ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 03-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
95.740 |
96.300 |
0.560 |
0.6% |
95.235 |
High |
96.240 |
96.920 |
0.680 |
0.7% |
96.635 |
Low |
95.740 |
96.070 |
0.330 |
0.3% |
92.850 |
Close |
96.127 |
96.706 |
0.579 |
0.6% |
96.408 |
Range |
0.500 |
0.850 |
0.350 |
70.0% |
3.785 |
ATR |
0.912 |
0.908 |
-0.004 |
-0.5% |
0.000 |
Volume |
2,272 |
4,104 |
1,832 |
80.6% |
17,500 |
|
Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.115 |
98.761 |
97.174 |
|
R3 |
98.265 |
97.911 |
96.940 |
|
R2 |
97.415 |
97.415 |
96.862 |
|
R1 |
97.061 |
97.061 |
96.784 |
97.238 |
PP |
96.565 |
96.565 |
96.565 |
96.654 |
S1 |
96.211 |
96.211 |
96.628 |
96.388 |
S2 |
95.715 |
95.715 |
96.550 |
|
S3 |
94.865 |
95.361 |
96.472 |
|
S4 |
94.015 |
94.511 |
96.239 |
|
|
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 |
96.920 |
95.500 |
1.420 |
1.5% |
0.716 |
0.7% |
85% |
True |
False |
2,801 |
10 |
96.920 |
92.850 |
4.070 |
4.2% |
1.096 |
1.1% |
95% |
True |
False |
3,086 |
20 |
98.740 |
92.850 |
5.890 |
6.1% |
0.931 |
1.0% |
65% |
False |
False |
2,202 |
40 |
98.740 |
92.850 |
5.890 |
6.1% |
0.833 |
0.9% |
65% |
False |
False |
1,394 |
60 |
98.740 |
92.850 |
5.890 |
6.1% |
0.810 |
0.8% |
65% |
False |
False |
1,040 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.848 |
0.9% |
65% |
False |
False |
817 |
100 |
99.835 |
92.850 |
6.985 |
7.2% |
0.854 |
0.9% |
55% |
False |
False |
667 |
120 |
101.190 |
92.850 |
8.340 |
8.6% |
0.881 |
0.9% |
46% |
False |
False |
570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.533 |
2.618 |
99.145 |
1.618 |
98.295 |
1.000 |
97.770 |
0.618 |
97.445 |
HIGH |
96.920 |
0.618 |
96.595 |
0.500 |
96.495 |
0.382 |
96.395 |
LOW |
96.070 |
0.618 |
95.545 |
1.000 |
95.220 |
1.618 |
94.695 |
2.618 |
93.845 |
4.250 |
92.458 |
|
|
Fisher Pivots for day following 03-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
96.636 |
96.541 |
PP |
96.565 |
96.375 |
S1 |
96.495 |
96.210 |
|