ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 27-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
94.105 |
95.505 |
1.400 |
1.5% |
96.885 |
High |
95.800 |
96.375 |
0.575 |
0.6% |
97.400 |
Low |
94.045 |
95.355 |
1.310 |
1.4% |
95.150 |
Close |
95.446 |
95.970 |
0.524 |
0.5% |
95.330 |
Range |
1.755 |
1.020 |
-0.735 |
-41.9% |
2.250 |
ATR |
0.992 |
0.994 |
0.002 |
0.2% |
0.000 |
Volume |
2,955 |
2,627 |
-328 |
-11.1% |
7,210 |
|
Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.960 |
98.485 |
96.531 |
|
R3 |
97.940 |
97.465 |
96.251 |
|
R2 |
96.920 |
96.920 |
96.157 |
|
R1 |
96.445 |
96.445 |
96.064 |
96.683 |
PP |
95.900 |
95.900 |
95.900 |
96.019 |
S1 |
95.425 |
95.425 |
95.877 |
95.663 |
S2 |
94.880 |
94.880 |
95.783 |
|
S3 |
93.860 |
94.405 |
95.690 |
|
S4 |
92.840 |
93.385 |
95.409 |
|
|
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 |
96.375 |
92.850 |
3.525 |
3.7% |
1.476 |
1.5% |
89% |
True |
False |
3,371 |
10 |
97.400 |
92.850 |
4.550 |
4.7% |
1.030 |
1.1% |
69% |
False |
False |
2,309 |
20 |
98.740 |
92.850 |
5.890 |
6.1% |
0.932 |
1.0% |
53% |
False |
False |
1,675 |
40 |
98.740 |
92.850 |
5.890 |
6.1% |
0.827 |
0.9% |
53% |
False |
False |
1,091 |
60 |
98.740 |
92.850 |
5.890 |
6.1% |
0.840 |
0.9% |
53% |
False |
False |
826 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.856 |
0.9% |
53% |
False |
False |
645 |
100 |
101.190 |
92.850 |
8.340 |
8.7% |
0.860 |
0.9% |
37% |
False |
False |
529 |
120 |
102.450 |
92.850 |
9.600 |
10.0% |
0.926 |
1.0% |
33% |
False |
False |
457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.710 |
2.618 |
99.045 |
1.618 |
98.025 |
1.000 |
97.395 |
0.618 |
97.005 |
HIGH |
96.375 |
0.618 |
95.985 |
0.500 |
95.865 |
0.382 |
95.745 |
LOW |
95.355 |
0.618 |
94.725 |
1.000 |
94.335 |
1.618 |
93.705 |
2.618 |
92.685 |
4.250 |
91.020 |
|
|
Fisher Pivots for day following 27-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
95.935 |
95.681 |
PP |
95.900 |
95.392 |
S1 |
95.865 |
95.103 |
|