ICE US Dollar Index Future December 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 |
96.095 |
95.685 |
-0.410 |
-0.4% |
96.490 |
High |
96.430 |
95.870 |
-0.560 |
-0.6% |
96.640 |
Low |
95.575 |
95.290 |
-0.285 |
-0.3% |
95.290 |
Close |
95.632 |
95.379 |
-0.253 |
-0.3% |
95.379 |
Range |
0.855 |
0.580 |
-0.275 |
-32.2% |
1.350 |
ATR |
0.862 |
0.842 |
-0.020 |
-2.3% |
0.000 |
Volume |
56,600 |
49,296 |
-7,304 |
-12.9% |
152,528 |
|
Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.253 |
96.896 |
95.698 |
|
R3 |
96.673 |
96.316 |
95.539 |
|
R2 |
96.093 |
96.093 |
95.485 |
|
R1 |
95.736 |
95.736 |
95.432 |
95.625 |
PP |
95.513 |
95.513 |
95.513 |
95.457 |
S1 |
95.156 |
95.156 |
95.326 |
95.045 |
S2 |
94.933 |
94.933 |
95.273 |
|
S3 |
94.353 |
94.576 |
95.220 |
|
S4 |
93.773 |
93.996 |
95.060 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.820 |
98.949 |
96.122 |
|
R3 |
98.470 |
97.599 |
95.750 |
|
R2 |
97.120 |
97.120 |
95.627 |
|
R1 |
96.249 |
96.249 |
95.503 |
96.010 |
PP |
95.770 |
95.770 |
95.770 |
95.650 |
S1 |
94.899 |
94.899 |
95.255 |
94.660 |
S2 |
94.420 |
94.420 |
95.132 |
|
S3 |
93.070 |
93.549 |
95.008 |
|
S4 |
91.720 |
92.199 |
94.637 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.895 |
95.290 |
1.605 |
1.7% |
0.706 |
0.7% |
6% |
False |
True |
31,579 |
10 |
96.920 |
95.290 |
1.630 |
1.7% |
0.711 |
0.7% |
5% |
False |
True |
17,190 |
20 |
97.400 |
92.850 |
4.550 |
4.8% |
0.870 |
0.9% |
56% |
False |
False |
9,750 |
40 |
98.740 |
92.850 |
5.890 |
6.2% |
0.815 |
0.9% |
43% |
False |
False |
5,281 |
60 |
98.740 |
92.850 |
5.890 |
6.2% |
0.803 |
0.8% |
43% |
False |
False |
3,650 |
80 |
98.740 |
92.850 |
5.890 |
6.2% |
0.839 |
0.9% |
43% |
False |
False |
2,784 |
100 |
99.390 |
92.850 |
6.540 |
6.9% |
0.847 |
0.9% |
39% |
False |
False |
2,243 |
120 |
101.190 |
92.850 |
8.340 |
8.7% |
0.846 |
0.9% |
30% |
False |
False |
1,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.335 |
2.618 |
97.388 |
1.618 |
96.808 |
1.000 |
96.450 |
0.618 |
96.228 |
HIGH |
95.870 |
0.618 |
95.648 |
0.500 |
95.580 |
0.382 |
95.512 |
LOW |
95.290 |
0.618 |
94.932 |
1.000 |
94.710 |
1.618 |
94.352 |
2.618 |
93.772 |
4.250 |
92.825 |
|
|
Fisher Pivots for day following 11-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
95.580 |
95.965 |
PP |
95.513 |
95.770 |
S1 |
95.446 |
95.574 |
|