ICE US Dollar Index Future December 2015
| Trading Metrics calculated at close of trading on 10-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
96.785 |
96.890 |
0.105 |
0.1% |
96.980 |
| High |
97.300 |
96.900 |
-0.400 |
-0.4% |
97.820 |
| Low |
96.555 |
95.945 |
-0.610 |
-0.6% |
95.945 |
| Close |
97.153 |
96.522 |
-0.631 |
-0.6% |
96.522 |
| Range |
0.745 |
0.955 |
0.210 |
28.2% |
1.875 |
| ATR |
0.828 |
0.855 |
0.027 |
3.3% |
0.000 |
| Volume |
670 |
299 |
-371 |
-55.4% |
2,098 |
|
| Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.321 |
98.876 |
97.047 |
|
| R3 |
98.366 |
97.921 |
96.785 |
|
| R2 |
97.411 |
97.411 |
96.697 |
|
| R1 |
96.966 |
96.966 |
96.610 |
96.711 |
| PP |
96.456 |
96.456 |
96.456 |
96.328 |
| S1 |
96.011 |
96.011 |
96.434 |
95.756 |
| S2 |
95.501 |
95.501 |
96.347 |
|
| S3 |
94.546 |
95.056 |
96.259 |
|
| S4 |
93.591 |
94.101 |
95.997 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.387 |
101.330 |
97.553 |
|
| R3 |
100.512 |
99.455 |
97.038 |
|
| R2 |
98.637 |
98.637 |
96.866 |
|
| R1 |
97.580 |
97.580 |
96.694 |
97.171 |
| PP |
96.762 |
96.762 |
96.762 |
96.558 |
| S1 |
95.705 |
95.705 |
96.350 |
95.296 |
| S2 |
94.887 |
94.887 |
96.178 |
|
| S3 |
93.012 |
93.830 |
96.006 |
|
| S4 |
91.137 |
91.955 |
95.491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.820 |
95.945 |
1.875 |
1.9% |
0.814 |
0.8% |
31% |
False |
True |
419 |
| 10 |
97.820 |
95.195 |
2.625 |
2.7% |
0.840 |
0.9% |
51% |
False |
False |
372 |
| 20 |
97.820 |
94.090 |
3.730 |
3.9% |
0.769 |
0.8% |
65% |
False |
False |
342 |
| 40 |
98.565 |
93.835 |
4.730 |
4.9% |
0.872 |
0.9% |
57% |
False |
False |
244 |
| 60 |
99.630 |
93.815 |
5.815 |
6.0% |
0.862 |
0.9% |
47% |
False |
False |
187 |
| 80 |
101.190 |
93.815 |
7.375 |
7.6% |
0.885 |
0.9% |
37% |
False |
False |
157 |
| 100 |
102.450 |
93.815 |
8.635 |
8.9% |
0.913 |
0.9% |
31% |
False |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.959 |
|
2.618 |
99.400 |
|
1.618 |
98.445 |
|
1.000 |
97.855 |
|
0.618 |
97.490 |
|
HIGH |
96.900 |
|
0.618 |
96.535 |
|
0.500 |
96.423 |
|
0.382 |
96.310 |
|
LOW |
95.945 |
|
0.618 |
95.355 |
|
1.000 |
94.990 |
|
1.618 |
94.400 |
|
2.618 |
93.445 |
|
4.250 |
91.886 |
|
|
| Fisher Pivots for day following 10-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
96.489 |
96.698 |
| PP |
96.456 |
96.639 |
| S1 |
96.423 |
96.581 |
|