ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 16-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
96.815 |
97.350 |
0.535 |
0.6% |
96.770 |
| High |
97.440 |
97.915 |
0.475 |
0.5% |
97.450 |
| Low |
96.675 |
97.310 |
0.635 |
0.7% |
95.555 |
| Close |
97.279 |
97.806 |
0.527 |
0.5% |
96.172 |
| Range |
0.765 |
0.605 |
-0.160 |
-20.9% |
1.895 |
| ATR |
0.955 |
0.932 |
-0.023 |
-2.4% |
0.000 |
| Volume |
42,315 |
39,390 |
-2,925 |
-6.9% |
170,497 |
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.492 |
99.254 |
98.139 |
|
| R3 |
98.887 |
98.649 |
97.972 |
|
| R2 |
98.282 |
98.282 |
97.917 |
|
| R1 |
98.044 |
98.044 |
97.861 |
98.163 |
| PP |
97.677 |
97.677 |
97.677 |
97.737 |
| S1 |
97.439 |
97.439 |
97.751 |
97.558 |
| S2 |
97.072 |
97.072 |
97.695 |
|
| S3 |
96.467 |
96.834 |
97.640 |
|
| S4 |
95.862 |
96.229 |
97.473 |
|
|
| 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 |
97.915 |
95.555 |
2.360 |
2.4% |
0.928 |
0.9% |
95% |
True |
False |
40,759 |
| 10 |
97.915 |
95.555 |
2.360 |
2.4% |
0.863 |
0.9% |
95% |
True |
False |
36,874 |
| 20 |
97.915 |
93.300 |
4.615 |
4.7% |
0.884 |
0.9% |
98% |
True |
False |
39,085 |
| 40 |
98.290 |
93.300 |
4.990 |
5.1% |
0.951 |
1.0% |
90% |
False |
False |
30,023 |
| 60 |
99.105 |
93.300 |
5.805 |
5.9% |
0.961 |
1.0% |
78% |
False |
False |
20,388 |
| 80 |
100.715 |
93.300 |
7.415 |
7.6% |
0.961 |
1.0% |
61% |
False |
False |
15,456 |
| 100 |
101.615 |
93.300 |
8.315 |
8.5% |
1.026 |
1.0% |
54% |
False |
False |
12,433 |
| 120 |
101.615 |
93.300 |
8.315 |
8.5% |
0.953 |
1.0% |
54% |
False |
False |
10,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.486 |
|
2.618 |
99.499 |
|
1.618 |
98.894 |
|
1.000 |
98.520 |
|
0.618 |
98.289 |
|
HIGH |
97.915 |
|
0.618 |
97.684 |
|
0.500 |
97.613 |
|
0.382 |
97.541 |
|
LOW |
97.310 |
|
0.618 |
96.936 |
|
1.000 |
96.705 |
|
1.618 |
96.331 |
|
2.618 |
95.726 |
|
4.250 |
94.739 |
|
|
| Fisher Pivots for day following 16-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
97.742 |
97.573 |
| PP |
97.677 |
97.340 |
| S1 |
97.613 |
97.108 |
|