ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 14-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
95.525 |
95.175 |
-0.350 |
-0.4% |
96.215 |
High |
95.675 |
95.364 |
-0.311 |
-0.3% |
96.420 |
Low |
95.115 |
94.940 |
-0.175 |
-0.2% |
95.115 |
Close |
95.194 |
95.364 |
0.170 |
0.2% |
95.194 |
Range |
0.560 |
0.424 |
-0.136 |
-24.3% |
1.305 |
ATR |
0.848 |
0.818 |
-0.030 |
-3.6% |
0.000 |
Volume |
22,968 |
506 |
-22,462 |
-97.8% |
160,400 |
|
Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.495 |
96.353 |
95.597 |
|
R3 |
96.071 |
95.929 |
95.481 |
|
R2 |
95.647 |
95.647 |
95.442 |
|
R1 |
95.505 |
95.505 |
95.403 |
95.576 |
PP |
95.223 |
95.223 |
95.223 |
95.258 |
S1 |
95.081 |
95.081 |
95.325 |
95.152 |
S2 |
94.799 |
94.799 |
95.286 |
|
S3 |
94.375 |
94.657 |
95.247 |
|
S4 |
93.951 |
94.233 |
95.131 |
|
|
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 |
96.420 |
94.940 |
1.480 |
1.6% |
0.576 |
0.6% |
29% |
False |
True |
32,181 |
10 |
96.635 |
94.940 |
1.695 |
1.8% |
0.646 |
0.7% |
25% |
False |
True |
39,805 |
20 |
97.105 |
92.520 |
4.585 |
4.8% |
0.867 |
0.9% |
62% |
False |
False |
50,854 |
40 |
98.425 |
92.520 |
5.905 |
6.2% |
0.827 |
0.9% |
48% |
False |
False |
45,439 |
60 |
98.425 |
92.520 |
5.905 |
6.2% |
0.836 |
0.9% |
48% |
False |
False |
42,896 |
80 |
98.425 |
92.520 |
5.905 |
6.2% |
0.888 |
0.9% |
48% |
False |
False |
38,043 |
100 |
99.105 |
92.520 |
6.585 |
6.9% |
0.906 |
0.9% |
43% |
False |
False |
30,675 |
120 |
100.715 |
92.520 |
8.195 |
8.6% |
0.915 |
1.0% |
35% |
False |
False |
25,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.166 |
2.618 |
96.474 |
1.618 |
96.050 |
1.000 |
95.788 |
0.618 |
95.626 |
HIGH |
95.364 |
0.618 |
95.202 |
0.500 |
95.152 |
0.382 |
95.102 |
LOW |
94.940 |
0.618 |
94.678 |
1.000 |
94.516 |
1.618 |
94.254 |
2.618 |
93.830 |
4.250 |
93.138 |
|
|
Fisher Pivots for day following 14-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
95.293 |
95.575 |
PP |
95.223 |
95.505 |
S1 |
95.152 |
95.434 |
|