ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 22-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
95.440 |
96.070 |
0.630 |
0.7% |
95.290 |
High |
96.135 |
96.580 |
0.445 |
0.5% |
96.010 |
Low |
95.180 |
95.910 |
0.730 |
0.8% |
94.195 |
Close |
96.034 |
96.446 |
0.412 |
0.4% |
94.996 |
Range |
0.955 |
0.670 |
-0.285 |
-29.8% |
1.815 |
ATR |
0.874 |
0.859 |
-0.015 |
-1.7% |
0.000 |
Volume |
36,501 |
30,284 |
-6,217 |
-17.0% |
153,770 |
|
Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.322 |
98.054 |
96.815 |
|
R3 |
97.652 |
97.384 |
96.630 |
|
R2 |
96.982 |
96.982 |
96.569 |
|
R1 |
96.714 |
96.714 |
96.507 |
96.848 |
PP |
96.312 |
96.312 |
96.312 |
96.379 |
S1 |
96.044 |
96.044 |
96.385 |
96.178 |
S2 |
95.642 |
95.642 |
96.323 |
|
S3 |
94.972 |
95.374 |
96.262 |
|
S4 |
94.302 |
94.704 |
96.078 |
|
|
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 |
96.580 |
94.195 |
2.385 |
2.5% |
0.944 |
1.0% |
94% |
True |
False |
35,594 |
10 |
96.640 |
94.195 |
2.445 |
2.5% |
0.780 |
0.8% |
92% |
False |
False |
36,231 |
20 |
96.920 |
93.830 |
3.090 |
3.2% |
0.847 |
0.9% |
85% |
False |
False |
20,258 |
40 |
98.740 |
92.850 |
5.890 |
6.1% |
0.837 |
0.9% |
61% |
False |
False |
10,692 |
60 |
98.740 |
92.850 |
5.890 |
6.1% |
0.805 |
0.8% |
61% |
False |
False |
7,291 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.845 |
0.9% |
61% |
False |
False |
5,530 |
100 |
98.740 |
92.850 |
5.890 |
6.1% |
0.842 |
0.9% |
61% |
False |
False |
4,444 |
120 |
101.190 |
92.850 |
8.340 |
8.6% |
0.839 |
0.9% |
43% |
False |
False |
3,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.428 |
2.618 |
98.334 |
1.618 |
97.664 |
1.000 |
97.250 |
0.618 |
96.994 |
HIGH |
96.580 |
0.618 |
96.324 |
0.500 |
96.245 |
0.382 |
96.166 |
LOW |
95.910 |
0.618 |
95.496 |
1.000 |
95.240 |
1.618 |
94.826 |
2.618 |
94.156 |
4.250 |
93.063 |
|
|
Fisher Pivots for day following 22-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
96.379 |
96.093 |
PP |
96.312 |
95.740 |
S1 |
96.245 |
95.388 |
|