ICE US Dollar Index Future September 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 |
95.805 |
96.190 |
0.385 |
0.4% |
94.880 |
High |
96.355 |
96.260 |
-0.095 |
-0.1% |
96.355 |
Low |
95.400 |
95.640 |
0.240 |
0.3% |
92.520 |
Close |
96.135 |
95.854 |
-0.281 |
-0.3% |
96.135 |
Range |
0.955 |
0.620 |
-0.335 |
-35.1% |
3.835 |
ATR |
1.017 |
0.989 |
-0.028 |
-2.8% |
0.000 |
Volume |
45,741 |
36,265 |
-9,476 |
-20.7% |
407,919 |
|
Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.778 |
97.436 |
96.195 |
|
R3 |
97.158 |
96.816 |
96.025 |
|
R2 |
96.538 |
96.538 |
95.968 |
|
R1 |
96.196 |
96.196 |
95.911 |
96.057 |
PP |
95.918 |
95.918 |
95.918 |
95.849 |
S1 |
95.576 |
95.576 |
95.797 |
95.437 |
S2 |
95.298 |
95.298 |
95.740 |
|
S3 |
94.678 |
94.956 |
95.684 |
|
S4 |
94.058 |
94.336 |
95.513 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.508 |
105.157 |
98.244 |
|
R3 |
102.673 |
101.322 |
97.190 |
|
R2 |
98.838 |
98.838 |
96.838 |
|
R1 |
97.487 |
97.487 |
96.487 |
98.163 |
PP |
95.003 |
95.003 |
95.003 |
95.341 |
S1 |
93.652 |
93.652 |
95.783 |
94.328 |
S2 |
91.168 |
91.168 |
95.432 |
|
S3 |
87.333 |
89.817 |
95.080 |
|
S4 |
83.498 |
85.982 |
94.026 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.355 |
93.500 |
2.855 |
3.0% |
1.118 |
1.2% |
82% |
False |
False |
60,272 |
10 |
97.105 |
92.520 |
4.585 |
4.8% |
1.108 |
1.2% |
73% |
False |
False |
62,366 |
20 |
98.425 |
92.520 |
5.905 |
6.2% |
0.949 |
1.0% |
56% |
False |
False |
52,546 |
40 |
98.425 |
92.520 |
5.905 |
6.2% |
0.878 |
0.9% |
56% |
False |
False |
45,213 |
60 |
98.425 |
92.520 |
5.905 |
6.2% |
0.890 |
0.9% |
56% |
False |
False |
43,754 |
80 |
98.425 |
92.520 |
5.905 |
6.2% |
0.917 |
1.0% |
56% |
False |
False |
33,675 |
100 |
100.715 |
92.520 |
8.195 |
8.5% |
0.933 |
1.0% |
41% |
False |
False |
27,130 |
120 |
101.615 |
92.520 |
9.095 |
9.5% |
0.996 |
1.0% |
37% |
False |
False |
22,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.895 |
2.618 |
97.883 |
1.618 |
97.263 |
1.000 |
96.880 |
0.618 |
96.643 |
HIGH |
96.260 |
0.618 |
96.023 |
0.500 |
95.950 |
0.382 |
95.877 |
LOW |
95.640 |
0.618 |
95.257 |
1.000 |
95.020 |
1.618 |
94.637 |
2.618 |
94.017 |
4.250 |
93.005 |
|
|
Fisher Pivots for day following 31-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
95.950 |
95.798 |
PP |
95.918 |
95.741 |
S1 |
95.886 |
95.685 |
|