ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 08-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
96.680 |
96.490 |
-0.190 |
-0.2% |
96.420 |
High |
96.895 |
96.530 |
-0.365 |
-0.4% |
96.920 |
Low |
95.810 |
96.040 |
0.230 |
0.2% |
95.500 |
Close |
96.525 |
96.233 |
-0.292 |
-0.3% |
96.525 |
Range |
1.085 |
0.490 |
-0.595 |
-54.8% |
1.420 |
ATR |
0.920 |
0.889 |
-0.031 |
-3.3% |
0.000 |
Volume |
5,368 |
10,771 |
5,403 |
100.7% |
16,875 |
|
Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.738 |
97.475 |
96.503 |
|
R3 |
97.248 |
96.985 |
96.368 |
|
R2 |
96.758 |
96.758 |
96.323 |
|
R1 |
96.495 |
96.495 |
96.278 |
96.382 |
PP |
96.268 |
96.268 |
96.268 |
96.211 |
S1 |
96.005 |
96.005 |
96.188 |
95.892 |
S2 |
95.778 |
95.778 |
96.143 |
|
S3 |
95.288 |
95.515 |
96.098 |
|
S4 |
94.798 |
95.025 |
95.964 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.575 |
99.970 |
97.306 |
|
R3 |
99.155 |
98.550 |
96.916 |
|
R2 |
97.735 |
97.735 |
96.785 |
|
R1 |
97.130 |
97.130 |
96.655 |
97.433 |
PP |
96.315 |
96.315 |
96.315 |
96.466 |
S1 |
95.710 |
95.710 |
96.395 |
96.013 |
S2 |
94.895 |
94.895 |
96.265 |
|
S3 |
93.475 |
94.290 |
96.135 |
|
S4 |
92.055 |
92.870 |
95.744 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.920 |
95.500 |
1.420 |
1.5% |
0.717 |
0.7% |
52% |
False |
False |
5,115 |
10 |
96.920 |
93.830 |
3.090 |
3.2% |
0.914 |
0.9% |
78% |
False |
False |
4,285 |
20 |
97.925 |
92.850 |
5.075 |
5.3% |
0.910 |
0.9% |
67% |
False |
False |
2,927 |
40 |
98.740 |
92.850 |
5.890 |
6.1% |
0.817 |
0.8% |
57% |
False |
False |
1,773 |
60 |
98.740 |
92.850 |
5.890 |
6.1% |
0.813 |
0.8% |
57% |
False |
False |
1,305 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.851 |
0.9% |
57% |
False |
False |
1,016 |
100 |
99.630 |
92.850 |
6.780 |
7.0% |
0.849 |
0.9% |
50% |
False |
False |
827 |
120 |
101.190 |
92.850 |
8.340 |
8.7% |
0.856 |
0.9% |
41% |
False |
False |
701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.613 |
2.618 |
97.813 |
1.618 |
97.323 |
1.000 |
97.020 |
0.618 |
96.833 |
HIGH |
96.530 |
0.618 |
96.343 |
0.500 |
96.285 |
0.382 |
96.227 |
LOW |
96.040 |
0.618 |
95.737 |
1.000 |
95.550 |
1.618 |
95.247 |
2.618 |
94.757 |
4.250 |
93.958 |
|
|
Fisher Pivots for day following 08-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
96.285 |
96.365 |
PP |
96.268 |
96.321 |
S1 |
96.250 |
96.277 |
|