ICE US Dollar Index Future December 2015
| Trading Metrics calculated at close of trading on 07-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
96.980 |
96.900 |
-0.080 |
-0.1% |
96.360 |
| High |
97.210 |
97.820 |
0.610 |
0.6% |
97.015 |
| Low |
96.585 |
96.860 |
0.275 |
0.3% |
95.195 |
| Close |
96.832 |
97.441 |
0.609 |
0.6% |
96.665 |
| Range |
0.625 |
0.960 |
0.335 |
53.6% |
1.820 |
| ATR |
0.827 |
0.838 |
0.012 |
1.4% |
0.000 |
| Volume |
83 |
247 |
164 |
197.6% |
1,624 |
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.254 |
99.807 |
97.969 |
|
| R3 |
99.294 |
98.847 |
97.705 |
|
| R2 |
98.334 |
98.334 |
97.617 |
|
| R1 |
97.887 |
97.887 |
97.529 |
98.111 |
| PP |
97.374 |
97.374 |
97.374 |
97.485 |
| S1 |
96.927 |
96.927 |
97.353 |
97.151 |
| S2 |
96.414 |
96.414 |
97.265 |
|
| S3 |
95.454 |
95.967 |
97.177 |
|
| S4 |
94.494 |
95.007 |
96.913 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.752 |
101.028 |
97.666 |
|
| R3 |
99.932 |
99.208 |
97.166 |
|
| R2 |
98.112 |
98.112 |
96.999 |
|
| R1 |
97.388 |
97.388 |
96.832 |
97.750 |
| PP |
96.292 |
96.292 |
96.292 |
96.473 |
| S1 |
95.568 |
95.568 |
96.498 |
95.930 |
| S2 |
94.472 |
94.472 |
96.331 |
|
| S3 |
92.652 |
93.748 |
96.165 |
|
| S4 |
90.832 |
91.928 |
95.664 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.820 |
96.000 |
1.820 |
1.9% |
0.653 |
0.7% |
79% |
True |
False |
175 |
| 10 |
97.820 |
95.195 |
2.625 |
2.7% |
0.738 |
0.8% |
86% |
True |
False |
266 |
| 20 |
97.820 |
94.090 |
3.730 |
3.8% |
0.779 |
0.8% |
90% |
True |
False |
283 |
| 40 |
98.565 |
93.815 |
4.750 |
4.9% |
0.875 |
0.9% |
76% |
False |
False |
204 |
| 60 |
100.750 |
93.815 |
6.935 |
7.1% |
0.881 |
0.9% |
52% |
False |
False |
160 |
| 80 |
102.000 |
93.815 |
8.185 |
8.4% |
0.955 |
1.0% |
44% |
False |
False |
141 |
| 100 |
102.450 |
93.815 |
8.635 |
8.9% |
0.898 |
0.9% |
42% |
False |
False |
120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.900 |
|
2.618 |
100.333 |
|
1.618 |
99.373 |
|
1.000 |
98.780 |
|
0.618 |
98.413 |
|
HIGH |
97.820 |
|
0.618 |
97.453 |
|
0.500 |
97.340 |
|
0.382 |
97.227 |
|
LOW |
96.860 |
|
0.618 |
96.267 |
|
1.000 |
95.900 |
|
1.618 |
95.307 |
|
2.618 |
94.347 |
|
4.250 |
92.780 |
|
|
| Fisher Pivots for day following 07-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
97.407 |
97.334 |
| PP |
97.374 |
97.227 |
| S1 |
97.340 |
97.120 |
|