ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 01-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
96.420 |
96.160 |
-0.260 |
-0.3% |
95.235 |
High |
96.550 |
96.160 |
-0.390 |
-0.4% |
96.635 |
Low |
95.925 |
95.500 |
-0.425 |
-0.4% |
92.850 |
Close |
96.135 |
95.729 |
-0.406 |
-0.4% |
96.408 |
Range |
0.625 |
0.660 |
0.035 |
5.6% |
3.785 |
ATR |
0.965 |
0.943 |
-0.022 |
-2.3% |
0.000 |
Volume |
2,069 |
3,062 |
993 |
48.0% |
17,500 |
|
Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.776 |
97.413 |
96.092 |
|
R3 |
97.116 |
96.753 |
95.911 |
|
R2 |
96.456 |
96.456 |
95.850 |
|
R1 |
96.093 |
96.093 |
95.790 |
95.945 |
PP |
95.796 |
95.796 |
95.796 |
95.722 |
S1 |
95.433 |
95.433 |
95.669 |
95.285 |
S2 |
95.136 |
95.136 |
95.608 |
|
S3 |
94.476 |
94.773 |
95.548 |
|
S4 |
93.816 |
94.113 |
95.366 |
|
|
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 |
94.045 |
2.590 |
2.7% |
1.001 |
1.0% |
65% |
False |
False |
2,643 |
10 |
97.400 |
92.850 |
4.550 |
4.8% |
1.121 |
1.2% |
63% |
False |
False |
2,594 |
20 |
98.740 |
92.850 |
5.890 |
6.2% |
0.918 |
1.0% |
49% |
False |
False |
1,947 |
40 |
98.740 |
92.850 |
5.890 |
6.2% |
0.838 |
0.9% |
49% |
False |
False |
1,271 |
60 |
98.740 |
92.850 |
5.890 |
6.2% |
0.818 |
0.9% |
49% |
False |
False |
942 |
80 |
98.740 |
92.850 |
5.890 |
6.2% |
0.856 |
0.9% |
49% |
False |
False |
738 |
100 |
100.750 |
92.850 |
7.900 |
8.3% |
0.864 |
0.9% |
36% |
False |
False |
604 |
120 |
102.000 |
92.850 |
9.150 |
9.6% |
0.916 |
1.0% |
31% |
False |
False |
518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.965 |
2.618 |
97.888 |
1.618 |
97.228 |
1.000 |
96.820 |
0.618 |
96.568 |
HIGH |
96.160 |
0.618 |
95.908 |
0.500 |
95.830 |
0.382 |
95.752 |
LOW |
95.500 |
0.618 |
95.092 |
1.000 |
94.840 |
1.618 |
94.432 |
2.618 |
93.772 |
4.250 |
92.695 |
|
|
Fisher Pivots for day following 01-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
95.830 |
96.068 |
PP |
95.796 |
95.955 |
S1 |
95.763 |
95.842 |
|