ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 01-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
96.515 |
95.885 |
-0.630 |
-0.7% |
95.355 |
High |
96.680 |
96.120 |
-0.560 |
-0.6% |
96.735 |
Low |
96.215 |
95.885 |
-0.330 |
-0.3% |
93.125 |
Close |
96.383 |
95.972 |
-0.411 |
-0.4% |
96.653 |
Range |
0.465 |
0.235 |
-0.230 |
-49.5% |
3.610 |
ATR |
0.823 |
0.800 |
-0.023 |
-2.8% |
0.000 |
Volume |
41 |
16 |
-25 |
-61.0% |
239 |
|
Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.697 |
96.570 |
96.101 |
|
R3 |
96.462 |
96.335 |
96.037 |
|
R2 |
96.227 |
96.227 |
96.015 |
|
R1 |
96.100 |
96.100 |
95.994 |
96.164 |
PP |
95.992 |
95.992 |
95.992 |
96.024 |
S1 |
95.865 |
95.865 |
95.950 |
95.929 |
S2 |
95.757 |
95.757 |
95.929 |
|
S3 |
95.522 |
95.630 |
95.907 |
|
S4 |
95.287 |
95.395 |
95.843 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.334 |
105.104 |
98.639 |
|
R3 |
102.724 |
101.494 |
97.646 |
|
R2 |
99.114 |
99.114 |
97.315 |
|
R1 |
97.884 |
97.884 |
96.984 |
98.499 |
PP |
95.504 |
95.504 |
95.504 |
95.812 |
S1 |
94.274 |
94.274 |
96.322 |
94.889 |
S2 |
91.894 |
91.894 |
95.991 |
|
S3 |
88.284 |
90.664 |
95.660 |
|
S4 |
84.674 |
87.054 |
94.668 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.735 |
94.010 |
2.725 |
2.8% |
0.790 |
0.8% |
72% |
False |
False |
25 |
10 |
97.555 |
93.125 |
4.430 |
4.6% |
0.960 |
1.0% |
64% |
False |
False |
43 |
20 |
99.000 |
93.125 |
5.875 |
6.1% |
0.717 |
0.7% |
48% |
False |
False |
37 |
40 |
99.035 |
93.125 |
5.910 |
6.2% |
0.614 |
0.6% |
48% |
False |
False |
26 |
60 |
99.035 |
93.125 |
5.910 |
6.2% |
0.540 |
0.6% |
48% |
False |
False |
22 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.119 |
2.618 |
96.735 |
1.618 |
96.500 |
1.000 |
96.355 |
0.618 |
96.265 |
HIGH |
96.120 |
0.618 |
96.030 |
0.500 |
96.003 |
0.382 |
95.975 |
LOW |
95.885 |
0.618 |
95.740 |
1.000 |
95.650 |
1.618 |
95.505 |
2.618 |
95.270 |
4.250 |
94.886 |
|
|
Fisher Pivots for day following 01-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
96.003 |
96.310 |
PP |
95.992 |
96.197 |
S1 |
95.982 |
96.085 |
|