ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 21-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
94.970 |
94.855 |
-0.115 |
-0.1% |
94.940 |
High |
94.985 |
95.095 |
0.110 |
0.1% |
95.025 |
Low |
94.630 |
94.750 |
0.120 |
0.1% |
93.830 |
Close |
94.939 |
95.068 |
0.129 |
0.1% |
94.588 |
Range |
0.355 |
0.345 |
-0.010 |
-2.8% |
1.195 |
ATR |
0.657 |
0.635 |
-0.022 |
-3.4% |
0.000 |
Volume |
16,706 |
16,135 |
-571 |
-3.4% |
126,724 |
|
Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.006 |
95.882 |
95.258 |
|
R3 |
95.661 |
95.537 |
95.163 |
|
R2 |
95.316 |
95.316 |
95.131 |
|
R1 |
95.192 |
95.192 |
95.100 |
95.254 |
PP |
94.971 |
94.971 |
94.971 |
95.002 |
S1 |
94.847 |
94.847 |
95.036 |
94.909 |
S2 |
94.626 |
94.626 |
95.005 |
|
S3 |
94.281 |
94.502 |
94.973 |
|
S4 |
93.936 |
94.157 |
94.878 |
|
|
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 |
95.095 |
93.830 |
1.265 |
1.3% |
0.467 |
0.5% |
98% |
True |
False |
21,167 |
10 |
95.720 |
93.830 |
1.890 |
2.0% |
0.535 |
0.6% |
66% |
False |
False |
23,898 |
20 |
96.880 |
93.830 |
3.050 |
3.2% |
0.614 |
0.6% |
41% |
False |
False |
27,459 |
40 |
96.920 |
93.830 |
3.090 |
3.3% |
0.713 |
0.8% |
40% |
False |
False |
24,695 |
60 |
98.740 |
92.850 |
5.890 |
6.2% |
0.763 |
0.8% |
38% |
False |
False |
16,942 |
80 |
98.740 |
92.850 |
5.890 |
6.2% |
0.754 |
0.8% |
38% |
False |
False |
12,829 |
100 |
98.740 |
92.850 |
5.890 |
6.2% |
0.784 |
0.8% |
38% |
False |
False |
10,321 |
120 |
98.740 |
92.850 |
5.890 |
6.2% |
0.805 |
0.8% |
38% |
False |
False |
8,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.561 |
2.618 |
95.998 |
1.618 |
95.653 |
1.000 |
95.440 |
0.618 |
95.308 |
HIGH |
95.095 |
0.618 |
94.963 |
0.500 |
94.923 |
0.382 |
94.882 |
LOW |
94.750 |
0.618 |
94.537 |
1.000 |
94.405 |
1.618 |
94.192 |
2.618 |
93.847 |
4.250 |
93.284 |
|
|
Fisher Pivots for day following 21-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
95.020 |
94.994 |
PP |
94.971 |
94.919 |
S1 |
94.923 |
94.845 |
|