ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 15-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
| Open |
94.055 |
93.750 |
-0.305 |
-0.3% |
95.345 |
| High |
94.130 |
94.380 |
0.250 |
0.3% |
95.725 |
| Low |
93.440 |
93.475 |
0.035 |
0.0% |
93.440 |
| Close |
93.810 |
93.465 |
-0.345 |
-0.4% |
93.465 |
| Range |
0.690 |
0.905 |
0.215 |
31.2% |
2.285 |
| ATR |
0.972 |
0.967 |
-0.005 |
-0.5% |
0.000 |
| Volume |
1,269 |
1,728 |
459 |
36.2% |
6,476 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.488 |
95.882 |
93.963 |
|
| R3 |
95.583 |
94.977 |
93.714 |
|
| R2 |
94.678 |
94.678 |
93.631 |
|
| R1 |
94.072 |
94.072 |
93.548 |
93.923 |
| PP |
93.773 |
93.773 |
93.773 |
93.699 |
| S1 |
93.167 |
93.167 |
93.382 |
93.018 |
| S2 |
92.868 |
92.868 |
93.299 |
|
| S3 |
91.963 |
92.262 |
93.216 |
|
| S4 |
91.058 |
91.357 |
92.967 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.065 |
99.550 |
94.722 |
|
| R3 |
98.780 |
97.265 |
94.093 |
|
| R2 |
96.495 |
96.495 |
93.884 |
|
| R1 |
94.980 |
94.980 |
93.674 |
94.595 |
| PP |
94.210 |
94.210 |
94.210 |
94.018 |
| S1 |
92.695 |
92.695 |
93.256 |
92.310 |
| S2 |
91.925 |
91.925 |
93.046 |
|
| S3 |
89.640 |
90.410 |
92.837 |
|
| S4 |
87.355 |
88.125 |
92.208 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.725 |
93.440 |
2.285 |
2.4% |
0.835 |
0.9% |
1% |
False |
False |
1,295 |
| 10 |
96.480 |
93.440 |
3.040 |
3.3% |
0.904 |
1.0% |
1% |
False |
False |
1,308 |
| 20 |
99.160 |
93.440 |
5.720 |
6.1% |
0.928 |
1.0% |
0% |
False |
False |
1,087 |
| 40 |
100.715 |
93.440 |
7.275 |
7.8% |
0.972 |
1.0% |
0% |
False |
False |
871 |
| 60 |
101.615 |
93.440 |
8.175 |
8.7% |
1.048 |
1.1% |
0% |
False |
False |
675 |
| 80 |
101.615 |
93.440 |
8.175 |
8.7% |
0.949 |
1.0% |
0% |
False |
False |
512 |
| 100 |
101.615 |
90.420 |
11.195 |
12.0% |
0.856 |
0.9% |
27% |
False |
False |
414 |
| 120 |
101.615 |
88.220 |
13.395 |
14.3% |
0.789 |
0.8% |
39% |
False |
False |
351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.226 |
|
2.618 |
96.749 |
|
1.618 |
95.844 |
|
1.000 |
95.285 |
|
0.618 |
94.939 |
|
HIGH |
94.380 |
|
0.618 |
94.034 |
|
0.500 |
93.928 |
|
0.382 |
93.821 |
|
LOW |
93.475 |
|
0.618 |
92.916 |
|
1.000 |
92.570 |
|
1.618 |
92.011 |
|
2.618 |
91.106 |
|
4.250 |
89.629 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
93.928 |
94.238 |
| PP |
93.773 |
93.980 |
| S1 |
93.619 |
93.723 |
|