ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 25-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
96.360 |
96.385 |
0.025 |
0.0% |
95.440 |
High |
96.465 |
96.880 |
0.415 |
0.4% |
96.880 |
Low |
95.575 |
96.270 |
0.695 |
0.7% |
95.180 |
Close |
96.149 |
96.434 |
0.285 |
0.3% |
96.434 |
Range |
0.890 |
0.610 |
-0.280 |
-31.5% |
1.700 |
ATR |
0.840 |
0.832 |
-0.008 |
-0.9% |
0.000 |
Volume |
49,554 |
43,885 |
-5,669 |
-11.4% |
200,822 |
|
Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.358 |
98.006 |
96.770 |
|
R3 |
97.748 |
97.396 |
96.602 |
|
R2 |
97.138 |
97.138 |
96.546 |
|
R1 |
96.786 |
96.786 |
96.490 |
96.962 |
PP |
96.528 |
96.528 |
96.528 |
96.616 |
S1 |
96.176 |
96.176 |
96.378 |
96.352 |
S2 |
95.918 |
95.918 |
96.322 |
|
S3 |
95.308 |
95.566 |
96.266 |
|
S4 |
94.698 |
94.956 |
96.099 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.265 |
100.549 |
97.369 |
|
R3 |
99.565 |
98.849 |
96.902 |
|
R2 |
97.865 |
97.865 |
96.746 |
|
R1 |
97.149 |
97.149 |
96.590 |
97.507 |
PP |
96.165 |
96.165 |
96.165 |
96.344 |
S1 |
95.449 |
95.449 |
96.278 |
95.807 |
S2 |
94.465 |
94.465 |
96.122 |
|
S3 |
92.765 |
93.749 |
95.967 |
|
S4 |
91.065 |
92.049 |
95.499 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.880 |
95.180 |
1.700 |
1.8% |
0.731 |
0.8% |
74% |
True |
False |
40,164 |
10 |
96.880 |
94.195 |
2.685 |
2.8% |
0.788 |
0.8% |
83% |
True |
False |
35,459 |
20 |
96.920 |
94.195 |
2.725 |
2.8% |
0.749 |
0.8% |
82% |
False |
False |
26,324 |
40 |
98.740 |
92.850 |
5.890 |
6.1% |
0.840 |
0.9% |
61% |
False |
False |
14,000 |
60 |
98.740 |
92.850 |
5.890 |
6.1% |
0.801 |
0.8% |
61% |
False |
False |
9,502 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.817 |
0.8% |
61% |
False |
False |
7,200 |
100 |
98.740 |
92.850 |
5.890 |
6.1% |
0.834 |
0.9% |
61% |
False |
False |
5,781 |
120 |
101.190 |
92.850 |
8.340 |
8.6% |
0.841 |
0.9% |
43% |
False |
False |
4,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.473 |
2.618 |
98.477 |
1.618 |
97.867 |
1.000 |
97.490 |
0.618 |
97.257 |
HIGH |
96.880 |
0.618 |
96.647 |
0.500 |
96.575 |
0.382 |
96.503 |
LOW |
96.270 |
0.618 |
95.893 |
1.000 |
95.660 |
1.618 |
95.283 |
2.618 |
94.673 |
4.250 |
93.678 |
|
|
Fisher Pivots for day following 25-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
96.575 |
96.365 |
PP |
96.528 |
96.296 |
S1 |
96.481 |
96.228 |
|