450 |
92.850 |
9.600 |
10.2% |
0.919 |
1.0% |
9% |
False |
True |
352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.555 |
2.618 |
101.606 |
1.618 |
99.186 |
1.000 |
97.690 |
0.618 |
96.766 |
HIGH |
95.270 |
0.618 |
94.346 |
0.500 |
94.060 |
0.382 |
93.774 |
LOW |
92.850 |
0.618 |
91.354 |
1.000 |
90.430 |
1.618 |
88.934 |
2.618 |
86.514 |
4.250 |
82.565 |
|
|
Fisher Pivots for day following 24-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
94.060 |
94.875 |
PP |
93.932 |
94.475 |
S1 |
93.804 |
94.076 |
|