ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 20-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
94.720 |
94.970 |
0.250 |
0.3% |
94.940 |
High |
95.045 |
94.985 |
-0.060 |
-0.1% |
95.025 |
Low |
94.595 |
94.630 |
0.035 |
0.0% |
93.830 |
Close |
94.953 |
94.939 |
-0.014 |
0.0% |
94.588 |
Range |
0.450 |
0.355 |
-0.095 |
-21.1% |
1.195 |
ATR |
0.680 |
0.657 |
-0.023 |
-3.4% |
0.000 |
Volume |
19,112 |
16,706 |
-2,406 |
-12.6% |
126,724 |
|
Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.916 |
95.783 |
95.134 |
|
R3 |
95.561 |
95.428 |
95.037 |
|
R2 |
95.206 |
95.206 |
95.004 |
|
R1 |
95.073 |
95.073 |
94.972 |
94.962 |
PP |
94.851 |
94.851 |
94.851 |
94.796 |
S1 |
94.718 |
94.718 |
94.906 |
94.607 |
S2 |
94.496 |
94.496 |
94.874 |
|
S3 |
94.141 |
94.363 |
94.841 |
|
S4 |
93.786 |
94.008 |
94.744 |
|
|
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% |
0.585 |
0.6% |
91% |
False |
False |
25,146 |
10 |
95.795 |
93.830 |
1.965 |
2.1% |
0.537 |
0.6% |
56% |
False |
False |
24,458 |
20 |
96.880 |
93.830 |
3.050 |
3.2% |
0.623 |
0.7% |
36% |
False |
False |
28,682 |
40 |
96.920 |
93.830 |
3.090 |
3.3% |
0.735 |
0.8% |
36% |
False |
False |
24,470 |
60 |
98.740 |
92.850 |
5.890 |
6.2% |
0.765 |
0.8% |
35% |
False |
False |
16,689 |
80 |
98.740 |
92.850 |
5.890 |
6.2% |
0.760 |
0.8% |
35% |
False |
False |
12,639 |
100 |
98.740 |
92.850 |
5.890 |
6.2% |
0.801 |
0.8% |
35% |
False |
False |
10,160 |
120 |
98.740 |
92.850 |
5.890 |
6.2% |
0.805 |
0.8% |
35% |
False |
False |
8,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.494 |
2.618 |
95.914 |
1.618 |
95.559 |
1.000 |
95.340 |
0.618 |
95.204 |
HIGH |
94.985 |
0.618 |
94.849 |
0.500 |
94.808 |
0.382 |
94.766 |
LOW |
94.630 |
0.618 |
94.411 |
1.000 |
94.275 |
1.618 |
94.056 |
2.618 |
93.701 |
4.250 |
93.121 |
|
|
Fisher Pivots for day following 20-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
94.895 |
94.869 |
PP |
94.851 |
94.800 |
S1 |
94.808 |
94.730 |
|