ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
97.100 |
96.410 |
-0.690 |
-0.7% |
94.000 |
| High |
96.920 |
96.500 |
-0.420 |
-0.4% |
96.800 |
| Low |
96.080 |
95.500 |
-0.580 |
-0.6% |
94.000 |
| Close |
96.449 |
95.768 |
-0.681 |
-0.7% |
96.243 |
| Range |
0.840 |
1.000 |
0.160 |
19.0% |
2.800 |
| ATR |
0.705 |
0.726 |
0.021 |
3.0% |
0.000 |
| Volume |
78 |
80 |
2 |
2.6% |
110 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.923 |
98.345 |
96.318 |
|
| R3 |
97.923 |
97.345 |
96.043 |
|
| R2 |
96.923 |
96.923 |
95.951 |
|
| R1 |
96.345 |
96.345 |
95.860 |
96.134 |
| PP |
95.923 |
95.923 |
95.923 |
95.817 |
| S1 |
95.345 |
95.345 |
95.676 |
95.134 |
| S2 |
94.923 |
94.923 |
95.585 |
|
| S3 |
93.923 |
94.345 |
95.493 |
|
| S4 |
92.923 |
93.345 |
95.218 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.081 |
102.962 |
97.783 |
|
| R3 |
101.281 |
100.162 |
97.013 |
|
| R2 |
98.481 |
98.481 |
96.756 |
|
| R1 |
97.362 |
97.362 |
96.500 |
97.922 |
| PP |
95.681 |
95.681 |
95.681 |
95.961 |
| S1 |
94.562 |
94.562 |
95.986 |
95.122 |
| S2 |
92.881 |
92.881 |
95.730 |
|
| S3 |
90.081 |
91.762 |
95.473 |
|
| S4 |
87.281 |
88.962 |
94.703 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.920 |
94.164 |
2.756 |
2.9% |
0.823 |
0.9% |
58% |
False |
False |
53 |
| 10 |
96.920 |
92.550 |
4.370 |
4.6% |
0.713 |
0.7% |
74% |
False |
False |
37 |
| 20 |
96.920 |
90.700 |
6.220 |
6.5% |
0.603 |
0.6% |
81% |
False |
False |
27 |
| 40 |
96.920 |
88.385 |
8.535 |
8.9% |
0.518 |
0.5% |
87% |
False |
False |
32 |
| 60 |
96.920 |
86.665 |
10.255 |
10.7% |
0.475 |
0.5% |
89% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.750 |
|
2.618 |
99.118 |
|
1.618 |
98.118 |
|
1.000 |
97.500 |
|
0.618 |
97.118 |
|
HIGH |
96.500 |
|
0.618 |
96.118 |
|
0.500 |
96.000 |
|
0.382 |
95.882 |
|
LOW |
95.500 |
|
0.618 |
94.882 |
|
1.000 |
94.500 |
|
1.618 |
93.882 |
|
2.618 |
92.882 |
|
4.250 |
91.250 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
96.000 |
96.210 |
| PP |
95.923 |
96.063 |
| S1 |
95.845 |
95.915 |
|