ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 30-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2015 |
30-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
96.655 |
95.675 |
-0.980 |
-1.0% |
98.080 |
| High |
96.705 |
95.900 |
-0.805 |
-0.8% |
99.160 |
| Low |
95.175 |
94.830 |
-0.345 |
-0.4% |
97.395 |
| Close |
95.695 |
95.092 |
-0.603 |
-0.6% |
97.569 |
| Range |
1.530 |
1.070 |
-0.460 |
-30.1% |
1.765 |
| ATR |
1.052 |
1.053 |
0.001 |
0.1% |
0.000 |
| Volume |
794 |
2,259 |
1,465 |
184.5% |
2,958 |
|
| Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.484 |
97.858 |
95.681 |
|
| R3 |
97.414 |
96.788 |
95.386 |
|
| R2 |
96.344 |
96.344 |
95.288 |
|
| R1 |
95.718 |
95.718 |
95.190 |
95.496 |
| PP |
95.274 |
95.274 |
95.274 |
95.163 |
| S1 |
94.648 |
94.648 |
94.994 |
94.426 |
| S2 |
94.204 |
94.204 |
94.896 |
|
| S3 |
93.134 |
93.578 |
94.798 |
|
| S4 |
92.064 |
92.508 |
94.504 |
|
|
| 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 |
98.200 |
94.830 |
3.370 |
3.5% |
1.039 |
1.1% |
8% |
False |
True |
1,055 |
| 10 |
99.160 |
94.830 |
4.330 |
4.6% |
0.942 |
1.0% |
6% |
False |
True |
831 |
| 20 |
100.715 |
94.830 |
5.885 |
6.2% |
1.011 |
1.1% |
4% |
False |
True |
754 |
| 40 |
101.615 |
94.830 |
6.785 |
7.1% |
1.159 |
1.2% |
4% |
False |
True |
635 |
| 60 |
101.615 |
94.800 |
6.815 |
7.2% |
0.968 |
1.0% |
4% |
False |
False |
438 |
| 80 |
101.615 |
92.500 |
9.115 |
9.6% |
0.903 |
0.9% |
28% |
False |
False |
337 |
| 100 |
101.615 |
88.385 |
13.230 |
13.9% |
0.806 |
0.8% |
51% |
False |
False |
276 |
| 120 |
101.615 |
87.825 |
13.790 |
14.5% |
0.739 |
0.8% |
53% |
False |
False |
233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.448 |
|
2.618 |
98.701 |
|
1.618 |
97.631 |
|
1.000 |
96.970 |
|
0.618 |
96.561 |
|
HIGH |
95.900 |
|
0.618 |
95.491 |
|
0.500 |
95.365 |
|
0.382 |
95.239 |
|
LOW |
94.830 |
|
0.618 |
94.169 |
|
1.000 |
93.760 |
|
1.618 |
93.099 |
|
2.618 |
92.029 |
|
4.250 |
90.283 |
|
|
| Fisher Pivots for day following 30-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.365 |
96.178 |
| PP |
95.274 |
95.816 |
| S1 |
95.183 |
95.454 |
|