ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 04-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
96.300 |
96.680 |
0.380 |
0.4% |
96.420 |
High |
96.920 |
96.895 |
-0.025 |
0.0% |
96.920 |
Low |
96.070 |
95.810 |
-0.260 |
-0.3% |
95.500 |
Close |
96.706 |
96.525 |
-0.181 |
-0.2% |
96.525 |
Range |
0.850 |
1.085 |
0.235 |
27.6% |
1.420 |
ATR |
0.908 |
0.920 |
0.013 |
1.4% |
0.000 |
Volume |
4,104 |
5,368 |
1,264 |
30.8% |
16,875 |
|
Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.665 |
99.180 |
97.122 |
|
R3 |
98.580 |
98.095 |
96.823 |
|
R2 |
97.495 |
97.495 |
96.724 |
|
R1 |
97.010 |
97.010 |
96.624 |
96.710 |
PP |
96.410 |
96.410 |
96.410 |
96.260 |
S1 |
95.925 |
95.925 |
96.426 |
95.625 |
S2 |
95.325 |
95.325 |
96.326 |
|
S3 |
94.240 |
94.840 |
96.227 |
|
S4 |
93.155 |
93.755 |
95.928 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.575 |
99.970 |
97.306 |
|
R3 |
99.155 |
98.550 |
96.916 |
|
R2 |
97.735 |
97.735 |
96.785 |
|
R1 |
97.130 |
97.130 |
96.655 |
97.433 |
PP |
96.315 |
96.315 |
96.315 |
96.466 |
S1 |
95.710 |
95.710 |
96.395 |
96.013 |
S2 |
94.895 |
94.895 |
96.265 |
|
S3 |
93.475 |
94.290 |
96.135 |
|
S4 |
92.055 |
92.870 |
95.744 |
|
|
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% |
0.744 |
0.8% |
72% |
False |
False |
3,375 |
10 |
96.920 |
92.850 |
4.070 |
4.2% |
1.107 |
1.1% |
90% |
False |
False |
3,437 |
20 |
98.295 |
92.850 |
5.445 |
5.6% |
0.931 |
1.0% |
67% |
False |
False |
2,443 |
40 |
98.740 |
92.850 |
5.890 |
6.1% |
0.836 |
0.9% |
62% |
False |
False |
1,520 |
60 |
98.740 |
92.850 |
5.890 |
6.1% |
0.814 |
0.8% |
62% |
False |
False |
1,128 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.854 |
0.9% |
62% |
False |
False |
882 |
100 |
99.630 |
92.850 |
6.780 |
7.0% |
0.852 |
0.9% |
54% |
False |
False |
720 |
120 |
101.190 |
92.850 |
8.340 |
8.6% |
0.869 |
0.9% |
44% |
False |
False |
612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.506 |
2.618 |
99.736 |
1.618 |
98.651 |
1.000 |
97.980 |
0.618 |
97.566 |
HIGH |
96.895 |
0.618 |
96.481 |
0.500 |
96.353 |
0.382 |
96.224 |
LOW |
95.810 |
0.618 |
95.139 |
1.000 |
94.725 |
1.618 |
94.054 |
2.618 |
92.969 |
4.250 |
91.199 |
|
|
Fisher Pivots for day following 04-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
96.468 |
96.460 |
PP |
96.410 |
96.395 |
S1 |
96.353 |
96.330 |
|