ICE US Dollar Index Future September 2015

Trading Metrics calculated at close of trading on 10-Aug-2015

Day Change Summary
	Previous	Current
	07-Aug-2015	10-Aug-2015	Change	Change %	Previous Week
Open	97.925	97.660	-0.265	-0.3%	97.305
High	98.425	97.975	-0.450	-0.5%	98.425
Low	97.360	97.080	-0.280	-0.3%	97.245
Close	97.619	97.202	-0.417	-0.4%	97.619
Range	1.065	0.895	-0.170	-16.0%	1.180
ATR	0.824	0.829	0.005	0.6%	0.000
Volume	58,352	34,738	-23,614	-40.5%	199,483

Daily Pivots for day following 10-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.104	99.548	97.694
R3	99.209	98.653	97.448
R2	98.314	98.314	97.366
R1	97.758	97.758	97.284	97.589
PP	97.419	97.419	97.419	97.334
S1	96.863	96.863	97.120	96.694
S2	96.524	96.524	97.038
S3	95.629	95.968	96.956
S4	94.734	95.073	96.710

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.303	100.641	98.268
R3	100.123	99.461	97.944
R2	98.943	98.943	97.835
R1	98.281	98.281	97.727	98.612
PP	97.763	97.763	97.763	97.929
S1	97.101	97.101	97.511	97.432
S2	96.583	96.583	97.403
S3	95.403	95.921	97.295
S4	94.223	94.741	96.970

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.425	97.080	1.345	1.4%	0.802	0.8%	9%	False	True	40,830
10	98.425	96.375	2.050	2.1%	0.776	0.8%	40%	False	False	38,609
20	98.425	96.300	2.125	2.2%	0.756	0.8%	42%	False	False	37,366
40	98.425	93.300	5.125	5.3%	0.828	0.9%	76%	False	False	38,744
60	98.425	93.300	5.125	5.3%	0.904	0.9%	76%	False	False	30,680
80	99.160	93.300	5.860	6.0%	0.909	0.9%	67%	False	False	23,271
100	100.715	93.300	7.415	7.6%	0.939	1.0%	53%	False	False	18,750
120	101.615	93.300	8.315	8.6%	0.974	1.0%	47%	False	False	15,663

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	0.214
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	101.779
2.618	100.318
1.618	99.423
1.000	98.870
0.618	98.528
HIGH	97.975
0.618	97.633
0.500	97.528
0.382	97.422
LOW	97.080
0.618	96.527
1.000	96.185
1.618	95.632
2.618	94.737
4.250	93.276

Fisher Pivots for day following 10-Aug-2015
Pivot	1 day	3 day
R1	97.528	97.753
PP	97.419	97.569
S1	97.311	97.386

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