ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 16-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
95.460 |
95.765 |
0.305 |
0.3% |
96.490 |
High |
95.850 |
96.010 |
0.160 |
0.2% |
96.640 |
Low |
95.285 |
95.300 |
0.015 |
0.0% |
95.290 |
Close |
95.785 |
95.546 |
-0.239 |
-0.2% |
95.379 |
Range |
0.565 |
0.710 |
0.145 |
25.7% |
1.350 |
ATR |
0.804 |
0.797 |
-0.007 |
-0.8% |
0.000 |
Volume |
22,339 |
26,770 |
4,431 |
19.8% |
152,528 |
|
Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.749 |
97.357 |
95.937 |
|
R3 |
97.039 |
96.647 |
95.741 |
|
R2 |
96.329 |
96.329 |
95.676 |
|
R1 |
95.937 |
95.937 |
95.611 |
95.778 |
PP |
95.619 |
95.619 |
95.619 |
95.539 |
S1 |
95.227 |
95.227 |
95.481 |
95.068 |
S2 |
94.909 |
94.909 |
95.416 |
|
S3 |
94.199 |
94.517 |
95.351 |
|
S4 |
93.489 |
93.807 |
95.156 |
|
|
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 |
96.430 |
95.065 |
1.365 |
1.4% |
0.654 |
0.7% |
35% |
False |
False |
35,049 |
10 |
96.920 |
95.065 |
1.855 |
1.9% |
0.672 |
0.7% |
26% |
False |
False |
23,362 |
20 |
97.400 |
92.850 |
4.550 |
4.8% |
0.896 |
0.9% |
59% |
False |
False |
12,978 |
40 |
98.740 |
92.850 |
5.890 |
6.2% |
0.811 |
0.8% |
46% |
False |
False |
6,976 |
60 |
98.740 |
92.850 |
5.890 |
6.2% |
0.793 |
0.8% |
46% |
False |
False |
4,785 |
80 |
98.740 |
92.850 |
5.890 |
6.2% |
0.825 |
0.9% |
46% |
False |
False |
3,647 |
100 |
98.740 |
92.850 |
5.890 |
6.2% |
0.843 |
0.9% |
46% |
False |
False |
2,936 |
120 |
101.190 |
92.850 |
8.340 |
8.7% |
0.836 |
0.9% |
32% |
False |
False |
2,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.028 |
2.618 |
97.869 |
1.618 |
97.159 |
1.000 |
96.720 |
0.618 |
96.449 |
HIGH |
96.010 |
0.618 |
95.739 |
0.500 |
95.655 |
0.382 |
95.571 |
LOW |
95.300 |
0.618 |
94.861 |
1.000 |
94.590 |
1.618 |
94.151 |
2.618 |
93.441 |
4.250 |
92.283 |
|
|
Fisher Pivots for day following 16-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
95.655 |
95.543 |
PP |
95.619 |
95.540 |
S1 |
95.582 |
95.538 |
|