ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 13-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
94.940 |
94.960 |
0.020 |
0.0% |
95.995 |
High |
94.940 |
95.025 |
0.085 |
0.1% |
96.295 |
Low |
94.665 |
94.575 |
-0.090 |
-0.1% |
94.745 |
Close |
94.765 |
94.790 |
0.025 |
0.0% |
94.883 |
Range |
0.275 |
0.450 |
0.175 |
63.6% |
1.550 |
ATR |
0.717 |
0.698 |
-0.019 |
-2.7% |
0.000 |
Volume |
15,582 |
21,226 |
5,644 |
36.2% |
125,216 |
|
Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.147 |
95.918 |
95.038 |
|
R3 |
95.697 |
95.468 |
94.914 |
|
R2 |
95.247 |
95.247 |
94.873 |
|
R1 |
95.018 |
95.018 |
94.831 |
94.908 |
PP |
94.797 |
94.797 |
94.797 |
94.741 |
S1 |
94.568 |
94.568 |
94.749 |
94.458 |
S2 |
94.347 |
94.347 |
94.708 |
|
S3 |
93.897 |
94.118 |
94.666 |
|
S4 |
93.447 |
93.668 |
94.543 |
|
|
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 |
95.795 |
94.575 |
1.220 |
1.3% |
0.489 |
0.5% |
18% |
False |
True |
23,769 |
10 |
96.635 |
94.575 |
2.060 |
2.2% |
0.631 |
0.7% |
10% |
False |
True |
25,702 |
20 |
96.880 |
94.195 |
2.685 |
2.8% |
0.713 |
0.8% |
22% |
False |
False |
31,294 |
40 |
97.400 |
92.850 |
4.550 |
4.8% |
0.795 |
0.8% |
43% |
False |
False |
21,483 |
60 |
98.740 |
92.850 |
5.890 |
6.2% |
0.784 |
0.8% |
33% |
False |
False |
14,643 |
80 |
98.740 |
92.850 |
5.890 |
6.2% |
0.781 |
0.8% |
33% |
False |
False |
11,081 |
100 |
98.740 |
92.850 |
5.890 |
6.2% |
0.802 |
0.8% |
33% |
False |
False |
8,910 |
120 |
98.740 |
92.850 |
5.890 |
6.2% |
0.820 |
0.9% |
33% |
False |
False |
7,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.938 |
2.618 |
96.203 |
1.618 |
95.753 |
1.000 |
95.475 |
0.618 |
95.303 |
HIGH |
95.025 |
0.618 |
94.853 |
0.500 |
94.800 |
0.382 |
94.747 |
LOW |
94.575 |
0.618 |
94.297 |
1.000 |
94.125 |
1.618 |
93.847 |
2.618 |
93.397 |
4.250 |
92.663 |
|
|
Fisher Pivots for day following 13-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
94.800 |
94.998 |
PP |
94.797 |
94.928 |
S1 |
94.793 |
94.859 |
|