ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 29-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
96.020 |
96.500 |
0.480 |
0.5% |
94.000 |
| High |
96.585 |
96.610 |
0.025 |
0.0% |
96.800 |
| Low |
96.020 |
95.600 |
-0.420 |
-0.4% |
94.000 |
| Close |
96.197 |
96.310 |
0.113 |
0.1% |
96.243 |
| Range |
0.565 |
1.010 |
0.445 |
78.8% |
2.800 |
| ATR |
0.732 |
0.752 |
0.020 |
2.7% |
0.000 |
| Volume |
52 |
13 |
-39 |
-75.0% |
110 |
|
| Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.203 |
98.767 |
96.866 |
|
| R3 |
98.193 |
97.757 |
96.588 |
|
| R2 |
97.183 |
97.183 |
96.495 |
|
| R1 |
96.747 |
96.747 |
96.403 |
96.460 |
| PP |
96.173 |
96.173 |
96.173 |
96.030 |
| S1 |
95.737 |
95.737 |
96.217 |
95.450 |
| S2 |
95.163 |
95.163 |
96.125 |
|
| S3 |
94.153 |
94.727 |
96.032 |
|
| S4 |
93.143 |
93.717 |
95.755 |
|
|
| 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 |
95.500 |
1.420 |
1.5% |
0.933 |
1.0% |
57% |
False |
False |
49 |
| 10 |
96.920 |
92.900 |
4.020 |
4.2% |
0.782 |
0.8% |
85% |
False |
False |
41 |
| 20 |
96.920 |
91.280 |
5.640 |
5.9% |
0.639 |
0.7% |
89% |
False |
False |
28 |
| 40 |
96.920 |
88.385 |
8.535 |
8.9% |
0.536 |
0.6% |
93% |
False |
False |
33 |
| 60 |
96.920 |
87.750 |
9.170 |
9.5% |
0.482 |
0.5% |
93% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.903 |
|
2.618 |
99.254 |
|
1.618 |
98.244 |
|
1.000 |
97.620 |
|
0.618 |
97.234 |
|
HIGH |
96.610 |
|
0.618 |
96.224 |
|
0.500 |
96.105 |
|
0.382 |
95.986 |
|
LOW |
95.600 |
|
0.618 |
94.976 |
|
1.000 |
94.590 |
|
1.618 |
93.966 |
|
2.618 |
92.956 |
|
4.250 |
91.308 |
|
|
| Fisher Pivots for day following 29-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
96.242 |
96.225 |
| PP |
96.173 |
96.140 |
| S1 |
96.105 |
96.055 |
|