ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 24-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
95.780 |
94.880 |
-0.900 |
-0.9% |
96.570 |
| High |
95.805 |
94.960 |
-0.845 |
-0.9% |
97.105 |
| Low |
94.810 |
92.520 |
-2.290 |
-2.4% |
94.810 |
| Close |
95.005 |
93.356 |
-1.649 |
-1.7% |
95.005 |
| Range |
0.995 |
2.440 |
1.445 |
145.2% |
2.295 |
| ATR |
0.814 |
0.933 |
0.119 |
14.7% |
0.000 |
| Volume |
61,646 |
142,820 |
81,174 |
131.7% |
211,107 |
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.932 |
99.584 |
94.698 |
|
| R3 |
98.492 |
97.144 |
94.027 |
|
| R2 |
96.052 |
96.052 |
93.803 |
|
| R1 |
94.704 |
94.704 |
93.580 |
94.158 |
| PP |
93.612 |
93.612 |
93.612 |
93.339 |
| S1 |
92.264 |
92.264 |
93.132 |
91.718 |
| S2 |
91.172 |
91.172 |
92.909 |
|
| S3 |
88.732 |
89.824 |
92.685 |
|
| S4 |
86.292 |
87.384 |
92.014 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.525 |
101.060 |
96.267 |
|
| R3 |
100.230 |
98.765 |
95.636 |
|
| R2 |
97.935 |
97.935 |
95.426 |
|
| R1 |
96.470 |
96.470 |
95.215 |
96.055 |
| PP |
95.640 |
95.640 |
95.640 |
95.433 |
| S1 |
94.175 |
94.175 |
94.795 |
93.760 |
| S2 |
93.345 |
93.345 |
94.584 |
|
| S3 |
91.050 |
91.880 |
94.374 |
|
| S4 |
88.755 |
89.585 |
93.743 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.105 |
92.520 |
4.585 |
4.9% |
1.097 |
1.2% |
18% |
False |
True |
64,460 |
| 10 |
97.645 |
92.520 |
5.125 |
5.5% |
0.939 |
1.0% |
16% |
False |
True |
54,541 |
| 20 |
98.425 |
92.520 |
5.905 |
6.3% |
0.857 |
0.9% |
14% |
False |
True |
46,575 |
| 40 |
98.425 |
92.520 |
5.905 |
6.3% |
0.862 |
0.9% |
14% |
False |
True |
42,742 |
| 60 |
98.425 |
92.520 |
5.905 |
6.3% |
0.908 |
1.0% |
14% |
False |
True |
39,429 |
| 80 |
98.425 |
92.520 |
5.905 |
6.3% |
0.908 |
1.0% |
14% |
False |
True |
29,984 |
| 100 |
100.715 |
92.520 |
8.195 |
8.8% |
0.929 |
1.0% |
10% |
False |
True |
24,138 |
| 120 |
101.615 |
92.520 |
9.095 |
9.7% |
0.992 |
1.1% |
9% |
False |
True |
20,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.330 |
|
2.618 |
101.348 |
|
1.618 |
98.908 |
|
1.000 |
97.400 |
|
0.618 |
96.468 |
|
HIGH |
94.960 |
|
0.618 |
94.028 |
|
0.500 |
93.740 |
|
0.382 |
93.452 |
|
LOW |
92.520 |
|
0.618 |
91.012 |
|
1.000 |
90.080 |
|
1.618 |
88.572 |
|
2.618 |
86.132 |
|
4.250 |
82.150 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
93.740 |
94.555 |
| PP |
93.612 |
94.155 |
| S1 |
93.484 |
93.756 |
|