ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 21-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
94.750 |
95.440 |
0.690 |
0.7% |
95.290 |
High |
95.535 |
96.135 |
0.600 |
0.6% |
96.010 |
Low |
94.195 |
95.180 |
0.985 |
1.0% |
94.195 |
Close |
94.996 |
96.034 |
1.038 |
1.1% |
94.996 |
Range |
1.340 |
0.955 |
-0.385 |
-28.7% |
1.815 |
ATR |
0.853 |
0.874 |
0.020 |
2.4% |
0.000 |
Volume |
35,456 |
36,501 |
1,045 |
2.9% |
153,770 |
|
Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.648 |
98.296 |
96.559 |
|
R3 |
97.693 |
97.341 |
96.297 |
|
R2 |
96.738 |
96.738 |
96.209 |
|
R1 |
96.386 |
96.386 |
96.122 |
96.562 |
PP |
95.783 |
95.783 |
95.783 |
95.871 |
S1 |
95.431 |
95.431 |
95.946 |
95.607 |
S2 |
94.828 |
94.828 |
95.859 |
|
S3 |
93.873 |
94.476 |
95.771 |
|
S4 |
92.918 |
93.521 |
95.509 |
|
|
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 |
96.135 |
94.195 |
1.940 |
2.0% |
0.923 |
1.0% |
95% |
True |
False |
34,005 |
10 |
96.640 |
94.195 |
2.445 |
2.5% |
0.762 |
0.8% |
75% |
False |
False |
34,279 |
20 |
96.920 |
92.850 |
4.070 |
4.2% |
0.935 |
1.0% |
78% |
False |
False |
18,858 |
40 |
98.740 |
92.850 |
5.890 |
6.1% |
0.845 |
0.9% |
54% |
False |
False |
9,946 |
60 |
98.740 |
92.850 |
5.890 |
6.1% |
0.825 |
0.9% |
54% |
False |
False |
6,789 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.845 |
0.9% |
54% |
False |
False |
5,152 |
100 |
98.740 |
92.850 |
5.890 |
6.1% |
0.842 |
0.9% |
54% |
False |
False |
4,142 |
120 |
101.190 |
92.850 |
8.340 |
8.7% |
0.842 |
0.9% |
38% |
False |
False |
3,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.194 |
2.618 |
98.635 |
1.618 |
97.680 |
1.000 |
97.090 |
0.618 |
96.725 |
HIGH |
96.135 |
0.618 |
95.770 |
0.500 |
95.658 |
0.382 |
95.545 |
LOW |
95.180 |
0.618 |
94.590 |
1.000 |
94.225 |
1.618 |
93.635 |
2.618 |
92.680 |
4.250 |
91.121 |
|
|
Fisher Pivots for day following 21-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
95.909 |
95.744 |
PP |
95.783 |
95.455 |
S1 |
95.658 |
95.165 |
|