ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 17-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
95.765 |
95.455 |
-0.310 |
-0.3% |
96.490 |
High |
96.010 |
95.530 |
-0.480 |
-0.5% |
96.640 |
Low |
95.300 |
94.485 |
-0.815 |
-0.9% |
95.290 |
Close |
95.546 |
94.677 |
-0.869 |
-0.9% |
95.379 |
Range |
0.710 |
1.045 |
0.335 |
47.2% |
1.350 |
ATR |
0.797 |
0.816 |
0.019 |
2.4% |
0.000 |
Volume |
26,770 |
48,962 |
22,192 |
82.9% |
152,528 |
|
Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.032 |
97.400 |
95.252 |
|
R3 |
96.987 |
96.355 |
94.964 |
|
R2 |
95.942 |
95.942 |
94.869 |
|
R1 |
95.310 |
95.310 |
94.773 |
95.104 |
PP |
94.897 |
94.897 |
94.897 |
94.794 |
S1 |
94.265 |
94.265 |
94.581 |
94.059 |
S2 |
93.852 |
93.852 |
94.485 |
|
S3 |
92.807 |
93.220 |
94.390 |
|
S4 |
91.762 |
92.175 |
94.102 |
|
|
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 |
96.010 |
94.485 |
1.525 |
1.6% |
0.692 |
0.7% |
13% |
False |
True |
33,522 |
10 |
96.920 |
94.485 |
2.435 |
2.6% |
0.726 |
0.8% |
8% |
False |
True |
28,031 |
20 |
96.920 |
92.850 |
4.070 |
4.3% |
0.912 |
1.0% |
45% |
False |
False |
15,402 |
40 |
98.740 |
92.850 |
5.890 |
6.2% |
0.820 |
0.9% |
31% |
False |
False |
8,183 |
60 |
98.740 |
92.850 |
5.890 |
6.2% |
0.801 |
0.8% |
31% |
False |
False |
5,595 |
80 |
98.740 |
92.850 |
5.890 |
6.2% |
0.830 |
0.9% |
31% |
False |
False |
4,253 |
100 |
98.740 |
92.850 |
5.890 |
6.2% |
0.847 |
0.9% |
31% |
False |
False |
3,425 |
120 |
101.190 |
92.850 |
8.340 |
8.8% |
0.839 |
0.9% |
22% |
False |
False |
2,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.971 |
2.618 |
98.266 |
1.618 |
97.221 |
1.000 |
96.575 |
0.618 |
96.176 |
HIGH |
95.530 |
0.618 |
95.131 |
0.500 |
95.008 |
0.382 |
94.884 |
LOW |
94.485 |
0.618 |
93.839 |
1.000 |
93.440 |
1.618 |
92.794 |
2.618 |
91.749 |
4.250 |
90.044 |
|
|
Fisher Pivots for day following 17-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
95.008 |
95.248 |
PP |
94.897 |
95.057 |
S1 |
94.787 |
94.867 |
|