ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 23-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
95.050 |
96.595 |
1.545 |
1.6% |
94.720 |
High |
96.500 |
97.300 |
0.800 |
0.8% |
97.300 |
Low |
94.985 |
96.225 |
1.240 |
1.3% |
94.595 |
Close |
96.454 |
97.243 |
0.789 |
0.8% |
97.243 |
Range |
1.515 |
1.075 |
-0.440 |
-29.0% |
2.705 |
ATR |
0.697 |
0.724 |
0.027 |
3.9% |
0.000 |
Volume |
52,438 |
46,038 |
-6,400 |
-12.2% |
150,429 |
|
Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.148 |
99.770 |
97.834 |
|
R3 |
99.073 |
98.695 |
97.539 |
|
R2 |
97.998 |
97.998 |
97.440 |
|
R1 |
97.620 |
97.620 |
97.342 |
97.809 |
PP |
96.923 |
96.923 |
96.923 |
97.017 |
S1 |
96.545 |
96.545 |
97.144 |
96.734 |
S2 |
95.848 |
95.848 |
97.046 |
|
S3 |
94.773 |
95.470 |
96.947 |
|
S4 |
93.698 |
94.395 |
96.652 |
|
|
Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.494 |
103.574 |
98.731 |
|
R3 |
101.789 |
100.869 |
97.987 |
|
R2 |
99.084 |
99.084 |
97.739 |
|
R1 |
98.164 |
98.164 |
97.491 |
98.624 |
PP |
96.379 |
96.379 |
96.379 |
96.610 |
S1 |
95.459 |
95.459 |
96.995 |
95.919 |
S2 |
93.674 |
93.674 |
96.747 |
|
S3 |
90.969 |
92.754 |
96.499 |
|
S4 |
88.264 |
90.049 |
95.755 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.300 |
94.595 |
2.705 |
2.8% |
0.748 |
0.8% |
98% |
True |
False |
30,085 |
10 |
97.300 |
93.830 |
3.470 |
3.6% |
0.659 |
0.7% |
98% |
True |
False |
27,715 |
20 |
97.300 |
93.830 |
3.470 |
3.6% |
0.668 |
0.7% |
98% |
True |
False |
27,711 |
40 |
97.300 |
93.830 |
3.470 |
3.6% |
0.709 |
0.7% |
98% |
True |
False |
27,018 |
60 |
98.740 |
92.850 |
5.890 |
6.1% |
0.783 |
0.8% |
75% |
False |
False |
18,570 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.768 |
0.8% |
75% |
False |
False |
14,054 |
100 |
98.740 |
92.850 |
5.890 |
6.1% |
0.787 |
0.8% |
75% |
False |
False |
11,302 |
120 |
98.740 |
92.850 |
5.890 |
6.1% |
0.807 |
0.8% |
75% |
False |
False |
9,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.869 |
2.618 |
100.114 |
1.618 |
99.039 |
1.000 |
98.375 |
0.618 |
97.964 |
HIGH |
97.300 |
0.618 |
96.889 |
0.500 |
96.763 |
0.382 |
96.636 |
LOW |
96.225 |
0.618 |
95.561 |
1.000 |
95.150 |
1.618 |
94.486 |
2.618 |
93.411 |
4.250 |
91.656 |
|
|
Fisher Pivots for day following 23-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
97.083 |
96.837 |
PP |
96.923 |
96.431 |
S1 |
96.763 |
96.025 |
|