ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 10-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
95.860 |
95.885 |
0.025 |
0.0% |
96.190 |
High |
96.420 |
96.210 |
-0.210 |
-0.2% |
96.635 |
Low |
95.860 |
95.390 |
-0.470 |
-0.5% |
95.210 |
Close |
96.010 |
95.442 |
-0.568 |
-0.6% |
96.240 |
Range |
0.560 |
0.820 |
0.260 |
46.4% |
1.425 |
ATR |
0.874 |
0.870 |
-0.004 |
-0.4% |
0.000 |
Volume |
57,437 |
39,619 |
-17,818 |
-31.0% |
237,153 |
|
Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.141 |
97.611 |
95.893 |
|
R3 |
97.321 |
96.791 |
95.668 |
|
R2 |
96.501 |
96.501 |
95.592 |
|
R1 |
95.971 |
95.971 |
95.517 |
95.826 |
PP |
95.681 |
95.681 |
95.681 |
95.608 |
S1 |
95.151 |
95.151 |
95.367 |
95.006 |
S2 |
94.861 |
94.861 |
95.292 |
|
S3 |
94.041 |
94.331 |
95.217 |
|
S4 |
93.221 |
93.511 |
94.991 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.303 |
99.697 |
97.024 |
|
R3 |
98.878 |
98.272 |
96.632 |
|
R2 |
97.453 |
97.453 |
96.501 |
|
R1 |
96.847 |
96.847 |
96.371 |
97.150 |
PP |
96.028 |
96.028 |
96.028 |
96.180 |
S1 |
95.422 |
95.422 |
96.109 |
95.725 |
S2 |
94.603 |
94.603 |
95.979 |
|
S3 |
93.178 |
93.997 |
95.848 |
|
S4 |
91.753 |
92.572 |
95.456 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.635 |
95.390 |
1.245 |
1.3% |
0.731 |
0.8% |
4% |
False |
True |
47,641 |
10 |
96.635 |
95.015 |
1.620 |
1.7% |
0.748 |
0.8% |
26% |
False |
False |
47,583 |
20 |
97.105 |
92.520 |
4.585 |
4.8% |
0.883 |
0.9% |
64% |
False |
False |
53,573 |
40 |
98.425 |
92.520 |
5.905 |
6.2% |
0.832 |
0.9% |
49% |
False |
False |
46,514 |
60 |
98.425 |
92.520 |
5.905 |
6.2% |
0.860 |
0.9% |
49% |
False |
False |
44,352 |
80 |
98.425 |
92.520 |
5.905 |
6.2% |
0.902 |
0.9% |
49% |
False |
False |
37,789 |
100 |
99.160 |
92.520 |
6.640 |
7.0% |
0.911 |
1.0% |
44% |
False |
False |
30,448 |
120 |
100.715 |
92.520 |
8.195 |
8.6% |
0.921 |
1.0% |
36% |
False |
False |
25,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.695 |
2.618 |
98.357 |
1.618 |
97.537 |
1.000 |
97.030 |
0.618 |
96.717 |
HIGH |
96.210 |
0.618 |
95.897 |
0.500 |
95.800 |
0.382 |
95.703 |
LOW |
95.390 |
0.618 |
94.883 |
1.000 |
94.570 |
1.618 |
94.063 |
2.618 |
93.243 |
4.250 |
91.905 |
|
|
Fisher Pivots for day following 10-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
95.800 |
95.905 |
PP |
95.681 |
95.751 |
S1 |
95.561 |
95.596 |
|