ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 29-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
| Open |
97.760 |
97.390 |
-0.370 |
-0.4% |
96.920 |
| High |
98.135 |
97.655 |
-0.480 |
-0.5% |
98.290 |
| Low |
97.400 |
97.250 |
-0.150 |
-0.2% |
96.920 |
| Close |
97.434 |
97.369 |
-0.065 |
-0.1% |
97.369 |
| Range |
0.735 |
0.405 |
-0.330 |
-44.9% |
1.370 |
| ATR |
1.000 |
0.957 |
-0.042 |
-4.2% |
0.000 |
| Volume |
2,405 |
3,465 |
1,060 |
44.1% |
10,900 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.640 |
98.409 |
97.592 |
|
| R3 |
98.235 |
98.004 |
97.480 |
|
| R2 |
97.830 |
97.830 |
97.443 |
|
| R1 |
97.599 |
97.599 |
97.406 |
97.512 |
| PP |
97.425 |
97.425 |
97.425 |
97.381 |
| S1 |
97.194 |
97.194 |
97.332 |
97.107 |
| S2 |
97.020 |
97.020 |
97.295 |
|
| S3 |
96.615 |
96.789 |
97.258 |
|
| S4 |
96.210 |
96.384 |
97.146 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.636 |
100.873 |
98.123 |
|
| R3 |
100.266 |
99.503 |
97.746 |
|
| R2 |
98.896 |
98.896 |
97.620 |
|
| R1 |
98.133 |
98.133 |
97.495 |
98.515 |
| PP |
97.526 |
97.526 |
97.526 |
97.717 |
| S1 |
96.763 |
96.763 |
97.243 |
97.145 |
| S2 |
96.156 |
96.156 |
97.118 |
|
| S3 |
94.786 |
95.393 |
96.992 |
|
| S4 |
93.416 |
94.023 |
96.616 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.290 |
95.210 |
3.080 |
3.2% |
0.895 |
0.9% |
70% |
False |
False |
2,425 |
| 10 |
98.290 |
93.475 |
4.815 |
4.9% |
0.917 |
0.9% |
81% |
False |
False |
2,044 |
| 20 |
98.290 |
93.440 |
4.850 |
5.0% |
0.910 |
0.9% |
81% |
False |
False |
1,650 |
| 40 |
100.715 |
93.440 |
7.275 |
7.5% |
0.960 |
1.0% |
54% |
False |
False |
1,202 |
| 60 |
101.615 |
93.440 |
8.175 |
8.4% |
1.076 |
1.1% |
48% |
False |
False |
973 |
| 80 |
101.615 |
93.440 |
8.175 |
8.4% |
0.954 |
1.0% |
48% |
False |
False |
741 |
| 100 |
101.615 |
92.500 |
9.115 |
9.4% |
0.904 |
0.9% |
53% |
False |
False |
599 |
| 120 |
101.615 |
88.385 |
13.230 |
13.6% |
0.823 |
0.8% |
68% |
False |
False |
505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.376 |
|
2.618 |
98.715 |
|
1.618 |
98.310 |
|
1.000 |
98.060 |
|
0.618 |
97.905 |
|
HIGH |
97.655 |
|
0.618 |
97.500 |
|
0.500 |
97.453 |
|
0.382 |
97.405 |
|
LOW |
97.250 |
|
0.618 |
97.000 |
|
1.000 |
96.845 |
|
1.618 |
96.595 |
|
2.618 |
96.190 |
|
4.250 |
95.529 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
97.453 |
97.770 |
| PP |
97.425 |
97.636 |
| S1 |
97.397 |
97.503 |
|