ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 29-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
97.435 |
96.655 |
-0.780 |
-0.8% |
98.080 |
| High |
97.525 |
96.705 |
-0.820 |
-0.8% |
99.160 |
| Low |
96.580 |
95.175 |
-1.405 |
-1.5% |
97.395 |
| Close |
96.619 |
95.695 |
-0.924 |
-1.0% |
97.569 |
| Range |
0.945 |
1.530 |
0.585 |
61.9% |
1.765 |
| ATR |
1.015 |
1.052 |
0.037 |
3.6% |
0.000 |
| Volume |
697 |
794 |
97 |
13.9% |
2,958 |
|
| Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.448 |
99.602 |
96.537 |
|
| R3 |
98.918 |
98.072 |
96.116 |
|
| R2 |
97.388 |
97.388 |
95.976 |
|
| R1 |
96.542 |
96.542 |
95.835 |
96.200 |
| PP |
95.858 |
95.858 |
95.858 |
95.688 |
| S1 |
95.012 |
95.012 |
95.555 |
94.670 |
| S2 |
94.328 |
94.328 |
95.415 |
|
| S3 |
92.798 |
93.482 |
95.274 |
|
| S4 |
91.268 |
91.952 |
94.854 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.336 |
102.218 |
98.540 |
|
| R3 |
101.571 |
100.453 |
98.054 |
|
| R2 |
99.806 |
99.806 |
97.893 |
|
| R1 |
98.688 |
98.688 |
97.731 |
98.365 |
| PP |
98.041 |
98.041 |
98.041 |
97.880 |
| S1 |
96.923 |
96.923 |
97.407 |
96.600 |
| S2 |
96.276 |
96.276 |
97.245 |
|
| S3 |
94.511 |
95.158 |
97.084 |
|
| S4 |
92.746 |
93.393 |
96.598 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.105 |
95.175 |
3.930 |
4.1% |
1.083 |
1.1% |
13% |
False |
True |
662 |
| 10 |
99.400 |
95.175 |
4.225 |
4.4% |
0.980 |
1.0% |
12% |
False |
True |
745 |
| 20 |
100.715 |
95.175 |
5.540 |
5.8% |
1.007 |
1.1% |
9% |
False |
True |
661 |
| 40 |
101.615 |
95.175 |
6.440 |
6.7% |
1.160 |
1.2% |
8% |
False |
True |
580 |
| 60 |
101.615 |
94.800 |
6.815 |
7.1% |
0.963 |
1.0% |
13% |
False |
False |
402 |
| 80 |
101.615 |
92.200 |
9.415 |
9.8% |
0.898 |
0.9% |
37% |
False |
False |
309 |
| 100 |
101.615 |
88.385 |
13.230 |
13.8% |
0.796 |
0.8% |
55% |
False |
False |
254 |
| 120 |
101.615 |
87.825 |
13.790 |
14.4% |
0.736 |
0.8% |
57% |
False |
False |
215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.208 |
|
2.618 |
100.711 |
|
1.618 |
99.181 |
|
1.000 |
98.235 |
|
0.618 |
97.651 |
|
HIGH |
96.705 |
|
0.618 |
96.121 |
|
0.500 |
95.940 |
|
0.382 |
95.759 |
|
LOW |
95.175 |
|
0.618 |
94.229 |
|
1.000 |
93.645 |
|
1.618 |
92.699 |
|
2.618 |
91.169 |
|
4.250 |
88.673 |
|
|
| Fisher Pivots for day following 29-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.940 |
96.535 |
| PP |
95.858 |
96.255 |
| S1 |
95.777 |
95.975 |
|