ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 11-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
95.885 |
95.525 |
-0.360 |
-0.4% |
96.215 |
High |
96.210 |
95.675 |
-0.535 |
-0.6% |
96.420 |
Low |
95.390 |
95.115 |
-0.275 |
-0.3% |
95.115 |
Close |
95.442 |
95.194 |
-0.248 |
-0.3% |
95.194 |
Range |
0.820 |
0.560 |
-0.260 |
-31.7% |
1.305 |
ATR |
0.870 |
0.848 |
-0.022 |
-2.5% |
0.000 |
Volume |
39,619 |
22,968 |
-16,651 |
-42.0% |
160,400 |
|
Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.008 |
96.661 |
95.502 |
|
R3 |
96.448 |
96.101 |
95.348 |
|
R2 |
95.888 |
95.888 |
95.297 |
|
R1 |
95.541 |
95.541 |
95.245 |
95.435 |
PP |
95.328 |
95.328 |
95.328 |
95.275 |
S1 |
94.981 |
94.981 |
95.143 |
94.875 |
S2 |
94.768 |
94.768 |
95.091 |
|
S3 |
94.208 |
94.421 |
95.040 |
|
S4 |
93.648 |
93.861 |
94.886 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.491 |
98.648 |
95.912 |
|
R3 |
98.186 |
97.343 |
95.553 |
|
R2 |
96.881 |
96.881 |
95.433 |
|
R1 |
96.038 |
96.038 |
95.314 |
95.807 |
PP |
95.576 |
95.576 |
95.576 |
95.461 |
S1 |
94.733 |
94.733 |
95.074 |
94.502 |
S2 |
94.271 |
94.271 |
94.955 |
|
S3 |
92.966 |
93.428 |
94.835 |
|
S4 |
91.661 |
92.123 |
94.476 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.595 |
95.115 |
1.480 |
1.6% |
0.678 |
0.7% |
5% |
False |
True |
41,032 |
10 |
96.635 |
95.115 |
1.520 |
1.6% |
0.699 |
0.7% |
5% |
False |
True |
44,329 |
20 |
97.105 |
92.520 |
4.585 |
4.8% |
0.876 |
0.9% |
58% |
False |
False |
52,909 |
40 |
98.425 |
92.520 |
5.905 |
6.2% |
0.831 |
0.9% |
45% |
False |
False |
46,103 |
60 |
98.425 |
92.520 |
5.905 |
6.2% |
0.848 |
0.9% |
45% |
False |
False |
43,764 |
80 |
98.425 |
92.520 |
5.905 |
6.2% |
0.891 |
0.9% |
45% |
False |
False |
38,063 |
100 |
99.105 |
92.520 |
6.585 |
6.9% |
0.909 |
1.0% |
41% |
False |
False |
30,674 |
120 |
100.715 |
92.520 |
8.195 |
8.6% |
0.917 |
1.0% |
33% |
False |
False |
25,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.055 |
2.618 |
97.141 |
1.618 |
96.581 |
1.000 |
96.235 |
0.618 |
96.021 |
HIGH |
95.675 |
0.618 |
95.461 |
0.500 |
95.395 |
0.382 |
95.329 |
LOW |
95.115 |
0.618 |
94.769 |
1.000 |
94.555 |
1.618 |
94.209 |
2.618 |
93.649 |
4.250 |
92.735 |
|
|
Fisher Pivots for day following 11-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
95.395 |
95.768 |
PP |
95.328 |
95.576 |
S1 |
95.261 |
95.385 |
|