ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 02-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
95.890 |
95.455 |
-0.435 |
-0.5% |
94.880 |
| High |
95.890 |
95.970 |
0.080 |
0.1% |
96.355 |
| Low |
95.210 |
95.450 |
0.240 |
0.3% |
92.520 |
| Close |
95.446 |
95.844 |
0.398 |
0.4% |
96.135 |
| Range |
0.680 |
0.520 |
-0.160 |
-23.5% |
3.835 |
| ATR |
0.967 |
0.935 |
-0.032 |
-3.3% |
0.000 |
| Volume |
53,675 |
46,440 |
-7,235 |
-13.5% |
407,919 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.315 |
97.099 |
96.130 |
|
| R3 |
96.795 |
96.579 |
95.987 |
|
| R2 |
96.275 |
96.275 |
95.939 |
|
| R1 |
96.059 |
96.059 |
95.892 |
96.167 |
| PP |
95.755 |
95.755 |
95.755 |
95.809 |
| S1 |
95.539 |
95.539 |
95.796 |
95.647 |
| S2 |
95.235 |
95.235 |
95.749 |
|
| S3 |
94.715 |
95.019 |
95.701 |
|
| S4 |
94.195 |
94.499 |
95.558 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.508 |
105.157 |
98.244 |
|
| R3 |
102.673 |
101.322 |
97.190 |
|
| R2 |
98.838 |
98.838 |
96.838 |
|
| R1 |
97.487 |
97.487 |
96.487 |
98.163 |
| PP |
95.003 |
95.003 |
95.003 |
95.341 |
| S1 |
93.652 |
93.652 |
95.783 |
94.328 |
| S2 |
91.168 |
91.168 |
95.432 |
|
| S3 |
87.333 |
89.817 |
95.080 |
|
| S4 |
83.498 |
85.982 |
94.026 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.355 |
95.015 |
1.340 |
1.4% |
0.764 |
0.8% |
62% |
False |
False |
47,525 |
| 10 |
96.590 |
92.520 |
4.070 |
4.2% |
1.110 |
1.2% |
82% |
False |
False |
65,372 |
| 20 |
98.425 |
92.520 |
5.905 |
6.2% |
0.936 |
1.0% |
56% |
False |
False |
53,338 |
| 40 |
98.425 |
92.520 |
5.905 |
6.2% |
0.862 |
0.9% |
56% |
False |
False |
45,476 |
| 60 |
98.425 |
92.520 |
5.905 |
6.2% |
0.872 |
0.9% |
56% |
False |
False |
44,781 |
| 80 |
98.425 |
92.520 |
5.905 |
6.2% |
0.916 |
1.0% |
56% |
False |
False |
34,882 |
| 100 |
100.445 |
92.520 |
7.925 |
8.3% |
0.929 |
1.0% |
42% |
False |
False |
28,114 |
| 120 |
101.100 |
92.520 |
8.580 |
9.0% |
0.987 |
1.0% |
39% |
False |
False |
23,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.180 |
|
2.618 |
97.331 |
|
1.618 |
96.811 |
|
1.000 |
96.490 |
|
0.618 |
96.291 |
|
HIGH |
95.970 |
|
0.618 |
95.771 |
|
0.500 |
95.710 |
|
0.382 |
95.649 |
|
LOW |
95.450 |
|
0.618 |
95.129 |
|
1.000 |
94.930 |
|
1.618 |
94.609 |
|
2.618 |
94.089 |
|
4.250 |
93.240 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.799 |
95.808 |
| PP |
95.755 |
95.771 |
| S1 |
95.710 |
95.735 |
|