ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 28-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
95.505 |
96.100 |
0.595 |
0.6% |
95.235 |
High |
96.375 |
96.635 |
0.260 |
0.3% |
96.635 |
Low |
95.355 |
95.690 |
0.335 |
0.4% |
92.850 |
Close |
95.970 |
96.408 |
0.438 |
0.5% |
96.408 |
Range |
1.020 |
0.945 |
-0.075 |
-7.4% |
3.785 |
ATR |
0.994 |
0.991 |
-0.004 |
-0.4% |
0.000 |
Volume |
2,627 |
2,502 |
-125 |
-4.8% |
17,500 |
|
Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.079 |
98.689 |
96.928 |
|
R3 |
98.134 |
97.744 |
96.668 |
|
R2 |
97.189 |
97.189 |
96.581 |
|
R1 |
96.799 |
96.799 |
96.495 |
96.994 |
PP |
96.244 |
96.244 |
96.244 |
96.342 |
S1 |
95.854 |
95.854 |
96.321 |
96.049 |
S2 |
95.299 |
95.299 |
96.235 |
|
S3 |
94.354 |
94.909 |
96.148 |
|
S4 |
93.409 |
93.964 |
95.888 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.653 |
105.315 |
98.490 |
|
R3 |
102.868 |
101.530 |
97.449 |
|
R2 |
99.083 |
99.083 |
97.102 |
|
R1 |
97.745 |
97.745 |
96.755 |
98.414 |
PP |
95.298 |
95.298 |
95.298 |
95.632 |
S1 |
93.960 |
93.960 |
96.061 |
94.629 |
S2 |
91.513 |
91.513 |
95.714 |
|
S3 |
87.728 |
90.175 |
95.367 |
|
S4 |
83.943 |
86.390 |
94.326 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.635 |
92.850 |
3.785 |
3.9% |
1.470 |
1.5% |
94% |
True |
False |
3,500 |
10 |
97.400 |
92.850 |
4.550 |
4.7% |
1.068 |
1.1% |
78% |
False |
False |
2,471 |
20 |
98.740 |
92.850 |
5.890 |
6.1% |
0.914 |
0.9% |
60% |
False |
False |
1,781 |
40 |
98.740 |
92.850 |
5.890 |
6.1% |
0.845 |
0.9% |
60% |
False |
False |
1,151 |
60 |
98.740 |
92.850 |
5.890 |
6.1% |
0.832 |
0.9% |
60% |
False |
False |
865 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.855 |
0.9% |
60% |
False |
False |
675 |
100 |
101.190 |
92.850 |
8.340 |
8.7% |
0.864 |
0.9% |
43% |
False |
False |
554 |
120 |
102.450 |
92.850 |
9.600 |
10.0% |
0.921 |
1.0% |
37% |
False |
False |
477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.651 |
2.618 |
99.109 |
1.618 |
98.164 |
1.000 |
97.580 |
0.618 |
97.219 |
HIGH |
96.635 |
0.618 |
96.274 |
0.500 |
96.163 |
0.382 |
96.051 |
LOW |
95.690 |
0.618 |
95.106 |
1.000 |
94.745 |
1.618 |
94.161 |
2.618 |
93.216 |
4.250 |
91.674 |
|
|
Fisher Pivots for day following 28-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
96.326 |
96.052 |
PP |
96.244 |
95.696 |
S1 |
96.163 |
95.340 |
|