ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 05-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
96.245 |
95.995 |
-0.250 |
-0.3% |
96.360 |
High |
96.510 |
96.295 |
-0.215 |
-0.2% |
96.670 |
Low |
95.300 |
95.550 |
0.250 |
0.3% |
95.300 |
Close |
95.967 |
96.240 |
0.273 |
0.3% |
95.967 |
Range |
1.210 |
0.745 |
-0.465 |
-38.4% |
1.370 |
ATR |
0.798 |
0.794 |
-0.004 |
-0.5% |
0.000 |
Volume |
50,493 |
23,984 |
-26,509 |
-52.5% |
151,854 |
|
Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.263 |
97.997 |
96.650 |
|
R3 |
97.518 |
97.252 |
96.445 |
|
R2 |
96.773 |
96.773 |
96.377 |
|
R1 |
96.507 |
96.507 |
96.308 |
96.640 |
PP |
96.028 |
96.028 |
96.028 |
96.095 |
S1 |
95.762 |
95.762 |
96.172 |
95.895 |
S2 |
95.283 |
95.283 |
96.103 |
|
S3 |
94.538 |
95.017 |
96.035 |
|
S4 |
93.793 |
94.272 |
95.830 |
|
|
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 |
96.635 |
95.300 |
1.335 |
1.4% |
0.728 |
0.8% |
70% |
False |
False |
29,434 |
10 |
96.880 |
95.300 |
1.580 |
1.6% |
0.698 |
0.7% |
59% |
False |
False |
34,015 |
20 |
96.880 |
94.195 |
2.685 |
2.8% |
0.730 |
0.8% |
76% |
False |
False |
34,147 |
40 |
98.295 |
92.850 |
5.445 |
5.7% |
0.830 |
0.9% |
62% |
False |
False |
18,295 |
60 |
98.740 |
92.850 |
5.890 |
6.1% |
0.801 |
0.8% |
58% |
False |
False |
12,396 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.793 |
0.8% |
58% |
False |
False |
9,383 |
100 |
98.740 |
92.850 |
5.890 |
6.1% |
0.829 |
0.9% |
58% |
False |
False |
7,535 |
120 |
99.630 |
92.850 |
6.780 |
7.0% |
0.831 |
0.9% |
50% |
False |
False |
6,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.461 |
2.618 |
98.245 |
1.618 |
97.500 |
1.000 |
97.040 |
0.618 |
96.755 |
HIGH |
96.295 |
0.618 |
96.010 |
0.500 |
95.923 |
0.382 |
95.835 |
LOW |
95.550 |
0.618 |
95.090 |
1.000 |
94.805 |
1.618 |
94.345 |
2.618 |
93.600 |
4.250 |
92.384 |
|
|
Fisher Pivots for day following 05-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
96.134 |
96.149 |
PP |
96.028 |
96.058 |
S1 |
95.923 |
95.968 |
|