ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 15-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
97.095 |
96.815 |
-0.280 |
-0.3% |
96.770 |
| High |
97.220 |
97.440 |
0.220 |
0.2% |
97.450 |
| Low |
96.300 |
96.675 |
0.375 |
0.4% |
95.555 |
| Close |
96.784 |
97.279 |
0.495 |
0.5% |
96.172 |
| Range |
0.920 |
0.765 |
-0.155 |
-16.8% |
1.895 |
| ATR |
0.970 |
0.955 |
-0.015 |
-1.5% |
0.000 |
| Volume |
29,547 |
42,315 |
12,768 |
43.2% |
170,497 |
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.426 |
99.118 |
97.700 |
|
| R3 |
98.661 |
98.353 |
97.489 |
|
| R2 |
97.896 |
97.896 |
97.419 |
|
| R1 |
97.588 |
97.588 |
97.349 |
97.742 |
| PP |
97.131 |
97.131 |
97.131 |
97.209 |
| S1 |
96.823 |
96.823 |
97.209 |
96.977 |
| S2 |
96.366 |
96.366 |
97.139 |
|
| S3 |
95.601 |
96.058 |
97.069 |
|
| S4 |
94.836 |
95.293 |
96.858 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.077 |
101.020 |
97.214 |
|
| R3 |
100.182 |
99.125 |
96.693 |
|
| R2 |
98.287 |
98.287 |
96.519 |
|
| R1 |
97.230 |
97.230 |
96.346 |
96.811 |
| PP |
96.392 |
96.392 |
96.392 |
96.183 |
| S1 |
95.335 |
95.335 |
95.998 |
94.916 |
| S2 |
94.497 |
94.497 |
95.825 |
|
| S3 |
92.602 |
93.440 |
95.651 |
|
| S4 |
90.707 |
91.545 |
95.130 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.440 |
95.555 |
1.885 |
1.9% |
0.973 |
1.0% |
91% |
True |
False |
39,338 |
| 10 |
97.450 |
95.555 |
1.895 |
1.9% |
0.894 |
0.9% |
91% |
False |
False |
37,526 |
| 20 |
97.450 |
93.300 |
4.150 |
4.3% |
0.918 |
0.9% |
96% |
False |
False |
40,028 |
| 40 |
98.290 |
93.300 |
4.990 |
5.1% |
0.972 |
1.0% |
80% |
False |
False |
29,065 |
| 60 |
99.160 |
93.300 |
5.860 |
6.0% |
0.963 |
1.0% |
68% |
False |
False |
19,738 |
| 80 |
100.715 |
93.300 |
7.415 |
7.6% |
0.966 |
1.0% |
54% |
False |
False |
14,971 |
| 100 |
101.615 |
93.300 |
8.315 |
8.5% |
1.025 |
1.1% |
48% |
False |
False |
12,039 |
| 120 |
101.615 |
93.300 |
8.315 |
8.5% |
0.955 |
1.0% |
48% |
False |
False |
10,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.691 |
|
2.618 |
99.443 |
|
1.618 |
98.678 |
|
1.000 |
98.205 |
|
0.618 |
97.913 |
|
HIGH |
97.440 |
|
0.618 |
97.148 |
|
0.500 |
97.058 |
|
0.382 |
96.967 |
|
LOW |
96.675 |
|
0.618 |
96.202 |
|
1.000 |
95.910 |
|
1.618 |
95.437 |
|
2.618 |
94.672 |
|
4.250 |
93.424 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
97.205 |
97.048 |
| PP |
97.131 |
96.816 |
| S1 |
97.058 |
96.585 |
|