ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 24-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
96.525 |
96.360 |
-0.165 |
-0.2% |
95.290 |
High |
96.715 |
96.465 |
-0.250 |
-0.3% |
96.010 |
Low |
96.185 |
95.575 |
-0.610 |
-0.6% |
94.195 |
Close |
96.206 |
96.149 |
-0.057 |
-0.1% |
94.996 |
Range |
0.530 |
0.890 |
0.360 |
67.9% |
1.815 |
ATR |
0.836 |
0.840 |
0.004 |
0.5% |
0.000 |
Volume |
40,598 |
49,554 |
8,956 |
22.1% |
153,770 |
|
Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.733 |
98.331 |
96.639 |
|
R3 |
97.843 |
97.441 |
96.394 |
|
R2 |
96.953 |
96.953 |
96.312 |
|
R1 |
96.551 |
96.551 |
96.231 |
96.307 |
PP |
96.063 |
96.063 |
96.063 |
95.941 |
S1 |
95.661 |
95.661 |
96.067 |
95.417 |
S2 |
95.173 |
95.173 |
95.986 |
|
S3 |
94.283 |
94.771 |
95.904 |
|
S4 |
93.393 |
93.881 |
95.660 |
|
|
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% |
0.877 |
0.9% |
78% |
False |
False |
38,478 |
10 |
96.715 |
94.195 |
2.520 |
2.6% |
0.785 |
0.8% |
78% |
False |
False |
36,000 |
20 |
96.920 |
94.195 |
2.725 |
2.8% |
0.770 |
0.8% |
72% |
False |
False |
24,261 |
40 |
98.740 |
92.850 |
5.890 |
6.1% |
0.840 |
0.9% |
56% |
False |
False |
12,912 |
60 |
98.740 |
92.850 |
5.890 |
6.1% |
0.800 |
0.8% |
56% |
False |
False |
8,775 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.822 |
0.9% |
56% |
False |
False |
6,653 |
100 |
98.740 |
92.850 |
5.890 |
6.1% |
0.841 |
0.9% |
56% |
False |
False |
5,343 |
120 |
101.190 |
92.850 |
8.340 |
8.7% |
0.839 |
0.9% |
40% |
False |
False |
4,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.248 |
2.618 |
98.795 |
1.618 |
97.905 |
1.000 |
97.355 |
0.618 |
97.015 |
HIGH |
96.465 |
0.618 |
96.125 |
0.500 |
96.020 |
0.382 |
95.915 |
LOW |
95.575 |
0.618 |
95.025 |
1.000 |
94.685 |
1.618 |
94.135 |
2.618 |
93.245 |
4.250 |
91.793 |
|
|
Fisher Pivots for day following 24-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
96.106 |
96.148 |
PP |
96.063 |
96.146 |
S1 |
96.020 |
96.145 |
|