ICE US Dollar Index Future September 2015

Trading Metrics calculated at close of trading on 11-Aug-2015

Day Change Summary
	Previous	Current
	10-Aug-2015	11-Aug-2015	Change	Change %	Previous Week
Open	97.660	97.240	-0.420	-0.4%	97.305
High	97.975	97.645	-0.330	-0.3%	98.425
Low	97.080	96.905	-0.175	-0.2%	97.245
Close	97.202	97.335	0.133	0.1%	97.619
Range	0.895	0.740	-0.155	-17.3%	1.180
ATR	0.829	0.823	-0.006	-0.8%	0.000
Volume	34,738	44,824	10,086	29.0%	199,483

Daily Pivots for day following 11-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.515	99.165	97.742
R3	98.775	98.425	97.539
R2	98.035	98.035	97.471
R1	97.685	97.685	97.403	97.860
PP	97.295	97.295	97.295	97.383
S1	96.945	96.945	97.267	97.120
S2	96.555	96.555	97.199
S3	95.815	96.205	97.132
S4	95.075	95.465	96.928

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	96.905	1.520	1.6%	0.791	0.8%	28%	False	True	42,368
10	98.425	96.375	2.050	2.1%	0.798	0.8%	47%	False	False	40,674
20	98.425	96.360	2.065	2.1%	0.747	0.8%	47%	False	False	38,130
40	98.425	93.300	5.125	5.3%	0.831	0.9%	79%	False	False	38,909
60	98.425	93.300	5.125	5.3%	0.902	0.9%	79%	False	False	31,398
80	99.160	93.300	5.860	6.0%	0.908	0.9%	69%	False	False	23,820
100	100.715	93.300	7.415	7.6%	0.930	1.0%	54%	False	False	19,187
120	101.615	93.300	8.315	8.5%	0.975	1.0%	49%	False	False	16,036

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	0.237
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	100.790
2.618	99.582
1.618	98.842
1.000	98.385
0.618	98.102
HIGH	97.645
0.618	97.362
0.500	97.275
0.382	97.188
LOW	96.905
0.618	96.448
1.000	96.165
1.618	95.708
2.618	94.968
4.250	93.760

Fisher Pivots for day following 11-Aug-2015
Pivot	1 day	3 day
R1	97.315	97.665
PP	97.295	97.555
S1	97.275	97.445

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