ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 01-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
96.055 |
96.400 |
0.345 |
0.4% |
95.440 |
High |
96.565 |
96.635 |
0.070 |
0.1% |
96.880 |
Low |
95.985 |
96.090 |
0.105 |
0.1% |
95.180 |
Close |
96.480 |
96.326 |
-0.154 |
-0.2% |
96.434 |
Range |
0.580 |
0.545 |
-0.035 |
-6.0% |
1.700 |
ATR |
0.784 |
0.767 |
-0.017 |
-2.2% |
0.000 |
Volume |
24,115 |
20,393 |
-3,722 |
-15.4% |
200,822 |
|
Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.985 |
97.701 |
96.626 |
|
R3 |
97.440 |
97.156 |
96.476 |
|
R2 |
96.895 |
96.895 |
96.426 |
|
R1 |
96.611 |
96.611 |
96.376 |
96.481 |
PP |
96.350 |
96.350 |
96.350 |
96.285 |
S1 |
96.066 |
96.066 |
96.276 |
95.936 |
S2 |
95.805 |
95.805 |
96.226 |
|
S3 |
95.260 |
95.521 |
96.176 |
|
S4 |
94.715 |
94.976 |
96.026 |
|
|
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 |
95.825 |
1.055 |
1.1% |
0.586 |
0.6% |
47% |
False |
False |
29,049 |
10 |
96.880 |
94.195 |
2.685 |
2.8% |
0.732 |
0.8% |
79% |
False |
False |
33,763 |
20 |
96.920 |
94.195 |
2.725 |
2.8% |
0.729 |
0.8% |
78% |
False |
False |
30,897 |
40 |
98.740 |
92.850 |
5.890 |
6.1% |
0.821 |
0.9% |
59% |
False |
False |
16,469 |
60 |
98.740 |
92.850 |
5.890 |
6.1% |
0.797 |
0.8% |
59% |
False |
False |
11,171 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.791 |
0.8% |
59% |
False |
False |
8,456 |
100 |
98.740 |
92.850 |
5.890 |
6.1% |
0.827 |
0.9% |
59% |
False |
False |
6,792 |
120 |
100.520 |
92.850 |
7.670 |
8.0% |
0.836 |
0.9% |
45% |
False |
False |
5,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.951 |
2.618 |
98.062 |
1.618 |
97.517 |
1.000 |
97.180 |
0.618 |
96.972 |
HIGH |
96.635 |
0.618 |
96.427 |
0.500 |
96.363 |
0.382 |
96.298 |
LOW |
96.090 |
0.618 |
95.753 |
1.000 |
95.545 |
1.618 |
95.208 |
2.618 |
94.663 |
4.250 |
93.774 |
|
|
Fisher Pivots for day following 01-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
96.363 |
96.294 |
PP |
96.350 |
96.262 |
S1 |
96.338 |
96.230 |
|