ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 07-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
96.165 |
95.580 |
-0.585 |
-0.6% |
96.360 |
High |
96.275 |
95.795 |
-0.480 |
-0.5% |
96.670 |
Low |
95.490 |
95.425 |
-0.065 |
-0.1% |
95.300 |
Close |
95.563 |
95.580 |
0.017 |
0.0% |
95.967 |
Range |
0.785 |
0.370 |
-0.415 |
-52.9% |
1.370 |
ATR |
0.794 |
0.764 |
-0.030 |
-3.8% |
0.000 |
Volume |
19,193 |
21,727 |
2,534 |
13.2% |
151,854 |
|
Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.710 |
96.515 |
95.784 |
|
R3 |
96.340 |
96.145 |
95.682 |
|
R2 |
95.970 |
95.970 |
95.648 |
|
R1 |
95.775 |
95.775 |
95.614 |
95.765 |
PP |
95.600 |
95.600 |
95.600 |
95.595 |
S1 |
95.405 |
95.405 |
95.546 |
95.395 |
S2 |
95.230 |
95.230 |
95.512 |
|
S3 |
94.860 |
95.035 |
95.478 |
|
S4 |
94.490 |
94.665 |
95.377 |
|
|
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% |
0.731 |
0.8% |
21% |
False |
False |
27,158 |
10 |
96.880 |
95.300 |
1.580 |
1.7% |
0.693 |
0.7% |
18% |
False |
False |
31,019 |
20 |
96.880 |
94.195 |
2.685 |
2.8% |
0.737 |
0.8% |
52% |
False |
False |
33,862 |
40 |
97.700 |
92.850 |
4.850 |
5.1% |
0.820 |
0.9% |
56% |
False |
False |
19,258 |
60 |
98.740 |
92.850 |
5.890 |
6.2% |
0.786 |
0.8% |
46% |
False |
False |
13,057 |
80 |
98.740 |
92.850 |
5.890 |
6.2% |
0.792 |
0.8% |
46% |
False |
False |
9,890 |
100 |
98.740 |
92.850 |
5.890 |
6.2% |
0.824 |
0.9% |
46% |
False |
False |
7,943 |
120 |
99.630 |
92.850 |
6.780 |
7.1% |
0.830 |
0.9% |
40% |
False |
False |
6,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.368 |
2.618 |
96.764 |
1.618 |
96.394 |
1.000 |
96.165 |
0.618 |
96.024 |
HIGH |
95.795 |
0.618 |
95.654 |
0.500 |
95.610 |
0.382 |
95.566 |
LOW |
95.425 |
0.618 |
95.196 |
1.000 |
95.055 |
1.618 |
94.826 |
2.618 |
94.456 |
4.250 |
93.853 |
|
|
Fisher Pivots for day following 07-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
95.610 |
95.860 |
PP |
95.600 |
95.767 |
S1 |
95.590 |
95.673 |
|