ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 02-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
95.885 |
96.200 |
0.315 |
0.3% |
95.355 |
High |
96.120 |
96.505 |
0.385 |
0.4% |
96.735 |
Low |
95.885 |
96.000 |
0.115 |
0.1% |
93.125 |
Close |
95.972 |
96.387 |
0.415 |
0.4% |
96.653 |
Range |
0.235 |
0.505 |
0.270 |
114.9% |
3.610 |
ATR |
0.800 |
0.780 |
-0.019 |
-2.4% |
0.000 |
Volume |
16 |
6 |
-10 |
-62.5% |
239 |
|
Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.812 |
97.605 |
96.665 |
|
R3 |
97.307 |
97.100 |
96.526 |
|
R2 |
96.802 |
96.802 |
96.480 |
|
R1 |
96.595 |
96.595 |
96.433 |
96.699 |
PP |
96.297 |
96.297 |
96.297 |
96.349 |
S1 |
96.090 |
96.090 |
96.341 |
96.194 |
S2 |
95.792 |
95.792 |
96.294 |
|
S3 |
95.287 |
95.585 |
96.248 |
|
S4 |
94.782 |
95.080 |
96.109 |
|
|
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 |
95.530 |
1.205 |
1.3% |
0.553 |
0.6% |
71% |
False |
False |
21 |
10 |
97.025 |
93.125 |
3.900 |
4.0% |
0.951 |
1.0% |
84% |
False |
False |
44 |
20 |
99.000 |
93.125 |
5.875 |
6.1% |
0.724 |
0.8% |
56% |
False |
False |
36 |
40 |
99.035 |
93.125 |
5.910 |
6.1% |
0.611 |
0.6% |
55% |
False |
False |
26 |
60 |
99.035 |
93.125 |
5.910 |
6.1% |
0.543 |
0.6% |
55% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.651 |
2.618 |
97.827 |
1.618 |
97.322 |
1.000 |
97.010 |
0.618 |
96.817 |
HIGH |
96.505 |
0.618 |
96.312 |
0.500 |
96.253 |
0.382 |
96.193 |
LOW |
96.000 |
0.618 |
95.688 |
1.000 |
95.495 |
1.618 |
95.183 |
2.618 |
94.678 |
4.250 |
93.854 |
|
|
Fisher Pivots for day following 02-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
96.342 |
96.352 |
PP |
96.297 |
96.317 |
S1 |
96.253 |
96.283 |
|