ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 12-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
95.350 |
94.940 |
-0.410 |
-0.4% |
95.995 |
High |
95.420 |
94.940 |
-0.480 |
-0.5% |
96.295 |
Low |
94.745 |
94.665 |
-0.080 |
-0.1% |
94.745 |
Close |
94.883 |
94.765 |
-0.118 |
-0.1% |
94.883 |
Range |
0.675 |
0.275 |
-0.400 |
-59.3% |
1.550 |
ATR |
0.751 |
0.717 |
-0.034 |
-4.5% |
0.000 |
Volume |
31,774 |
15,582 |
-16,192 |
-51.0% |
125,216 |
|
Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.615 |
95.465 |
94.916 |
|
R3 |
95.340 |
95.190 |
94.841 |
|
R2 |
95.065 |
95.065 |
94.815 |
|
R1 |
94.915 |
94.915 |
94.790 |
94.853 |
PP |
94.790 |
94.790 |
94.790 |
94.759 |
S1 |
94.640 |
94.640 |
94.740 |
94.578 |
S2 |
94.515 |
94.515 |
94.715 |
|
S3 |
94.240 |
94.365 |
94.689 |
|
S4 |
93.965 |
94.090 |
94.614 |
|
|
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 |
96.275 |
94.665 |
1.610 |
1.7% |
0.556 |
0.6% |
6% |
False |
True |
23,362 |
10 |
96.635 |
94.665 |
1.970 |
2.1% |
0.642 |
0.7% |
5% |
False |
True |
26,398 |
20 |
96.880 |
94.195 |
2.685 |
2.8% |
0.719 |
0.8% |
21% |
False |
False |
31,350 |
40 |
97.400 |
92.850 |
4.550 |
4.8% |
0.794 |
0.8% |
42% |
False |
False |
21,033 |
60 |
98.740 |
92.850 |
5.890 |
6.2% |
0.783 |
0.8% |
33% |
False |
False |
14,296 |
80 |
98.740 |
92.850 |
5.890 |
6.2% |
0.783 |
0.8% |
33% |
False |
False |
10,819 |
100 |
98.740 |
92.850 |
5.890 |
6.2% |
0.817 |
0.9% |
33% |
False |
False |
8,698 |
120 |
98.740 |
92.850 |
5.890 |
6.2% |
0.822 |
0.9% |
33% |
False |
False |
7,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.109 |
2.618 |
95.660 |
1.618 |
95.385 |
1.000 |
95.215 |
0.618 |
95.110 |
HIGH |
94.940 |
0.618 |
94.835 |
0.500 |
94.803 |
0.382 |
94.770 |
LOW |
94.665 |
0.618 |
94.495 |
1.000 |
94.390 |
1.618 |
94.220 |
2.618 |
93.945 |
4.250 |
93.496 |
|
|
Fisher Pivots for day following 12-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
94.803 |
95.193 |
PP |
94.790 |
95.050 |
S1 |
94.778 |
94.908 |
|