ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 01-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
95.185 |
95.795 |
0.610 |
0.6% |
94.275 |
| High |
95.885 |
96.555 |
0.670 |
0.7% |
95.885 |
| Low |
95.015 |
95.640 |
0.625 |
0.7% |
93.990 |
| Close |
95.661 |
96.509 |
0.848 |
0.9% |
95.651 |
| Range |
0.870 |
0.915 |
0.045 |
5.2% |
1.895 |
| ATR |
0.984 |
0.979 |
-0.005 |
-0.5% |
0.000 |
| Volume |
40,806 |
45,906 |
5,100 |
12.5% |
172,881 |
|
| Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.980 |
98.659 |
97.012 |
|
| R3 |
98.065 |
97.744 |
96.761 |
|
| R2 |
97.150 |
97.150 |
96.677 |
|
| R1 |
96.829 |
96.829 |
96.593 |
96.990 |
| PP |
96.235 |
96.235 |
96.235 |
96.315 |
| S1 |
95.914 |
95.914 |
96.425 |
96.075 |
| S2 |
95.320 |
95.320 |
96.341 |
|
| S3 |
94.405 |
94.999 |
96.257 |
|
| S4 |
93.490 |
94.084 |
96.006 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.860 |
100.151 |
96.693 |
|
| R3 |
98.965 |
98.256 |
96.172 |
|
| R2 |
97.070 |
97.070 |
95.998 |
|
| R1 |
96.361 |
96.361 |
95.825 |
96.716 |
| PP |
95.175 |
95.175 |
95.175 |
95.353 |
| S1 |
94.466 |
94.466 |
95.477 |
94.821 |
| S2 |
93.280 |
93.280 |
95.304 |
|
| S3 |
91.385 |
92.571 |
95.130 |
|
| S4 |
89.490 |
90.676 |
94.609 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.695 |
94.850 |
1.845 |
1.9% |
0.931 |
1.0% |
90% |
False |
False |
43,851 |
| 10 |
96.695 |
93.300 |
3.395 |
3.5% |
0.905 |
0.9% |
95% |
False |
False |
41,296 |
| 20 |
97.345 |
93.300 |
4.045 |
4.2% |
0.981 |
1.0% |
79% |
False |
False |
39,613 |
| 40 |
98.290 |
93.300 |
4.990 |
5.2% |
0.983 |
1.0% |
64% |
False |
False |
21,142 |
| 60 |
100.715 |
93.300 |
7.415 |
7.7% |
0.982 |
1.0% |
43% |
False |
False |
14,370 |
| 80 |
101.615 |
93.300 |
8.315 |
8.6% |
1.074 |
1.1% |
39% |
False |
False |
10,918 |
| 100 |
101.615 |
93.300 |
8.315 |
8.6% |
0.987 |
1.0% |
39% |
False |
False |
8,748 |
| 120 |
101.615 |
92.500 |
9.115 |
9.4% |
0.939 |
1.0% |
44% |
False |
False |
7,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.444 |
|
2.618 |
98.950 |
|
1.618 |
98.035 |
|
1.000 |
97.470 |
|
0.618 |
97.120 |
|
HIGH |
96.555 |
|
0.618 |
96.205 |
|
0.500 |
96.098 |
|
0.382 |
95.990 |
|
LOW |
95.640 |
|
0.618 |
95.075 |
|
1.000 |
94.725 |
|
1.618 |
94.160 |
|
2.618 |
93.245 |
|
4.250 |
91.751 |
|
|
| Fisher Pivots for day following 01-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
96.372 |
96.264 |
| PP |
96.235 |
96.018 |
| S1 |
96.098 |
95.773 |
|