ICE US Dollar Index Future December 2015
| Trading Metrics calculated at close of trading on 15-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
97.420 |
97.205 |
-0.215 |
-0.2% |
96.980 |
| High |
97.520 |
97.765 |
0.245 |
0.3% |
97.820 |
| Low |
96.765 |
97.030 |
0.265 |
0.3% |
95.945 |
| Close |
97.122 |
97.617 |
0.495 |
0.5% |
96.522 |
| Range |
0.755 |
0.735 |
-0.020 |
-2.6% |
1.875 |
| ATR |
0.876 |
0.865 |
-0.010 |
-1.1% |
0.000 |
| Volume |
566 |
452 |
-114 |
-20.1% |
2,098 |
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.676 |
99.381 |
98.021 |
|
| R3 |
98.941 |
98.646 |
97.819 |
|
| R2 |
98.206 |
98.206 |
97.752 |
|
| R1 |
97.911 |
97.911 |
97.684 |
98.059 |
| PP |
97.471 |
97.471 |
97.471 |
97.544 |
| S1 |
97.176 |
97.176 |
97.550 |
97.324 |
| S2 |
96.736 |
96.736 |
97.482 |
|
| S3 |
96.001 |
96.441 |
97.415 |
|
| S4 |
95.266 |
95.706 |
97.213 |
|
|
| 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 |
97.765 |
95.945 |
1.820 |
1.9% |
0.892 |
0.9% |
92% |
True |
False |
533 |
| 10 |
97.820 |
95.945 |
1.875 |
1.9% |
0.761 |
0.8% |
89% |
False |
False |
418 |
| 20 |
97.820 |
94.090 |
3.730 |
3.8% |
0.785 |
0.8% |
95% |
False |
False |
391 |
| 40 |
98.565 |
94.090 |
4.475 |
4.6% |
0.865 |
0.9% |
79% |
False |
False |
283 |
| 60 |
99.390 |
93.815 |
5.575 |
5.7% |
0.875 |
0.9% |
68% |
False |
False |
213 |
| 80 |
101.190 |
93.815 |
7.375 |
7.6% |
0.863 |
0.9% |
52% |
False |
False |
172 |
| 100 |
102.450 |
93.815 |
8.635 |
8.8% |
0.939 |
1.0% |
44% |
False |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.889 |
|
2.618 |
99.689 |
|
1.618 |
98.954 |
|
1.000 |
98.500 |
|
0.618 |
98.219 |
|
HIGH |
97.765 |
|
0.618 |
97.484 |
|
0.500 |
97.398 |
|
0.382 |
97.311 |
|
LOW |
97.030 |
|
0.618 |
96.576 |
|
1.000 |
96.295 |
|
1.618 |
95.841 |
|
2.618 |
95.106 |
|
4.250 |
93.906 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
97.544 |
97.389 |
| PP |
97.471 |
97.161 |
| S1 |
97.398 |
96.933 |
|