ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 23-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
96.070 |
96.525 |
0.455 |
0.5% |
95.290 |
High |
96.580 |
96.715 |
0.135 |
0.1% |
96.010 |
Low |
95.910 |
96.185 |
0.275 |
0.3% |
94.195 |
Close |
96.446 |
96.206 |
-0.240 |
-0.2% |
94.996 |
Range |
0.670 |
0.530 |
-0.140 |
-20.9% |
1.815 |
ATR |
0.859 |
0.836 |
-0.024 |
-2.7% |
0.000 |
Volume |
30,284 |
40,598 |
10,314 |
34.1% |
153,770 |
|
Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.959 |
97.612 |
96.498 |
|
R3 |
97.429 |
97.082 |
96.352 |
|
R2 |
96.899 |
96.899 |
96.303 |
|
R1 |
96.552 |
96.552 |
96.255 |
96.461 |
PP |
96.369 |
96.369 |
96.369 |
96.323 |
S1 |
96.022 |
96.022 |
96.157 |
95.931 |
S2 |
95.839 |
95.839 |
96.109 |
|
S3 |
95.309 |
95.492 |
96.060 |
|
S4 |
94.779 |
94.962 |
95.915 |
|
|
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 |
96.715 |
94.195 |
2.520 |
2.6% |
0.908 |
0.9% |
80% |
True |
False |
38,360 |
10 |
96.715 |
94.195 |
2.520 |
2.6% |
0.781 |
0.8% |
80% |
True |
False |
36,704 |
20 |
96.920 |
94.045 |
2.875 |
3.0% |
0.813 |
0.8% |
75% |
False |
False |
21,932 |
40 |
98.740 |
92.850 |
5.890 |
6.1% |
0.837 |
0.9% |
57% |
False |
False |
11,684 |
60 |
98.740 |
92.850 |
5.890 |
6.1% |
0.800 |
0.8% |
57% |
False |
False |
7,952 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.826 |
0.9% |
57% |
False |
False |
6,037 |
100 |
98.740 |
92.850 |
5.890 |
6.1% |
0.843 |
0.9% |
57% |
False |
False |
4,847 |
120 |
101.190 |
92.850 |
8.340 |
8.7% |
0.840 |
0.9% |
40% |
False |
False |
4,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.968 |
2.618 |
98.103 |
1.618 |
97.573 |
1.000 |
97.245 |
0.618 |
97.043 |
HIGH |
96.715 |
0.618 |
96.513 |
0.500 |
96.450 |
0.382 |
96.387 |
LOW |
96.185 |
0.618 |
95.857 |
1.000 |
95.655 |
1.618 |
95.327 |
2.618 |
94.797 |
4.250 |
93.933 |
|
|
Fisher Pivots for day following 23-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
96.450 |
96.120 |
PP |
96.369 |
96.034 |
S1 |
96.287 |
95.948 |
|