ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 06-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
95.995 |
96.165 |
0.170 |
0.2% |
96.360 |
High |
96.295 |
96.275 |
-0.020 |
0.0% |
96.670 |
Low |
95.550 |
95.490 |
-0.060 |
-0.1% |
95.300 |
Close |
96.240 |
95.563 |
-0.677 |
-0.7% |
95.967 |
Range |
0.745 |
0.785 |
0.040 |
5.4% |
1.370 |
ATR |
0.794 |
0.794 |
-0.001 |
-0.1% |
0.000 |
Volume |
23,984 |
19,193 |
-4,791 |
-20.0% |
151,854 |
|
Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.131 |
97.632 |
95.995 |
|
R3 |
97.346 |
96.847 |
95.779 |
|
R2 |
96.561 |
96.561 |
95.707 |
|
R1 |
96.062 |
96.062 |
95.635 |
95.919 |
PP |
95.776 |
95.776 |
95.776 |
95.705 |
S1 |
95.277 |
95.277 |
95.491 |
95.134 |
S2 |
94.991 |
94.991 |
95.419 |
|
S3 |
94.206 |
94.492 |
95.347 |
|
S4 |
93.421 |
93.707 |
95.131 |
|
|
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% |
0.773 |
0.8% |
20% |
False |
False |
27,635 |
10 |
96.880 |
95.300 |
1.580 |
1.7% |
0.709 |
0.7% |
17% |
False |
False |
32,906 |
20 |
96.880 |
94.195 |
2.685 |
2.8% |
0.745 |
0.8% |
51% |
False |
False |
34,569 |
40 |
97.925 |
92.850 |
5.075 |
5.3% |
0.827 |
0.9% |
53% |
False |
False |
18,748 |
60 |
98.740 |
92.850 |
5.890 |
6.2% |
0.793 |
0.8% |
46% |
False |
False |
12,705 |
80 |
98.740 |
92.850 |
5.890 |
6.2% |
0.796 |
0.8% |
46% |
False |
False |
9,621 |
100 |
98.740 |
92.850 |
5.890 |
6.2% |
0.829 |
0.9% |
46% |
False |
False |
7,727 |
120 |
99.630 |
92.850 |
6.780 |
7.1% |
0.831 |
0.9% |
40% |
False |
False |
6,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.611 |
2.618 |
98.330 |
1.618 |
97.545 |
1.000 |
97.060 |
0.618 |
96.760 |
HIGH |
96.275 |
0.618 |
95.975 |
0.500 |
95.883 |
0.382 |
95.790 |
LOW |
95.490 |
0.618 |
95.005 |
1.000 |
94.705 |
1.618 |
94.220 |
2.618 |
93.435 |
4.250 |
92.154 |
|
|
Fisher Pivots for day following 06-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
95.883 |
95.905 |
PP |
95.776 |
95.791 |
S1 |
95.670 |
95.677 |
|