ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 16-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
99.585 |
99.005 |
-0.580 |
-0.6% |
97.235 |
| High |
100.070 |
99.400 |
-0.670 |
-0.7% |
100.400 |
| Low |
98.895 |
97.950 |
-0.945 |
-1.0% |
96.965 |
| Close |
99.003 |
98.053 |
-0.950 |
-1.0% |
100.044 |
| Range |
1.175 |
1.450 |
0.275 |
23.4% |
3.435 |
| ATR |
1.114 |
1.138 |
0.024 |
2.2% |
0.000 |
| Volume |
871 |
1,402 |
531 |
61.0% |
2,598 |
|
| Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.818 |
101.885 |
98.851 |
|
| R3 |
101.368 |
100.435 |
98.452 |
|
| R2 |
99.918 |
99.918 |
98.319 |
|
| R1 |
98.985 |
98.985 |
98.186 |
98.727 |
| PP |
98.468 |
98.468 |
98.468 |
98.338 |
| S1 |
97.535 |
97.535 |
97.920 |
97.277 |
| S2 |
97.018 |
97.018 |
97.787 |
|
| S3 |
95.568 |
96.085 |
97.654 |
|
| S4 |
94.118 |
94.635 |
97.256 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.441 |
108.178 |
101.933 |
|
| R3 |
106.006 |
104.743 |
100.989 |
|
| R2 |
102.571 |
102.571 |
100.674 |
|
| R1 |
101.308 |
101.308 |
100.359 |
101.940 |
| PP |
99.136 |
99.136 |
99.136 |
99.452 |
| S1 |
97.873 |
97.873 |
99.729 |
98.505 |
| S2 |
95.701 |
95.701 |
99.414 |
|
| S3 |
92.266 |
94.438 |
99.099 |
|
| S4 |
88.831 |
91.003 |
98.155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.715 |
97.950 |
2.765 |
2.8% |
1.123 |
1.1% |
4% |
False |
True |
911 |
| 10 |
100.715 |
96.965 |
3.750 |
3.8% |
1.080 |
1.1% |
29% |
False |
False |
677 |
| 20 |
100.715 |
96.840 |
3.875 |
4.0% |
1.058 |
1.1% |
31% |
False |
False |
668 |
| 40 |
101.615 |
94.950 |
6.665 |
6.8% |
1.103 |
1.1% |
47% |
False |
False |
448 |
| 60 |
101.615 |
94.485 |
7.130 |
7.3% |
0.960 |
1.0% |
50% |
False |
False |
307 |
| 80 |
101.615 |
90.180 |
11.435 |
11.7% |
0.829 |
0.8% |
69% |
False |
False |
235 |
| 100 |
101.615 |
88.080 |
13.535 |
13.8% |
0.760 |
0.8% |
74% |
False |
False |
196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.563 |
|
2.618 |
103.196 |
|
1.618 |
101.746 |
|
1.000 |
100.850 |
|
0.618 |
100.296 |
|
HIGH |
99.400 |
|
0.618 |
98.846 |
|
0.500 |
98.675 |
|
0.382 |
98.504 |
|
LOW |
97.950 |
|
0.618 |
97.054 |
|
1.000 |
96.500 |
|
1.618 |
95.604 |
|
2.618 |
94.154 |
|
4.250 |
91.788 |
|
|
| Fisher Pivots for day following 16-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
98.675 |
99.198 |
| PP |
98.468 |
98.816 |
| S1 |
98.260 |
98.435 |
|