ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 14-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
94.960 |
94.790 |
-0.170 |
-0.2% |
95.995 |
High |
95.025 |
94.795 |
-0.230 |
-0.2% |
96.295 |
Low |
94.575 |
93.860 |
-0.715 |
-0.8% |
94.745 |
Close |
94.790 |
93.957 |
-0.833 |
-0.9% |
94.883 |
Range |
0.450 |
0.935 |
0.485 |
107.8% |
1.550 |
ATR |
0.698 |
0.715 |
0.017 |
2.4% |
0.000 |
Volume |
21,226 |
36,034 |
14,808 |
69.8% |
125,216 |
|
Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.009 |
96.418 |
94.471 |
|
R3 |
96.074 |
95.483 |
94.214 |
|
R2 |
95.139 |
95.139 |
94.128 |
|
R1 |
94.548 |
94.548 |
94.043 |
94.376 |
PP |
94.204 |
94.204 |
94.204 |
94.118 |
S1 |
93.613 |
93.613 |
93.871 |
93.441 |
S2 |
93.269 |
93.269 |
93.786 |
|
S3 |
92.334 |
92.678 |
93.700 |
|
S4 |
91.399 |
91.743 |
93.443 |
|
|
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 |
95.720 |
93.860 |
1.860 |
2.0% |
0.602 |
0.6% |
5% |
False |
True |
26,630 |
10 |
96.635 |
93.860 |
2.775 |
3.0% |
0.667 |
0.7% |
3% |
False |
True |
26,894 |
20 |
96.880 |
93.860 |
3.020 |
3.2% |
0.724 |
0.8% |
3% |
False |
True |
31,757 |
40 |
97.400 |
92.850 |
4.550 |
4.8% |
0.810 |
0.9% |
24% |
False |
False |
22,367 |
60 |
98.740 |
92.850 |
5.890 |
6.3% |
0.782 |
0.8% |
19% |
False |
False |
15,236 |
80 |
98.740 |
92.850 |
5.890 |
6.3% |
0.776 |
0.8% |
19% |
False |
False |
11,528 |
100 |
98.740 |
92.850 |
5.890 |
6.3% |
0.805 |
0.9% |
19% |
False |
False |
9,269 |
120 |
98.740 |
92.850 |
5.890 |
6.3% |
0.823 |
0.9% |
19% |
False |
False |
7,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.769 |
2.618 |
97.243 |
1.618 |
96.308 |
1.000 |
95.730 |
0.618 |
95.373 |
HIGH |
94.795 |
0.618 |
94.438 |
0.500 |
94.328 |
0.382 |
94.217 |
LOW |
93.860 |
0.618 |
93.282 |
1.000 |
92.925 |
1.618 |
92.347 |
2.618 |
91.412 |
4.250 |
89.886 |
|
|
Fisher Pivots for day following 14-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
94.328 |
94.443 |
PP |
94.204 |
94.281 |
S1 |
94.081 |
94.119 |
|