ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 20-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
| Open |
94.460 |
95.770 |
1.310 |
1.4% |
95.345 |
| High |
95.900 |
96.305 |
0.405 |
0.4% |
95.725 |
| Low |
94.460 |
95.680 |
1.220 |
1.3% |
93.440 |
| Close |
95.677 |
95.845 |
0.168 |
0.2% |
93.465 |
| Range |
1.440 |
0.625 |
-0.815 |
-56.6% |
2.285 |
| ATR |
1.013 |
0.985 |
-0.027 |
-2.7% |
0.000 |
| Volume |
1,058 |
2,122 |
1,064 |
100.6% |
6,476 |
|
| Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.818 |
97.457 |
96.189 |
|
| R3 |
97.193 |
96.832 |
96.017 |
|
| R2 |
96.568 |
96.568 |
95.960 |
|
| R1 |
96.207 |
96.207 |
95.902 |
96.388 |
| PP |
95.943 |
95.943 |
95.943 |
96.034 |
| S1 |
95.582 |
95.582 |
95.788 |
95.763 |
| S2 |
95.318 |
95.318 |
95.730 |
|
| S3 |
94.693 |
94.957 |
95.673 |
|
| S4 |
94.068 |
94.332 |
95.501 |
|
|
| 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 |
96.305 |
93.440 |
2.865 |
3.0% |
0.940 |
1.0% |
84% |
True |
False |
1,437 |
| 10 |
96.305 |
93.440 |
2.865 |
3.0% |
0.911 |
0.9% |
84% |
True |
False |
1,451 |
| 20 |
99.105 |
93.440 |
5.665 |
5.9% |
0.976 |
1.0% |
42% |
False |
False |
1,202 |
| 40 |
100.715 |
93.440 |
7.275 |
7.6% |
0.969 |
1.0% |
33% |
False |
False |
913 |
| 60 |
101.615 |
93.440 |
8.175 |
8.5% |
1.078 |
1.1% |
29% |
False |
False |
741 |
| 80 |
101.615 |
93.440 |
8.175 |
8.5% |
0.949 |
1.0% |
29% |
False |
False |
562 |
| 100 |
101.615 |
90.700 |
10.915 |
11.4% |
0.880 |
0.9% |
47% |
False |
False |
455 |
| 120 |
101.615 |
88.385 |
13.230 |
13.8% |
0.805 |
0.8% |
56% |
False |
False |
386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.961 |
|
2.618 |
97.941 |
|
1.618 |
97.316 |
|
1.000 |
96.930 |
|
0.618 |
96.691 |
|
HIGH |
96.305 |
|
0.618 |
96.066 |
|
0.500 |
95.993 |
|
0.382 |
95.919 |
|
LOW |
95.680 |
|
0.618 |
95.294 |
|
1.000 |
95.055 |
|
1.618 |
94.669 |
|
2.618 |
94.044 |
|
4.250 |
93.024 |
|
|
| Fisher Pivots for day following 20-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.993 |
95.543 |
| PP |
95.943 |
95.240 |
| S1 |
95.894 |
94.938 |
|