ICE US Dollar Index Future December 2015
| Trading Metrics calculated at close of trading on 21-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
96.805 |
96.125 |
-0.680 |
-0.7% |
96.885 |
| High |
96.900 |
96.125 |
-0.775 |
-0.8% |
97.400 |
| Low |
96.035 |
95.150 |
-0.885 |
-0.9% |
95.150 |
| Close |
96.325 |
95.330 |
-0.995 |
-1.0% |
95.330 |
| Range |
0.865 |
0.975 |
0.110 |
12.7% |
2.250 |
| ATR |
0.748 |
0.779 |
0.030 |
4.1% |
0.000 |
| Volume |
974 |
1,858 |
884 |
90.8% |
7,210 |
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.460 |
97.870 |
95.866 |
|
| R3 |
97.485 |
96.895 |
95.598 |
|
| R2 |
96.510 |
96.510 |
95.509 |
|
| R1 |
95.920 |
95.920 |
95.419 |
95.728 |
| PP |
95.535 |
95.535 |
95.535 |
95.439 |
| S1 |
94.945 |
94.945 |
95.241 |
94.753 |
| S2 |
94.560 |
94.560 |
95.151 |
|
| S3 |
93.585 |
93.970 |
95.062 |
|
| S4 |
92.610 |
92.995 |
94.794 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.710 |
101.270 |
96.568 |
|
| R3 |
100.460 |
99.020 |
95.949 |
|
| R2 |
98.210 |
98.210 |
95.743 |
|
| R1 |
96.770 |
96.770 |
95.536 |
96.365 |
| PP |
95.960 |
95.960 |
95.960 |
95.758 |
| S1 |
94.520 |
94.520 |
95.124 |
94.115 |
| S2 |
93.710 |
93.710 |
94.918 |
|
| S3 |
91.460 |
92.270 |
94.711 |
|
| S4 |
89.210 |
90.020 |
94.093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.400 |
95.150 |
2.250 |
2.4% |
0.666 |
0.7% |
8% |
False |
True |
1,442 |
| 10 |
98.295 |
95.150 |
3.145 |
3.3% |
0.754 |
0.8% |
6% |
False |
True |
1,448 |
| 20 |
98.740 |
95.150 |
3.590 |
3.8% |
0.756 |
0.8% |
5% |
False |
True |
1,034 |
| 40 |
98.740 |
95.150 |
3.590 |
3.8% |
0.770 |
0.8% |
5% |
False |
True |
754 |
| 60 |
98.740 |
94.090 |
4.650 |
4.9% |
0.816 |
0.9% |
27% |
False |
False |
583 |
| 80 |
98.740 |
93.815 |
4.925 |
5.2% |
0.819 |
0.9% |
31% |
False |
False |
462 |
| 100 |
101.190 |
93.815 |
7.375 |
7.7% |
0.824 |
0.9% |
21% |
False |
False |
380 |
| 120 |
102.450 |
93.815 |
8.635 |
9.1% |
0.910 |
1.0% |
18% |
False |
False |
333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.269 |
|
2.618 |
98.678 |
|
1.618 |
97.703 |
|
1.000 |
97.100 |
|
0.618 |
96.728 |
|
HIGH |
96.125 |
|
0.618 |
95.753 |
|
0.500 |
95.638 |
|
0.382 |
95.522 |
|
LOW |
95.150 |
|
0.618 |
94.547 |
|
1.000 |
94.175 |
|
1.618 |
93.572 |
|
2.618 |
92.597 |
|
4.250 |
91.006 |
|
|
| Fisher Pivots for day following 21-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.638 |
96.275 |
| PP |
95.535 |
95.960 |
| S1 |
95.433 |
95.645 |
|