ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 08-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
95.580 |
95.665 |
0.085 |
0.1% |
96.360 |
High |
95.795 |
95.720 |
-0.075 |
-0.1% |
96.670 |
Low |
95.425 |
95.045 |
-0.380 |
-0.4% |
95.300 |
Close |
95.580 |
95.407 |
-0.173 |
-0.2% |
95.967 |
Range |
0.370 |
0.675 |
0.305 |
82.4% |
1.370 |
ATR |
0.764 |
0.757 |
-0.006 |
-0.8% |
0.000 |
Volume |
21,727 |
28,538 |
6,811 |
31.3% |
151,854 |
|
Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.416 |
97.086 |
95.778 |
|
R3 |
96.741 |
96.411 |
95.593 |
|
R2 |
96.066 |
96.066 |
95.531 |
|
R1 |
95.736 |
95.736 |
95.469 |
95.564 |
PP |
95.391 |
95.391 |
95.391 |
95.304 |
S1 |
95.061 |
95.061 |
95.345 |
94.889 |
S2 |
94.716 |
94.716 |
95.283 |
|
S3 |
94.041 |
94.386 |
95.221 |
|
S4 |
93.366 |
93.711 |
95.036 |
|
|
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 |
96.510 |
95.045 |
1.465 |
1.5% |
0.757 |
0.8% |
25% |
False |
True |
28,787 |
10 |
96.880 |
95.045 |
1.835 |
1.9% |
0.672 |
0.7% |
20% |
False |
True |
28,918 |
20 |
96.880 |
94.195 |
2.685 |
2.8% |
0.728 |
0.8% |
45% |
False |
False |
32,459 |
40 |
97.400 |
92.850 |
4.550 |
4.8% |
0.801 |
0.8% |
56% |
False |
False |
19,937 |
60 |
98.740 |
92.850 |
5.890 |
6.2% |
0.785 |
0.8% |
43% |
False |
False |
13,525 |
80 |
98.740 |
92.850 |
5.890 |
6.2% |
0.785 |
0.8% |
43% |
False |
False |
10,242 |
100 |
98.740 |
92.850 |
5.890 |
6.2% |
0.817 |
0.9% |
43% |
False |
False |
8,228 |
120 |
99.390 |
92.850 |
6.540 |
6.9% |
0.830 |
0.9% |
39% |
False |
False |
6,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.589 |
2.618 |
97.487 |
1.618 |
96.812 |
1.000 |
96.395 |
0.618 |
96.137 |
HIGH |
95.720 |
0.618 |
95.462 |
0.500 |
95.383 |
0.382 |
95.303 |
LOW |
95.045 |
0.618 |
94.628 |
1.000 |
94.370 |
1.618 |
93.953 |
2.618 |
93.278 |
4.250 |
92.176 |
|
|
Fisher Pivots for day following 08-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
95.399 |
95.660 |
PP |
95.391 |
95.576 |
S1 |
95.383 |
95.491 |
|