ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 30-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
96.190 |
96.055 |
-0.135 |
-0.1% |
95.440 |
High |
96.385 |
96.565 |
0.180 |
0.2% |
96.880 |
Low |
95.825 |
95.985 |
0.160 |
0.2% |
95.180 |
Close |
95.993 |
96.480 |
0.487 |
0.5% |
96.434 |
Range |
0.560 |
0.580 |
0.020 |
3.6% |
1.700 |
ATR |
0.799 |
0.784 |
-0.016 |
-2.0% |
0.000 |
Volume |
28,185 |
24,115 |
-4,070 |
-14.4% |
200,822 |
|
Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.083 |
97.862 |
96.799 |
|
R3 |
97.503 |
97.282 |
96.640 |
|
R2 |
96.923 |
96.923 |
96.586 |
|
R1 |
96.702 |
96.702 |
96.533 |
96.813 |
PP |
96.343 |
96.343 |
96.343 |
96.399 |
S1 |
96.122 |
96.122 |
96.427 |
96.233 |
S2 |
95.763 |
95.763 |
96.374 |
|
S3 |
95.183 |
95.542 |
96.321 |
|
S4 |
94.603 |
94.962 |
96.161 |
|
|
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% |
0.655 |
0.7% |
69% |
False |
False |
34,881 |
10 |
96.880 |
94.195 |
2.685 |
2.8% |
0.782 |
0.8% |
85% |
False |
False |
36,620 |
20 |
96.920 |
94.195 |
2.725 |
2.8% |
0.727 |
0.8% |
84% |
False |
False |
29,991 |
40 |
98.740 |
92.850 |
5.890 |
6.1% |
0.822 |
0.9% |
62% |
False |
False |
15,969 |
60 |
98.740 |
92.850 |
5.890 |
6.1% |
0.801 |
0.8% |
62% |
False |
False |
10,844 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.795 |
0.8% |
62% |
False |
False |
8,204 |
100 |
98.740 |
92.850 |
5.890 |
6.1% |
0.830 |
0.9% |
62% |
False |
False |
6,588 |
120 |
100.750 |
92.850 |
7.900 |
8.2% |
0.841 |
0.9% |
46% |
False |
False |
5,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.030 |
2.618 |
98.083 |
1.618 |
97.503 |
1.000 |
97.145 |
0.618 |
96.923 |
HIGH |
96.565 |
0.618 |
96.343 |
0.500 |
96.275 |
0.382 |
96.207 |
LOW |
95.985 |
0.618 |
95.627 |
1.000 |
95.405 |
1.618 |
95.047 |
2.618 |
94.467 |
4.250 |
93.520 |
|
|
Fisher Pivots for day following 30-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
96.412 |
96.403 |
PP |
96.343 |
96.325 |
S1 |
96.275 |
96.248 |
|