ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 16-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
93.980 |
94.590 |
0.610 |
0.6% |
94.940 |
High |
94.625 |
94.805 |
0.180 |
0.2% |
95.025 |
Low |
93.830 |
94.415 |
0.585 |
0.6% |
93.830 |
Close |
94.430 |
94.588 |
0.158 |
0.2% |
94.588 |
Range |
0.795 |
0.390 |
-0.405 |
-50.9% |
1.195 |
ATR |
0.721 |
0.697 |
-0.024 |
-3.3% |
0.000 |
Volume |
33,342 |
20,540 |
-12,802 |
-38.4% |
126,724 |
|
Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.773 |
95.570 |
94.803 |
|
R3 |
95.383 |
95.180 |
94.695 |
|
R2 |
94.993 |
94.993 |
94.660 |
|
R1 |
94.790 |
94.790 |
94.624 |
94.697 |
PP |
94.603 |
94.603 |
94.603 |
94.556 |
S1 |
94.400 |
94.400 |
94.552 |
94.307 |
S2 |
94.213 |
94.213 |
94.517 |
|
S3 |
93.823 |
94.010 |
94.481 |
|
S4 |
93.433 |
93.620 |
94.374 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.066 |
97.522 |
95.245 |
|
R3 |
96.871 |
96.327 |
94.917 |
|
R2 |
95.676 |
95.676 |
94.807 |
|
R1 |
95.132 |
95.132 |
94.698 |
94.807 |
PP |
94.481 |
94.481 |
94.481 |
94.318 |
S1 |
93.937 |
93.937 |
94.478 |
93.612 |
S2 |
93.286 |
93.286 |
94.369 |
|
S3 |
92.091 |
92.742 |
94.259 |
|
S4 |
90.896 |
91.547 |
93.931 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.025 |
93.830 |
1.195 |
1.3% |
0.569 |
0.6% |
63% |
False |
False |
25,344 |
10 |
96.295 |
93.830 |
2.465 |
2.6% |
0.610 |
0.6% |
31% |
False |
False |
25,194 |
20 |
96.880 |
93.830 |
3.050 |
3.2% |
0.664 |
0.7% |
25% |
False |
False |
30,230 |
40 |
96.920 |
92.850 |
4.070 |
4.3% |
0.800 |
0.8% |
43% |
False |
False |
23,678 |
60 |
98.740 |
92.850 |
5.890 |
6.2% |
0.777 |
0.8% |
30% |
False |
False |
16,115 |
80 |
98.740 |
92.850 |
5.890 |
6.2% |
0.779 |
0.8% |
30% |
False |
False |
12,195 |
100 |
98.740 |
92.850 |
5.890 |
6.2% |
0.803 |
0.8% |
30% |
False |
False |
9,803 |
120 |
98.740 |
92.850 |
5.890 |
6.2% |
0.814 |
0.9% |
30% |
False |
False |
8,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.463 |
2.618 |
95.826 |
1.618 |
95.436 |
1.000 |
95.195 |
0.618 |
95.046 |
HIGH |
94.805 |
0.618 |
94.656 |
0.500 |
94.610 |
0.382 |
94.564 |
LOW |
94.415 |
0.618 |
94.174 |
1.000 |
94.025 |
1.618 |
93.784 |
2.618 |
93.394 |
4.250 |
92.758 |
|
|
Fisher Pivots for day following 16-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
94.610 |
94.498 |
PP |
94.603 |
94.408 |
S1 |
94.595 |
94.318 |
|