ICE US Dollar Index Future December 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 |
95.685 |
95.290 |
-0.395 |
-0.4% |
96.490 |
High |
95.870 |
95.625 |
-0.245 |
-0.3% |
96.640 |
Low |
95.290 |
95.065 |
-0.225 |
-0.2% |
95.290 |
Close |
95.379 |
95.412 |
0.033 |
0.0% |
95.379 |
Range |
0.580 |
0.560 |
-0.020 |
-3.4% |
1.350 |
ATR |
0.842 |
0.822 |
-0.020 |
-2.4% |
0.000 |
Volume |
49,296 |
20,243 |
-29,053 |
-58.9% |
152,528 |
|
Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.047 |
96.790 |
95.720 |
|
R3 |
96.487 |
96.230 |
95.566 |
|
R2 |
95.927 |
95.927 |
95.515 |
|
R1 |
95.670 |
95.670 |
95.463 |
95.799 |
PP |
95.367 |
95.367 |
95.367 |
95.432 |
S1 |
95.110 |
95.110 |
95.361 |
95.239 |
S2 |
94.807 |
94.807 |
95.309 |
|
S3 |
94.247 |
94.550 |
95.258 |
|
S4 |
93.687 |
93.990 |
95.104 |
|
|
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 |
96.640 |
95.065 |
1.575 |
1.7% |
0.601 |
0.6% |
22% |
False |
True |
34,554 |
10 |
96.920 |
95.065 |
1.855 |
1.9% |
0.673 |
0.7% |
19% |
False |
True |
18,964 |
20 |
97.400 |
92.850 |
4.550 |
4.8% |
0.870 |
0.9% |
56% |
False |
False |
10,717 |
40 |
98.740 |
92.850 |
5.890 |
6.2% |
0.815 |
0.9% |
43% |
False |
False |
5,769 |
60 |
98.740 |
92.850 |
5.890 |
6.2% |
0.804 |
0.8% |
43% |
False |
False |
3,976 |
80 |
98.740 |
92.850 |
5.890 |
6.2% |
0.841 |
0.9% |
43% |
False |
False |
3,035 |
100 |
98.740 |
92.850 |
5.890 |
6.2% |
0.843 |
0.9% |
43% |
False |
False |
2,445 |
120 |
101.190 |
92.850 |
8.340 |
8.7% |
0.837 |
0.9% |
31% |
False |
False |
2,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.005 |
2.618 |
97.091 |
1.618 |
96.531 |
1.000 |
96.185 |
0.618 |
95.971 |
HIGH |
95.625 |
0.618 |
95.411 |
0.500 |
95.345 |
0.382 |
95.279 |
LOW |
95.065 |
0.618 |
94.719 |
1.000 |
94.505 |
1.618 |
94.159 |
2.618 |
93.599 |
4.250 |
92.685 |
|
|
Fisher Pivots for day following 14-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
95.390 |
95.748 |
PP |
95.367 |
95.636 |
S1 |
95.345 |
95.524 |
|