ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 18-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
95.455 |
94.750 |
-0.705 |
-0.7% |
95.290 |
High |
95.530 |
95.535 |
0.005 |
0.0% |
96.010 |
Low |
94.485 |
94.195 |
-0.290 |
-0.3% |
94.195 |
Close |
94.677 |
94.996 |
0.319 |
0.3% |
94.996 |
Range |
1.045 |
1.340 |
0.295 |
28.2% |
1.815 |
ATR |
0.816 |
0.853 |
0.037 |
4.6% |
0.000 |
Volume |
48,962 |
35,456 |
-13,506 |
-27.6% |
153,770 |
|
Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.929 |
98.302 |
95.733 |
|
R3 |
97.589 |
96.962 |
95.365 |
|
R2 |
96.249 |
96.249 |
95.242 |
|
R1 |
95.622 |
95.622 |
95.119 |
95.936 |
PP |
94.909 |
94.909 |
94.909 |
95.065 |
S1 |
94.282 |
94.282 |
94.873 |
94.596 |
S2 |
93.569 |
93.569 |
94.750 |
|
S3 |
92.229 |
92.942 |
94.628 |
|
S4 |
90.889 |
91.602 |
94.259 |
|
|
Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.512 |
99.569 |
95.994 |
|
R3 |
98.697 |
97.754 |
95.495 |
|
R2 |
96.882 |
96.882 |
95.329 |
|
R1 |
95.939 |
95.939 |
95.162 |
95.503 |
PP |
95.067 |
95.067 |
95.067 |
94.849 |
S1 |
94.124 |
94.124 |
94.830 |
93.688 |
S2 |
93.252 |
93.252 |
94.663 |
|
S3 |
91.437 |
92.309 |
94.497 |
|
S4 |
89.622 |
90.494 |
93.998 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.010 |
94.195 |
1.815 |
1.9% |
0.844 |
0.9% |
44% |
False |
True |
30,754 |
10 |
96.895 |
94.195 |
2.700 |
2.8% |
0.775 |
0.8% |
30% |
False |
True |
31,166 |
20 |
96.920 |
92.850 |
4.070 |
4.3% |
0.936 |
1.0% |
53% |
False |
False |
17,126 |
40 |
98.740 |
92.850 |
5.890 |
6.2% |
0.833 |
0.9% |
36% |
False |
False |
9,058 |
60 |
98.740 |
92.850 |
5.890 |
6.2% |
0.817 |
0.9% |
36% |
False |
False |
6,183 |
80 |
98.740 |
92.850 |
5.890 |
6.2% |
0.837 |
0.9% |
36% |
False |
False |
4,696 |
100 |
98.740 |
92.850 |
5.890 |
6.2% |
0.844 |
0.9% |
36% |
False |
False |
3,779 |
120 |
101.190 |
92.850 |
8.340 |
8.8% |
0.845 |
0.9% |
26% |
False |
False |
3,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.230 |
2.618 |
99.043 |
1.618 |
97.703 |
1.000 |
96.875 |
0.618 |
96.363 |
HIGH |
95.535 |
0.618 |
95.023 |
0.500 |
94.865 |
0.382 |
94.707 |
LOW |
94.195 |
0.618 |
93.367 |
1.000 |
92.855 |
1.618 |
92.027 |
2.618 |
90.687 |
4.250 |
88.500 |
|
|
Fisher Pivots for day following 18-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
94.952 |
95.103 |
PP |
94.909 |
95.067 |
S1 |
94.865 |
95.032 |
|