ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 07-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2015 |
07-May-2015 |
Change |
Change % |
Previous Week |
| Open |
95.685 |
94.605 |
-1.080 |
-1.1% |
97.625 |
| High |
95.760 |
95.295 |
-0.465 |
-0.5% |
97.895 |
| Low |
94.350 |
94.350 |
0.000 |
0.0% |
94.830 |
| Close |
94.533 |
95.062 |
0.529 |
0.6% |
95.820 |
| Range |
1.410 |
0.945 |
-0.465 |
-33.0% |
3.065 |
| ATR |
1.041 |
1.034 |
-0.007 |
-0.7% |
0.000 |
| Volume |
1,116 |
2,179 |
1,063 |
95.3% |
5,716 |
|
| Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.737 |
97.345 |
95.582 |
|
| R3 |
96.792 |
96.400 |
95.322 |
|
| R2 |
95.847 |
95.847 |
95.235 |
|
| R1 |
95.455 |
95.455 |
95.149 |
95.651 |
| PP |
94.902 |
94.902 |
94.902 |
95.001 |
| S1 |
94.510 |
94.510 |
94.975 |
94.706 |
| S2 |
93.957 |
93.957 |
94.889 |
|
| S3 |
93.012 |
93.565 |
94.802 |
|
| S4 |
92.067 |
92.620 |
94.542 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.377 |
103.663 |
97.506 |
|
| R3 |
102.312 |
100.598 |
96.663 |
|
| R2 |
99.247 |
99.247 |
96.382 |
|
| R1 |
97.533 |
97.533 |
96.101 |
96.858 |
| PP |
96.182 |
96.182 |
96.182 |
95.844 |
| S1 |
94.468 |
94.468 |
95.539 |
93.793 |
| S2 |
93.117 |
93.117 |
95.258 |
|
| S3 |
90.052 |
91.403 |
94.977 |
|
| S4 |
86.987 |
88.338 |
94.134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.480 |
94.350 |
2.130 |
2.2% |
0.976 |
1.0% |
33% |
False |
True |
1,229 |
| 10 |
98.200 |
94.350 |
3.850 |
4.0% |
1.008 |
1.1% |
18% |
False |
True |
1,142 |
| 20 |
100.715 |
94.350 |
6.365 |
6.7% |
0.996 |
1.0% |
11% |
False |
True |
950 |
| 40 |
101.615 |
94.350 |
7.265 |
7.6% |
1.154 |
1.2% |
10% |
False |
True |
760 |
| 60 |
101.615 |
94.350 |
7.265 |
7.6% |
1.019 |
1.1% |
10% |
False |
True |
540 |
| 80 |
101.615 |
92.550 |
9.065 |
9.5% |
0.934 |
1.0% |
28% |
False |
False |
413 |
| 100 |
101.615 |
88.385 |
13.230 |
13.9% |
0.828 |
0.9% |
50% |
False |
False |
334 |
| 120 |
101.615 |
87.825 |
13.790 |
14.5% |
0.762 |
0.8% |
52% |
False |
False |
284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.311 |
|
2.618 |
97.769 |
|
1.618 |
96.824 |
|
1.000 |
96.240 |
|
0.618 |
95.879 |
|
HIGH |
95.295 |
|
0.618 |
94.934 |
|
0.500 |
94.823 |
|
0.382 |
94.711 |
|
LOW |
94.350 |
|
0.618 |
93.766 |
|
1.000 |
93.405 |
|
1.618 |
92.821 |
|
2.618 |
91.876 |
|
4.250 |
90.334 |
|
|
| Fisher Pivots for day following 07-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.982 |
95.415 |
| PP |
94.902 |
95.297 |
| S1 |
94.823 |
95.180 |
|