ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 02-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
96.400 |
96.245 |
-0.155 |
-0.2% |
96.360 |
High |
96.635 |
96.510 |
-0.125 |
-0.1% |
96.670 |
Low |
96.090 |
95.300 |
-0.790 |
-0.8% |
95.300 |
Close |
96.326 |
95.967 |
-0.359 |
-0.4% |
95.967 |
Range |
0.545 |
1.210 |
0.665 |
122.0% |
1.370 |
ATR |
0.767 |
0.798 |
0.032 |
4.1% |
0.000 |
Volume |
20,393 |
50,493 |
30,100 |
147.6% |
151,854 |
|
Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.556 |
98.971 |
96.633 |
|
R3 |
98.346 |
97.761 |
96.300 |
|
R2 |
97.136 |
97.136 |
96.189 |
|
R1 |
96.551 |
96.551 |
96.078 |
96.239 |
PP |
95.926 |
95.926 |
95.926 |
95.769 |
S1 |
95.341 |
95.341 |
95.856 |
95.029 |
S2 |
94.716 |
94.716 |
95.745 |
|
S3 |
93.506 |
94.131 |
95.634 |
|
S4 |
92.296 |
92.921 |
95.302 |
|
|
Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.089 |
99.398 |
96.721 |
|
R3 |
98.719 |
98.028 |
96.344 |
|
R2 |
97.349 |
97.349 |
96.218 |
|
R1 |
96.658 |
96.658 |
96.093 |
96.319 |
PP |
95.979 |
95.979 |
95.979 |
95.809 |
S1 |
95.288 |
95.288 |
95.841 |
94.949 |
S2 |
94.609 |
94.609 |
95.716 |
|
S3 |
93.239 |
93.918 |
95.590 |
|
S4 |
91.869 |
92.548 |
95.214 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.670 |
95.300 |
1.370 |
1.4% |
0.706 |
0.7% |
49% |
False |
True |
30,370 |
10 |
96.880 |
95.180 |
1.700 |
1.8% |
0.719 |
0.7% |
46% |
False |
False |
35,267 |
20 |
96.895 |
94.195 |
2.700 |
2.8% |
0.747 |
0.8% |
66% |
False |
False |
33,217 |
40 |
98.740 |
92.850 |
5.890 |
6.1% |
0.839 |
0.9% |
53% |
False |
False |
17,709 |
60 |
98.740 |
92.850 |
5.890 |
6.1% |
0.804 |
0.8% |
53% |
False |
False |
12,001 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.795 |
0.8% |
53% |
False |
False |
9,084 |
100 |
98.740 |
92.850 |
5.890 |
6.1% |
0.828 |
0.9% |
53% |
False |
False |
7,297 |
120 |
99.835 |
92.850 |
6.985 |
7.3% |
0.836 |
0.9% |
45% |
False |
False |
6,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.653 |
2.618 |
99.678 |
1.618 |
98.468 |
1.000 |
97.720 |
0.618 |
97.258 |
HIGH |
96.510 |
0.618 |
96.048 |
0.500 |
95.905 |
0.382 |
95.762 |
LOW |
95.300 |
0.618 |
94.552 |
1.000 |
94.090 |
1.618 |
93.342 |
2.618 |
92.132 |
4.250 |
90.158 |
|
|
Fisher Pivots for day following 02-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
95.946 |
95.968 |
PP |
95.926 |
95.967 |
S1 |
95.905 |
95.967 |
|