ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 09-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
96.490 |
96.140 |
-0.350 |
-0.4% |
96.420 |
High |
96.530 |
96.640 |
0.110 |
0.1% |
96.920 |
Low |
96.040 |
96.120 |
0.080 |
0.1% |
95.500 |
Close |
96.233 |
96.215 |
-0.018 |
0.0% |
96.525 |
Range |
0.490 |
0.520 |
0.030 |
6.1% |
1.420 |
ATR |
0.889 |
0.863 |
-0.026 |
-3.0% |
0.000 |
Volume |
10,771 |
35,861 |
25,090 |
232.9% |
16,875 |
|
Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.885 |
97.570 |
96.501 |
|
R3 |
97.365 |
97.050 |
96.358 |
|
R2 |
96.845 |
96.845 |
96.310 |
|
R1 |
96.530 |
96.530 |
96.263 |
96.688 |
PP |
96.325 |
96.325 |
96.325 |
96.404 |
S1 |
96.010 |
96.010 |
96.167 |
96.168 |
S2 |
95.805 |
95.805 |
96.120 |
|
S3 |
95.285 |
95.490 |
96.072 |
|
S4 |
94.765 |
94.970 |
95.929 |
|
|
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 |
95.740 |
1.180 |
1.2% |
0.689 |
0.7% |
40% |
False |
False |
11,675 |
10 |
96.920 |
94.045 |
2.875 |
3.0% |
0.845 |
0.9% |
75% |
False |
False |
7,159 |
20 |
97.700 |
92.850 |
4.850 |
5.0% |
0.903 |
0.9% |
69% |
False |
False |
4,655 |
40 |
98.740 |
92.850 |
5.890 |
6.1% |
0.811 |
0.8% |
57% |
False |
False |
2,655 |
60 |
98.740 |
92.850 |
5.890 |
6.1% |
0.810 |
0.8% |
57% |
False |
False |
1,900 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.846 |
0.9% |
57% |
False |
False |
1,464 |
100 |
99.630 |
92.850 |
6.780 |
7.0% |
0.849 |
0.9% |
50% |
False |
False |
1,186 |
120 |
101.190 |
92.850 |
8.340 |
8.7% |
0.850 |
0.9% |
40% |
False |
False |
998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.850 |
2.618 |
98.001 |
1.618 |
97.481 |
1.000 |
97.160 |
0.618 |
96.961 |
HIGH |
96.640 |
0.618 |
96.441 |
0.500 |
96.380 |
0.382 |
96.319 |
LOW |
96.120 |
0.618 |
95.799 |
1.000 |
95.600 |
1.618 |
95.279 |
2.618 |
94.759 |
4.250 |
93.910 |
|
|
Fisher Pivots for day following 09-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
96.380 |
96.353 |
PP |
96.325 |
96.307 |
S1 |
96.270 |
96.261 |
|