ICE US Dollar Index Future December 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 |
96.140 |
96.095 |
-0.045 |
0.0% |
96.420 |
High |
96.640 |
96.430 |
-0.210 |
-0.2% |
96.920 |
Low |
96.120 |
95.575 |
-0.545 |
-0.6% |
95.500 |
Close |
96.215 |
95.632 |
-0.583 |
-0.6% |
96.525 |
Range |
0.520 |
0.855 |
0.335 |
64.4% |
1.420 |
ATR |
0.863 |
0.862 |
-0.001 |
-0.1% |
0.000 |
Volume |
35,861 |
56,600 |
20,739 |
57.8% |
16,875 |
|
Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.444 |
97.893 |
96.102 |
|
R3 |
97.589 |
97.038 |
95.867 |
|
R2 |
96.734 |
96.734 |
95.789 |
|
R1 |
96.183 |
96.183 |
95.710 |
96.031 |
PP |
95.879 |
95.879 |
95.879 |
95.803 |
S1 |
95.328 |
95.328 |
95.554 |
95.176 |
S2 |
95.024 |
95.024 |
95.475 |
|
S3 |
94.169 |
94.473 |
95.397 |
|
S4 |
93.314 |
93.618 |
95.162 |
|
|
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 |
95.575 |
1.345 |
1.4% |
0.760 |
0.8% |
4% |
False |
True |
22,540 |
10 |
96.920 |
95.355 |
1.565 |
1.6% |
0.755 |
0.8% |
18% |
False |
False |
12,523 |
20 |
97.400 |
92.850 |
4.550 |
4.8% |
0.874 |
0.9% |
61% |
False |
False |
7,414 |
40 |
98.740 |
92.850 |
5.890 |
6.2% |
0.814 |
0.9% |
47% |
False |
False |
4,059 |
60 |
98.740 |
92.850 |
5.890 |
6.2% |
0.804 |
0.8% |
47% |
False |
False |
2,836 |
80 |
98.740 |
92.850 |
5.890 |
6.2% |
0.839 |
0.9% |
47% |
False |
False |
2,171 |
100 |
99.390 |
92.850 |
6.540 |
6.8% |
0.851 |
0.9% |
43% |
False |
False |
1,751 |
120 |
101.190 |
92.850 |
8.340 |
8.7% |
0.847 |
0.9% |
33% |
False |
False |
1,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.064 |
2.618 |
98.668 |
1.618 |
97.813 |
1.000 |
97.285 |
0.618 |
96.958 |
HIGH |
96.430 |
0.618 |
96.103 |
0.500 |
96.003 |
0.382 |
95.902 |
LOW |
95.575 |
0.618 |
95.047 |
1.000 |
94.720 |
1.618 |
94.192 |
2.618 |
93.337 |
4.250 |
91.941 |
|
|
Fisher Pivots for day following 10-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
96.003 |
96.108 |
PP |
95.879 |
95.949 |
S1 |
95.756 |
95.791 |
|