ICE US Dollar Index Future September 2015

Trading Metrics calculated at close of trading on 08-Jul-2015

Day Change Summary
	Previous	Current
	07-Jul-2015	08-Jul-2015	Change	Change %	Previous Week
Open	96.500	96.905	0.405	0.4%	96.410
High	97.450	97.090	-0.360	-0.4%	96.695
Low	96.490	96.205	-0.285	-0.3%	94.850
Close	97.076	96.472	-0.604	-0.6%	96.290
Range	0.960	0.885	-0.075	-7.8%	1.845
ATR	0.938	0.934	-0.004	-0.4%	0.000
Volume	50,124	39,484	-10,640	-21.2%	200,393

Daily Pivots for day following 08-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.244	98.743	96.959
R3	98.359	97.858	96.715
R2	97.474	97.474	96.634
R1	96.973	96.973	96.553	96.781
PP	96.589	96.589	96.589	96.493
S1	96.088	96.088	96.391	95.896
S2	95.704	95.704	96.310
S3	94.819	95.203	96.229
S4	93.934	94.318	95.985

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.480	100.730	97.305
R3	99.635	98.885	96.797
R2	97.790	97.790	96.628
R1	97.040	97.040	96.459	96.493
PP	95.945	95.945	95.945	95.671
S1	95.195	95.195	96.121	94.648
S2	94.100	94.100	95.952
S3	92.255	93.350	95.783
S4	90.410	91.505	95.275

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.450	95.640	1.810	1.9%	0.815	0.8%	46%	False	False	35,714
10	97.450	94.850	2.600	2.7%	0.842	0.9%	62%	False	False	38,721
20	97.450	93.300	4.150	4.3%	0.892	0.9%	76%	False	False	43,392
40	98.290	93.300	4.990	5.2%	0.969	1.0%	64%	False	False	24,289
60	100.445	93.300	7.145	7.4%	0.973	1.0%	44%	False	False	16,540
80	101.100	93.300	7.800	8.1%	1.050	1.1%	41%	False	False	12,559
100	101.615	93.300	8.315	8.6%	0.995	1.0%	38%	False	False	10,074
120	101.615	93.200	8.415	8.7%	0.946	1.0%	39%	False	False	8,400

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.139
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.851
2.618	99.407
1.618	98.522
1.000	97.975
0.618	97.637
HIGH	97.090
0.618	96.752
0.500	96.648
0.382	96.543
LOW	96.205
0.618	95.658
1.000	95.320
1.618	94.773
2.618	93.888
4.250	92.444

Fisher Pivots for day following 08-Jul-2015
Pivot	1 day	3 day
R1	96.648	96.823
PP	96.589	96.706
S1	96.531	96.589

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols