ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 27-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
93.780 |
95.210 |
1.430 |
1.5% |
96.570 |
| High |
95.475 |
96.060 |
0.585 |
0.6% |
97.105 |
| Low |
93.730 |
95.015 |
1.285 |
1.4% |
94.810 |
| Close |
95.131 |
95.652 |
0.521 |
0.5% |
95.005 |
| Range |
1.745 |
1.045 |
-0.700 |
-40.1% |
2.295 |
| ATR |
1.020 |
1.022 |
0.002 |
0.2% |
0.000 |
| Volume |
81,424 |
55,507 |
-25,917 |
-31.8% |
211,107 |
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.711 |
98.226 |
96.227 |
|
| R3 |
97.666 |
97.181 |
95.939 |
|
| R2 |
96.621 |
96.621 |
95.844 |
|
| R1 |
96.136 |
96.136 |
95.748 |
96.379 |
| PP |
95.576 |
95.576 |
95.576 |
95.697 |
| S1 |
95.091 |
95.091 |
95.556 |
95.334 |
| S2 |
94.531 |
94.531 |
95.460 |
|
| S3 |
93.486 |
94.046 |
95.365 |
|
| S4 |
92.441 |
93.001 |
95.077 |
|
|
| 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 |
96.060 |
92.520 |
3.540 |
3.7% |
1.490 |
1.6% |
88% |
True |
False |
84,764 |
| 10 |
97.105 |
92.520 |
4.585 |
4.8% |
1.053 |
1.1% |
68% |
False |
False |
61,489 |
| 20 |
98.425 |
92.520 |
5.905 |
6.2% |
0.961 |
1.0% |
53% |
False |
False |
52,976 |
| 40 |
98.425 |
92.520 |
5.905 |
6.2% |
0.872 |
0.9% |
53% |
False |
False |
44,240 |
| 60 |
98.425 |
92.520 |
5.905 |
6.2% |
0.908 |
0.9% |
53% |
False |
False |
42,697 |
| 80 |
98.425 |
92.520 |
5.905 |
6.2% |
0.927 |
1.0% |
53% |
False |
False |
32,691 |
| 100 |
100.715 |
92.520 |
8.195 |
8.6% |
0.938 |
1.0% |
38% |
False |
False |
26,318 |
| 120 |
101.615 |
92.520 |
9.095 |
9.5% |
1.007 |
1.1% |
34% |
False |
False |
22,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.501 |
|
2.618 |
98.796 |
|
1.618 |
97.751 |
|
1.000 |
97.105 |
|
0.618 |
96.706 |
|
HIGH |
96.060 |
|
0.618 |
95.661 |
|
0.500 |
95.538 |
|
0.382 |
95.414 |
|
LOW |
95.015 |
|
0.618 |
94.369 |
|
1.000 |
93.970 |
|
1.618 |
93.324 |
|
2.618 |
92.279 |
|
4.250 |
90.574 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.614 |
95.361 |
| PP |
95.576 |
95.071 |
| S1 |
95.538 |
94.780 |
|