ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 28-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
96.385 |
96.360 |
-0.025 |
0.0% |
95.440 |
High |
96.880 |
96.670 |
-0.210 |
-0.2% |
96.880 |
Low |
96.270 |
96.035 |
-0.235 |
-0.2% |
95.180 |
Close |
96.434 |
96.182 |
-0.252 |
-0.3% |
96.434 |
Range |
0.610 |
0.635 |
0.025 |
4.1% |
1.700 |
ATR |
0.832 |
0.818 |
-0.014 |
-1.7% |
0.000 |
Volume |
43,885 |
28,668 |
-15,217 |
-34.7% |
200,822 |
|
Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.201 |
97.826 |
96.531 |
|
R3 |
97.566 |
97.191 |
96.357 |
|
R2 |
96.931 |
96.931 |
96.298 |
|
R1 |
96.556 |
96.556 |
96.240 |
96.426 |
PP |
96.296 |
96.296 |
96.296 |
96.231 |
S1 |
95.921 |
95.921 |
96.124 |
95.791 |
S2 |
95.661 |
95.661 |
96.066 |
|
S3 |
95.026 |
95.286 |
96.007 |
|
S4 |
94.391 |
94.651 |
95.833 |
|
|
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 |
95.575 |
1.305 |
1.4% |
0.667 |
0.7% |
47% |
False |
False |
38,597 |
10 |
96.880 |
94.195 |
2.685 |
2.8% |
0.795 |
0.8% |
74% |
False |
False |
36,301 |
20 |
96.920 |
94.195 |
2.725 |
2.8% |
0.734 |
0.8% |
73% |
False |
False |
27,633 |
40 |
98.740 |
92.850 |
5.890 |
6.1% |
0.824 |
0.9% |
57% |
False |
False |
14,707 |
60 |
98.740 |
92.850 |
5.890 |
6.1% |
0.808 |
0.8% |
57% |
False |
False |
9,978 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.808 |
0.8% |
57% |
False |
False |
7,557 |
100 |
98.740 |
92.850 |
5.890 |
6.1% |
0.831 |
0.9% |
57% |
False |
False |
6,067 |
120 |
101.190 |
92.850 |
8.340 |
8.7% |
0.842 |
0.9% |
40% |
False |
False |
5,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.369 |
2.618 |
98.332 |
1.618 |
97.697 |
1.000 |
97.305 |
0.618 |
97.062 |
HIGH |
96.670 |
0.618 |
96.427 |
0.500 |
96.353 |
0.382 |
96.278 |
LOW |
96.035 |
0.618 |
95.643 |
1.000 |
95.400 |
1.618 |
95.008 |
2.618 |
94.373 |
4.250 |
93.336 |
|
|
Fisher Pivots for day following 28-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
96.353 |
96.228 |
PP |
96.296 |
96.212 |
S1 |
96.239 |
96.197 |
|