ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 15-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
94.790 |
93.980 |
-0.810 |
-0.9% |
95.995 |
High |
94.795 |
94.625 |
-0.170 |
-0.2% |
96.295 |
Low |
93.860 |
93.830 |
-0.030 |
0.0% |
94.745 |
Close |
93.957 |
94.430 |
0.473 |
0.5% |
94.883 |
Range |
0.935 |
0.795 |
-0.140 |
-15.0% |
1.550 |
ATR |
0.715 |
0.721 |
0.006 |
0.8% |
0.000 |
Volume |
36,034 |
33,342 |
-2,692 |
-7.5% |
125,216 |
|
Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.680 |
96.350 |
94.867 |
|
R3 |
95.885 |
95.555 |
94.649 |
|
R2 |
95.090 |
95.090 |
94.576 |
|
R1 |
94.760 |
94.760 |
94.503 |
94.925 |
PP |
94.295 |
94.295 |
94.295 |
94.378 |
S1 |
93.965 |
93.965 |
94.357 |
94.130 |
S2 |
93.500 |
93.500 |
94.284 |
|
S3 |
92.705 |
93.170 |
94.211 |
|
S4 |
91.910 |
92.375 |
93.993 |
|
|
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 |
95.420 |
93.830 |
1.590 |
1.7% |
0.626 |
0.7% |
38% |
False |
True |
27,591 |
10 |
96.510 |
93.830 |
2.680 |
2.8% |
0.692 |
0.7% |
22% |
False |
True |
28,189 |
20 |
96.880 |
93.830 |
3.050 |
3.2% |
0.712 |
0.8% |
20% |
False |
True |
30,976 |
40 |
96.920 |
92.850 |
4.070 |
4.3% |
0.812 |
0.9% |
39% |
False |
False |
23,189 |
60 |
98.740 |
92.850 |
5.890 |
6.2% |
0.784 |
0.8% |
27% |
False |
False |
15,781 |
80 |
98.740 |
92.850 |
5.890 |
6.2% |
0.779 |
0.8% |
27% |
False |
False |
11,940 |
100 |
98.740 |
92.850 |
5.890 |
6.2% |
0.806 |
0.9% |
27% |
False |
False |
9,598 |
120 |
98.740 |
92.850 |
5.890 |
6.2% |
0.824 |
0.9% |
27% |
False |
False |
8,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.004 |
2.618 |
96.706 |
1.618 |
95.911 |
1.000 |
95.420 |
0.618 |
95.116 |
HIGH |
94.625 |
0.618 |
94.321 |
0.500 |
94.228 |
0.382 |
94.134 |
LOW |
93.830 |
0.618 |
93.339 |
1.000 |
93.035 |
1.618 |
92.544 |
2.618 |
91.749 |
4.250 |
90.451 |
|
|
Fisher Pivots for day following 15-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
94.363 |
94.429 |
PP |
94.295 |
94.428 |
S1 |
94.228 |
94.428 |
|