ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 29-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
96.360 |
96.190 |
-0.170 |
-0.2% |
95.440 |
High |
96.670 |
96.385 |
-0.285 |
-0.3% |
96.880 |
Low |
96.035 |
95.825 |
-0.210 |
-0.2% |
95.180 |
Close |
96.182 |
95.993 |
-0.189 |
-0.2% |
96.434 |
Range |
0.635 |
0.560 |
-0.075 |
-11.8% |
1.700 |
ATR |
0.818 |
0.799 |
-0.018 |
-2.3% |
0.000 |
Volume |
28,668 |
28,185 |
-483 |
-1.7% |
200,822 |
|
Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.748 |
97.430 |
96.301 |
|
R3 |
97.188 |
96.870 |
96.147 |
|
R2 |
96.628 |
96.628 |
96.096 |
|
R1 |
96.310 |
96.310 |
96.044 |
96.189 |
PP |
96.068 |
96.068 |
96.068 |
96.007 |
S1 |
95.750 |
95.750 |
95.942 |
95.629 |
S2 |
95.508 |
95.508 |
95.890 |
|
S3 |
94.948 |
95.190 |
95.839 |
|
S4 |
94.388 |
94.630 |
95.685 |
|
|
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% |
0.645 |
0.7% |
32% |
False |
False |
38,178 |
10 |
96.880 |
94.195 |
2.685 |
2.8% |
0.795 |
0.8% |
67% |
False |
False |
36,886 |
20 |
96.920 |
94.195 |
2.725 |
2.8% |
0.731 |
0.8% |
66% |
False |
False |
28,938 |
40 |
98.740 |
92.850 |
5.890 |
6.1% |
0.828 |
0.9% |
53% |
False |
False |
15,383 |
60 |
98.740 |
92.850 |
5.890 |
6.1% |
0.807 |
0.8% |
53% |
False |
False |
10,447 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.798 |
0.8% |
53% |
False |
False |
7,908 |
100 |
98.740 |
92.850 |
5.890 |
6.1% |
0.828 |
0.9% |
53% |
False |
False |
6,348 |
120 |
101.190 |
92.850 |
8.340 |
8.7% |
0.842 |
0.9% |
38% |
False |
False |
5,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.765 |
2.618 |
97.851 |
1.618 |
97.291 |
1.000 |
96.945 |
0.618 |
96.731 |
HIGH |
96.385 |
0.618 |
96.171 |
0.500 |
96.105 |
0.382 |
96.039 |
LOW |
95.825 |
0.618 |
95.479 |
1.000 |
95.265 |
1.618 |
94.919 |
2.618 |
94.359 |
4.250 |
93.445 |
|
|
Fisher Pivots for day following 29-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
96.105 |
96.353 |
PP |
96.068 |
96.233 |
S1 |
96.030 |
96.113 |
|