ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 18-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
| Open |
93.750 |
93.600 |
-0.150 |
-0.2% |
95.345 |
| High |
94.380 |
94.610 |
0.230 |
0.2% |
95.725 |
| Low |
93.475 |
93.570 |
0.095 |
0.1% |
93.440 |
| Close |
93.465 |
94.574 |
1.109 |
1.2% |
93.465 |
| Range |
0.905 |
1.040 |
0.135 |
14.9% |
2.285 |
| ATR |
0.967 |
0.980 |
0.013 |
1.3% |
0.000 |
| Volume |
1,728 |
1,011 |
-717 |
-41.5% |
6,476 |
|
| Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.371 |
97.013 |
95.146 |
|
| R3 |
96.331 |
95.973 |
94.860 |
|
| R2 |
95.291 |
95.291 |
94.765 |
|
| R1 |
94.933 |
94.933 |
94.669 |
95.112 |
| PP |
94.251 |
94.251 |
94.251 |
94.341 |
| S1 |
93.893 |
93.893 |
94.479 |
94.072 |
| S2 |
93.211 |
93.211 |
94.383 |
|
| S3 |
92.171 |
92.853 |
94.288 |
|
| S4 |
91.131 |
91.813 |
94.002 |
|
|
| 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 |
95.595 |
93.440 |
2.155 |
2.3% |
0.952 |
1.0% |
53% |
False |
False |
1,130 |
| 10 |
96.480 |
93.440 |
3.040 |
3.2% |
0.952 |
1.0% |
37% |
False |
False |
1,301 |
| 20 |
99.160 |
93.440 |
5.720 |
6.0% |
0.946 |
1.0% |
20% |
False |
False |
1,085 |
| 40 |
100.715 |
93.440 |
7.275 |
7.7% |
0.961 |
1.0% |
16% |
False |
False |
878 |
| 60 |
101.615 |
93.440 |
8.175 |
8.6% |
1.060 |
1.1% |
14% |
False |
False |
688 |
| 80 |
101.615 |
93.440 |
8.175 |
8.6% |
0.946 |
1.0% |
14% |
False |
False |
525 |
| 100 |
101.615 |
90.435 |
11.180 |
11.8% |
0.861 |
0.9% |
37% |
False |
False |
424 |
| 120 |
101.615 |
88.220 |
13.395 |
14.2% |
0.795 |
0.8% |
47% |
False |
False |
359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.030 |
|
2.618 |
97.333 |
|
1.618 |
96.293 |
|
1.000 |
95.650 |
|
0.618 |
95.253 |
|
HIGH |
94.610 |
|
0.618 |
94.213 |
|
0.500 |
94.090 |
|
0.382 |
93.967 |
|
LOW |
93.570 |
|
0.618 |
92.927 |
|
1.000 |
92.530 |
|
1.618 |
91.887 |
|
2.618 |
90.847 |
|
4.250 |
89.150 |
|
|
| Fisher Pivots for day following 18-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.413 |
94.391 |
| PP |
94.251 |
94.208 |
| S1 |
94.090 |
94.025 |
|