ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 26-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
93.880 |
94.105 |
0.225 |
0.2% |
96.885 |
High |
95.040 |
95.800 |
0.760 |
0.8% |
97.400 |
Low |
93.830 |
94.045 |
0.215 |
0.2% |
95.150 |
Close |
94.869 |
95.446 |
0.577 |
0.6% |
95.330 |
Range |
1.210 |
1.755 |
0.545 |
45.0% |
2.250 |
ATR |
0.933 |
0.992 |
0.059 |
6.3% |
0.000 |
Volume |
7,127 |
2,955 |
-4,172 |
-58.5% |
7,210 |
|
Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.362 |
99.659 |
96.411 |
|
R3 |
98.607 |
97.904 |
95.929 |
|
R2 |
96.852 |
96.852 |
95.768 |
|
R1 |
96.149 |
96.149 |
95.607 |
96.501 |
PP |
95.097 |
95.097 |
95.097 |
95.273 |
S1 |
94.394 |
94.394 |
95.285 |
94.746 |
S2 |
93.342 |
93.342 |
95.124 |
|
S3 |
91.587 |
92.639 |
94.963 |
|
S4 |
89.832 |
90.884 |
94.481 |
|
|
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 |
96.900 |
92.850 |
4.050 |
4.2% |
1.445 |
1.5% |
64% |
False |
False |
3,040 |
10 |
97.400 |
92.850 |
4.550 |
4.8% |
0.993 |
1.0% |
57% |
False |
False |
2,306 |
20 |
98.740 |
92.850 |
5.890 |
6.2% |
0.911 |
1.0% |
44% |
False |
False |
1,563 |
40 |
98.740 |
92.850 |
5.890 |
6.2% |
0.816 |
0.9% |
44% |
False |
False |
1,032 |
60 |
98.740 |
92.850 |
5.890 |
6.2% |
0.839 |
0.9% |
44% |
False |
False |
784 |
80 |
98.740 |
92.850 |
5.890 |
6.2% |
0.859 |
0.9% |
44% |
False |
False |
613 |
100 |
101.190 |
92.850 |
8.340 |
8.7% |
0.852 |
0.9% |
31% |
False |
False |
502 |
120 |
102.450 |
92.850 |
9.600 |
10.1% |
0.931 |
1.0% |
27% |
False |
False |
436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.259 |
2.618 |
100.395 |
1.618 |
98.640 |
1.000 |
97.555 |
0.618 |
96.885 |
HIGH |
95.800 |
0.618 |
95.130 |
0.500 |
94.923 |
0.382 |
94.715 |
LOW |
94.045 |
0.618 |
92.960 |
1.000 |
92.290 |
1.618 |
91.205 |
2.618 |
89.450 |
4.250 |
86.586 |
|
|
Fisher Pivots for day following 26-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
95.272 |
95.072 |
PP |
95.097 |
94.699 |
S1 |
94.923 |
94.325 |
|