ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 19-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
94.590 |
94.720 |
0.130 |
0.1% |
94.940 |
High |
94.805 |
95.045 |
0.240 |
0.3% |
95.025 |
Low |
94.415 |
94.595 |
0.180 |
0.2% |
93.830 |
Close |
94.588 |
94.953 |
0.365 |
0.4% |
94.588 |
Range |
0.390 |
0.450 |
0.060 |
15.4% |
1.195 |
ATR |
0.697 |
0.680 |
-0.017 |
-2.5% |
0.000 |
Volume |
20,540 |
19,112 |
-1,428 |
-7.0% |
126,724 |
|
Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.214 |
96.034 |
95.201 |
|
R3 |
95.764 |
95.584 |
95.077 |
|
R2 |
95.314 |
95.314 |
95.036 |
|
R1 |
95.134 |
95.134 |
94.994 |
95.224 |
PP |
94.864 |
94.864 |
94.864 |
94.910 |
S1 |
94.684 |
94.684 |
94.912 |
94.774 |
S2 |
94.414 |
94.414 |
94.871 |
|
S3 |
93.964 |
94.234 |
94.829 |
|
S4 |
93.514 |
93.784 |
94.706 |
|
|
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 |
95.045 |
93.830 |
1.215 |
1.3% |
0.604 |
0.6% |
92% |
True |
False |
26,050 |
10 |
96.275 |
93.830 |
2.445 |
2.6% |
0.580 |
0.6% |
46% |
False |
False |
24,706 |
20 |
96.880 |
93.830 |
3.050 |
3.2% |
0.639 |
0.7% |
37% |
False |
False |
29,361 |
40 |
96.920 |
92.850 |
4.070 |
4.3% |
0.787 |
0.8% |
52% |
False |
False |
24,110 |
60 |
98.740 |
92.850 |
5.890 |
6.2% |
0.776 |
0.8% |
36% |
False |
False |
16,418 |
80 |
98.740 |
92.850 |
5.890 |
6.2% |
0.778 |
0.8% |
36% |
False |
False |
12,432 |
100 |
98.740 |
92.850 |
5.890 |
6.2% |
0.804 |
0.8% |
36% |
False |
False |
9,993 |
120 |
98.740 |
92.850 |
5.890 |
6.2% |
0.809 |
0.9% |
36% |
False |
False |
8,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.958 |
2.618 |
96.223 |
1.618 |
95.773 |
1.000 |
95.495 |
0.618 |
95.323 |
HIGH |
95.045 |
0.618 |
94.873 |
0.500 |
94.820 |
0.382 |
94.767 |
LOW |
94.595 |
0.618 |
94.317 |
1.000 |
94.145 |
1.618 |
93.867 |
2.618 |
93.417 |
4.250 |
92.683 |
|
|
Fisher Pivots for day following 19-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
94.909 |
94.781 |
PP |
94.864 |
94.609 |
S1 |
94.820 |
94.438 |
|