ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 11-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
| Open |
95.080 |
95.345 |
0.265 |
0.3% |
95.805 |
| High |
95.540 |
95.725 |
0.185 |
0.2% |
96.480 |
| Low |
94.660 |
95.270 |
0.610 |
0.6% |
94.350 |
| Close |
95.270 |
95.430 |
0.160 |
0.2% |
95.270 |
| Range |
0.880 |
0.455 |
-0.425 |
-48.3% |
2.130 |
| ATR |
1.023 |
0.982 |
-0.041 |
-4.0% |
0.000 |
| Volume |
1,669 |
1,834 |
165 |
9.9% |
6,604 |
|
| Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.840 |
96.590 |
95.680 |
|
| R3 |
96.385 |
96.135 |
95.555 |
|
| R2 |
95.930 |
95.930 |
95.513 |
|
| R1 |
95.680 |
95.680 |
95.472 |
95.805 |
| PP |
95.475 |
95.475 |
95.475 |
95.538 |
| S1 |
95.225 |
95.225 |
95.388 |
95.350 |
| S2 |
95.020 |
95.020 |
95.347 |
|
| S3 |
94.565 |
94.770 |
95.305 |
|
| S4 |
94.110 |
94.315 |
95.180 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.757 |
100.643 |
96.442 |
|
| R3 |
99.627 |
98.513 |
95.856 |
|
| R2 |
97.497 |
97.497 |
95.661 |
|
| R1 |
96.383 |
96.383 |
95.465 |
95.875 |
| PP |
95.367 |
95.367 |
95.367 |
95.113 |
| S1 |
94.253 |
94.253 |
95.075 |
93.745 |
| S2 |
93.237 |
93.237 |
94.880 |
|
| S3 |
91.107 |
92.123 |
94.684 |
|
| S4 |
88.977 |
89.993 |
94.099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.480 |
94.350 |
2.130 |
2.2% |
0.952 |
1.0% |
51% |
False |
False |
1,472 |
| 10 |
97.525 |
94.350 |
3.175 |
3.3% |
0.976 |
1.0% |
34% |
False |
False |
1,339 |
| 20 |
100.445 |
94.350 |
6.095 |
6.4% |
0.981 |
1.0% |
18% |
False |
False |
1,043 |
| 40 |
101.100 |
94.350 |
6.750 |
7.1% |
1.130 |
1.2% |
16% |
False |
False |
829 |
| 60 |
101.615 |
94.350 |
7.265 |
7.6% |
1.012 |
1.1% |
15% |
False |
False |
598 |
| 80 |
101.615 |
93.200 |
8.415 |
8.8% |
0.934 |
1.0% |
27% |
False |
False |
456 |
| 100 |
101.615 |
88.840 |
12.775 |
13.4% |
0.836 |
0.9% |
52% |
False |
False |
369 |
| 120 |
101.615 |
88.040 |
13.575 |
14.2% |
0.767 |
0.8% |
54% |
False |
False |
313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.659 |
|
2.618 |
96.916 |
|
1.618 |
96.461 |
|
1.000 |
96.180 |
|
0.618 |
96.006 |
|
HIGH |
95.725 |
|
0.618 |
95.551 |
|
0.500 |
95.498 |
|
0.382 |
95.444 |
|
LOW |
95.270 |
|
0.618 |
94.989 |
|
1.000 |
94.815 |
|
1.618 |
94.534 |
|
2.618 |
94.079 |
|
4.250 |
93.336 |
|
|
| Fisher Pivots for day following 11-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.498 |
95.299 |
| PP |
95.475 |
95.168 |
| S1 |
95.453 |
95.038 |
|