ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 02-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
96.160 |
95.740 |
-0.420 |
-0.4% |
95.235 |
High |
96.160 |
96.240 |
0.080 |
0.1% |
96.635 |
Low |
95.500 |
95.740 |
0.240 |
0.3% |
92.850 |
Close |
95.729 |
96.127 |
0.398 |
0.4% |
96.408 |
Range |
0.660 |
0.500 |
-0.160 |
-24.2% |
3.785 |
ATR |
0.943 |
0.912 |
-0.031 |
-3.3% |
0.000 |
Volume |
3,062 |
2,272 |
-790 |
-25.8% |
17,500 |
|
Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.536 |
97.331 |
96.402 |
|
R3 |
97.036 |
96.831 |
96.265 |
|
R2 |
96.536 |
96.536 |
96.219 |
|
R1 |
96.331 |
96.331 |
96.173 |
96.434 |
PP |
96.036 |
96.036 |
96.036 |
96.087 |
S1 |
95.831 |
95.831 |
96.081 |
95.934 |
S2 |
95.536 |
95.536 |
96.035 |
|
S3 |
95.036 |
95.331 |
95.990 |
|
S4 |
94.536 |
94.831 |
95.852 |
|
|
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 |
95.355 |
1.280 |
1.3% |
0.750 |
0.8% |
60% |
False |
False |
2,506 |
10 |
96.900 |
92.850 |
4.050 |
4.2% |
1.098 |
1.1% |
81% |
False |
False |
2,773 |
20 |
98.740 |
92.850 |
5.890 |
6.1% |
0.913 |
0.9% |
56% |
False |
False |
2,040 |
40 |
98.740 |
92.850 |
5.890 |
6.1% |
0.831 |
0.9% |
56% |
False |
False |
1,308 |
60 |
98.740 |
92.850 |
5.890 |
6.1% |
0.812 |
0.8% |
56% |
False |
False |
976 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.852 |
0.9% |
56% |
False |
False |
766 |
100 |
100.520 |
92.850 |
7.670 |
8.0% |
0.857 |
0.9% |
43% |
False |
False |
626 |
120 |
102.000 |
92.850 |
9.150 |
9.5% |
0.915 |
1.0% |
36% |
False |
False |
536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.365 |
2.618 |
97.549 |
1.618 |
97.049 |
1.000 |
96.740 |
0.618 |
96.549 |
HIGH |
96.240 |
0.618 |
96.049 |
0.500 |
95.990 |
0.382 |
95.931 |
LOW |
95.740 |
0.618 |
95.431 |
1.000 |
95.240 |
1.618 |
94.931 |
2.618 |
94.431 |
4.250 |
93.615 |
|
|
Fisher Pivots for day following 02-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
96.081 |
96.093 |
PP |
96.036 |
96.059 |
S1 |
95.990 |
96.025 |
|