ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 15-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
95.290 |
95.460 |
0.170 |
0.2% |
96.490 |
High |
95.625 |
95.850 |
0.225 |
0.2% |
96.640 |
Low |
95.065 |
95.285 |
0.220 |
0.2% |
95.290 |
Close |
95.412 |
95.785 |
0.373 |
0.4% |
95.379 |
Range |
0.560 |
0.565 |
0.005 |
0.9% |
1.350 |
ATR |
0.822 |
0.804 |
-0.018 |
-2.2% |
0.000 |
Volume |
20,243 |
22,339 |
2,096 |
10.4% |
152,528 |
|
Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.335 |
97.125 |
96.096 |
|
R3 |
96.770 |
96.560 |
95.940 |
|
R2 |
96.205 |
96.205 |
95.889 |
|
R1 |
95.995 |
95.995 |
95.837 |
96.100 |
PP |
95.640 |
95.640 |
95.640 |
95.693 |
S1 |
95.430 |
95.430 |
95.733 |
95.535 |
S2 |
95.075 |
95.075 |
95.681 |
|
S3 |
94.510 |
94.865 |
95.630 |
|
S4 |
93.945 |
94.300 |
95.474 |
|
|
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 |
1.6% |
0.616 |
0.6% |
46% |
False |
False |
36,867 |
10 |
96.920 |
95.065 |
1.855 |
1.9% |
0.667 |
0.7% |
39% |
False |
False |
20,991 |
20 |
97.400 |
92.850 |
4.550 |
4.8% |
0.878 |
0.9% |
65% |
False |
False |
11,672 |
40 |
98.740 |
92.850 |
5.890 |
6.1% |
0.820 |
0.9% |
50% |
False |
False |
6,318 |
60 |
98.740 |
92.850 |
5.890 |
6.1% |
0.804 |
0.8% |
50% |
False |
False |
4,344 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.825 |
0.9% |
50% |
False |
False |
3,314 |
100 |
98.740 |
92.850 |
5.890 |
6.1% |
0.842 |
0.9% |
50% |
False |
False |
2,668 |
120 |
101.190 |
92.850 |
8.340 |
8.7% |
0.835 |
0.9% |
35% |
False |
False |
2,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.251 |
2.618 |
97.329 |
1.618 |
96.764 |
1.000 |
96.415 |
0.618 |
96.199 |
HIGH |
95.850 |
0.618 |
95.634 |
0.500 |
95.568 |
0.382 |
95.501 |
LOW |
95.285 |
0.618 |
94.936 |
1.000 |
94.720 |
1.618 |
94.371 |
2.618 |
93.806 |
4.250 |
92.884 |
|
|
Fisher Pivots for day following 15-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
95.713 |
95.679 |
PP |
95.640 |
95.573 |
S1 |
95.568 |
95.468 |
|