ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 31-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
96.100 |
96.420 |
0.320 |
0.3% |
95.235 |
High |
96.635 |
96.550 |
-0.085 |
-0.1% |
96.635 |
Low |
95.690 |
95.925 |
0.235 |
0.2% |
92.850 |
Close |
96.408 |
96.135 |
-0.273 |
-0.3% |
96.408 |
Range |
0.945 |
0.625 |
-0.320 |
-33.9% |
3.785 |
ATR |
0.991 |
0.965 |
-0.026 |
-2.6% |
0.000 |
Volume |
2,502 |
2,069 |
-433 |
-17.3% |
17,500 |
|
Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.078 |
97.732 |
96.479 |
|
R3 |
97.453 |
97.107 |
96.307 |
|
R2 |
96.828 |
96.828 |
96.250 |
|
R1 |
96.482 |
96.482 |
96.192 |
96.343 |
PP |
96.203 |
96.203 |
96.203 |
96.134 |
S1 |
95.857 |
95.857 |
96.078 |
95.718 |
S2 |
95.578 |
95.578 |
96.020 |
|
S3 |
94.953 |
95.232 |
95.963 |
|
S4 |
94.328 |
94.607 |
95.791 |
|
|
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 |
93.830 |
2.805 |
2.9% |
1.111 |
1.2% |
82% |
False |
False |
3,456 |
10 |
97.400 |
92.850 |
4.550 |
4.7% |
1.089 |
1.1% |
72% |
False |
False |
2,352 |
20 |
98.740 |
92.850 |
5.890 |
6.1% |
0.925 |
1.0% |
56% |
False |
False |
1,827 |
40 |
98.740 |
92.850 |
5.890 |
6.1% |
0.845 |
0.9% |
56% |
False |
False |
1,201 |
60 |
98.740 |
92.850 |
5.890 |
6.1% |
0.821 |
0.9% |
56% |
False |
False |
897 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.852 |
0.9% |
56% |
False |
False |
700 |
100 |
101.190 |
92.850 |
8.340 |
8.7% |
0.864 |
0.9% |
39% |
False |
False |
574 |
120 |
102.450 |
92.850 |
9.600 |
10.0% |
0.919 |
1.0% |
34% |
False |
False |
493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.206 |
2.618 |
98.186 |
1.618 |
97.561 |
1.000 |
97.175 |
0.618 |
96.936 |
HIGH |
96.550 |
0.618 |
96.311 |
0.500 |
96.238 |
0.382 |
96.164 |
LOW |
95.925 |
0.618 |
95.539 |
1.000 |
95.300 |
1.618 |
94.914 |
2.618 |
94.289 |
4.250 |
93.269 |
|
|
Fisher Pivots for day following 31-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
96.238 |
96.088 |
PP |
96.203 |
96.042 |
S1 |
96.169 |
95.995 |
|