ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 09-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
95.665 |
95.350 |
-0.315 |
-0.3% |
95.995 |
High |
95.720 |
95.420 |
-0.300 |
-0.3% |
96.295 |
Low |
95.045 |
94.745 |
-0.300 |
-0.3% |
94.745 |
Close |
95.407 |
94.883 |
-0.524 |
-0.5% |
94.883 |
Range |
0.675 |
0.675 |
0.000 |
0.0% |
1.550 |
ATR |
0.757 |
0.751 |
-0.006 |
-0.8% |
0.000 |
Volume |
28,538 |
31,774 |
3,236 |
11.3% |
125,216 |
|
Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.041 |
96.637 |
95.254 |
|
R3 |
96.366 |
95.962 |
95.069 |
|
R2 |
95.691 |
95.691 |
95.007 |
|
R1 |
95.287 |
95.287 |
94.945 |
95.152 |
PP |
95.016 |
95.016 |
95.016 |
94.948 |
S1 |
94.612 |
94.612 |
94.821 |
94.477 |
S2 |
94.341 |
94.341 |
94.759 |
|
S3 |
93.666 |
93.937 |
94.697 |
|
S4 |
92.991 |
93.262 |
94.512 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.958 |
98.970 |
95.736 |
|
R3 |
98.408 |
97.420 |
95.309 |
|
R2 |
96.858 |
96.858 |
95.167 |
|
R1 |
95.870 |
95.870 |
95.025 |
95.589 |
PP |
95.308 |
95.308 |
95.308 |
95.167 |
S1 |
94.320 |
94.320 |
94.741 |
94.039 |
S2 |
93.758 |
93.758 |
94.599 |
|
S3 |
92.208 |
92.770 |
94.457 |
|
S4 |
90.658 |
91.220 |
94.031 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.295 |
94.745 |
1.550 |
1.6% |
0.650 |
0.7% |
9% |
False |
True |
25,043 |
10 |
96.670 |
94.745 |
1.925 |
2.0% |
0.678 |
0.7% |
7% |
False |
True |
27,707 |
20 |
96.880 |
94.195 |
2.685 |
2.8% |
0.733 |
0.8% |
26% |
False |
False |
31,583 |
40 |
97.400 |
92.850 |
4.550 |
4.8% |
0.802 |
0.8% |
45% |
False |
False |
20,666 |
60 |
98.740 |
92.850 |
5.890 |
6.2% |
0.788 |
0.8% |
35% |
False |
False |
14,048 |
80 |
98.740 |
92.850 |
5.890 |
6.2% |
0.785 |
0.8% |
35% |
False |
False |
10,633 |
100 |
98.740 |
92.850 |
5.890 |
6.2% |
0.818 |
0.9% |
35% |
False |
False |
8,544 |
120 |
99.390 |
92.850 |
6.540 |
6.9% |
0.828 |
0.9% |
31% |
False |
False |
7,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.289 |
2.618 |
97.187 |
1.618 |
96.512 |
1.000 |
96.095 |
0.618 |
95.837 |
HIGH |
95.420 |
0.618 |
95.162 |
0.500 |
95.083 |
0.382 |
95.003 |
LOW |
94.745 |
0.618 |
94.328 |
1.000 |
94.070 |
1.618 |
93.653 |
2.618 |
92.978 |
4.250 |
91.876 |
|
|
Fisher Pivots for day following 09-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
95.083 |
95.270 |
PP |
95.016 |
95.141 |
S1 |
94.950 |
95.012 |
|