ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 22-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
94.855 |
95.050 |
0.195 |
0.2% |
94.940 |
High |
95.095 |
96.500 |
1.405 |
1.5% |
95.025 |
Low |
94.750 |
94.985 |
0.235 |
0.2% |
93.830 |
Close |
95.068 |
96.454 |
1.386 |
1.5% |
94.588 |
Range |
0.345 |
1.515 |
1.170 |
339.1% |
1.195 |
ATR |
0.635 |
0.697 |
0.063 |
9.9% |
0.000 |
Volume |
16,135 |
52,438 |
36,303 |
225.0% |
126,724 |
|
Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.525 |
100.004 |
97.287 |
|
R3 |
99.010 |
98.489 |
96.871 |
|
R2 |
97.495 |
97.495 |
96.732 |
|
R1 |
96.974 |
96.974 |
96.593 |
97.235 |
PP |
95.980 |
95.980 |
95.980 |
96.110 |
S1 |
95.459 |
95.459 |
96.315 |
95.720 |
S2 |
94.465 |
94.465 |
96.176 |
|
S3 |
92.950 |
93.944 |
96.037 |
|
S4 |
91.435 |
92.429 |
95.621 |
|
|
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 |
96.500 |
94.415 |
2.085 |
2.2% |
0.611 |
0.6% |
98% |
True |
False |
24,986 |
10 |
96.500 |
93.830 |
2.670 |
2.8% |
0.619 |
0.6% |
98% |
True |
False |
26,288 |
20 |
96.880 |
93.830 |
3.050 |
3.2% |
0.645 |
0.7% |
86% |
False |
False |
27,603 |
40 |
96.920 |
93.830 |
3.090 |
3.2% |
0.707 |
0.7% |
85% |
False |
False |
25,932 |
60 |
98.740 |
92.850 |
5.890 |
6.1% |
0.775 |
0.8% |
61% |
False |
False |
17,809 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.761 |
0.8% |
61% |
False |
False |
13,482 |
100 |
98.740 |
92.850 |
5.890 |
6.1% |
0.786 |
0.8% |
61% |
False |
False |
10,843 |
120 |
98.740 |
92.850 |
5.890 |
6.1% |
0.809 |
0.8% |
61% |
False |
False |
9,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.939 |
2.618 |
100.466 |
1.618 |
98.951 |
1.000 |
98.015 |
0.618 |
97.436 |
HIGH |
96.500 |
0.618 |
95.921 |
0.500 |
95.743 |
0.382 |
95.564 |
LOW |
94.985 |
0.618 |
94.049 |
1.000 |
93.470 |
1.618 |
92.534 |
2.618 |
91.019 |
4.250 |
88.546 |
|
|
Fisher Pivots for day following 22-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
96.217 |
96.158 |
PP |
95.980 |
95.861 |
S1 |
95.743 |
95.565 |
|