ICE US Dollar Index Future September 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 |
95.455 |
96.010 |
0.555 |
0.6% |
94.880 |
High |
95.970 |
96.635 |
0.665 |
0.7% |
96.355 |
Low |
95.450 |
95.810 |
0.360 |
0.4% |
92.520 |
Close |
95.844 |
96.423 |
0.579 |
0.6% |
96.135 |
Range |
0.520 |
0.825 |
0.305 |
58.7% |
3.835 |
ATR |
0.935 |
0.927 |
-0.008 |
-0.8% |
0.000 |
Volume |
46,440 |
56,012 |
9,572 |
20.6% |
407,919 |
|
Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.764 |
98.419 |
96.877 |
|
R3 |
97.939 |
97.594 |
96.650 |
|
R2 |
97.114 |
97.114 |
96.574 |
|
R1 |
96.769 |
96.769 |
96.499 |
96.942 |
PP |
96.289 |
96.289 |
96.289 |
96.376 |
S1 |
95.944 |
95.944 |
96.347 |
96.117 |
S2 |
95.464 |
95.464 |
96.272 |
|
S3 |
94.639 |
95.119 |
96.196 |
|
S4 |
93.814 |
94.294 |
95.969 |
|
|
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 |
96.635 |
95.210 |
1.425 |
1.5% |
0.720 |
0.7% |
85% |
True |
False |
47,626 |
10 |
96.635 |
92.520 |
4.115 |
4.3% |
1.105 |
1.1% |
95% |
True |
False |
66,195 |
20 |
98.425 |
92.520 |
5.905 |
6.1% |
0.948 |
1.0% |
66% |
False |
False |
54,799 |
40 |
98.425 |
92.520 |
5.905 |
6.1% |
0.862 |
0.9% |
66% |
False |
False |
46,069 |
60 |
98.425 |
92.520 |
5.905 |
6.1% |
0.870 |
0.9% |
66% |
False |
False |
45,019 |
80 |
98.425 |
92.520 |
5.905 |
6.1% |
0.914 |
0.9% |
66% |
False |
False |
35,571 |
100 |
100.070 |
92.520 |
7.550 |
7.8% |
0.923 |
1.0% |
52% |
False |
False |
28,668 |
120 |
100.850 |
92.520 |
8.330 |
8.6% |
0.988 |
1.0% |
47% |
False |
False |
23,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.141 |
2.618 |
98.795 |
1.618 |
97.970 |
1.000 |
97.460 |
0.618 |
97.145 |
HIGH |
96.635 |
0.618 |
96.320 |
0.500 |
96.223 |
0.382 |
96.125 |
LOW |
95.810 |
0.618 |
95.300 |
1.000 |
94.985 |
1.618 |
94.475 |
2.618 |
93.650 |
4.250 |
92.304 |
|
|
Fisher Pivots for day following 03-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
96.356 |
96.256 |
PP |
96.289 |
96.089 |
S1 |
96.223 |
95.923 |
|