ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 09-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
96.445 |
96.510 |
0.065 |
0.1% |
96.515 |
High |
96.610 |
96.800 |
0.190 |
0.2% |
97.155 |
Low |
96.395 |
96.450 |
0.055 |
0.1% |
95.885 |
Close |
96.478 |
96.450 |
-0.028 |
0.0% |
96.773 |
Range |
0.215 |
0.350 |
0.135 |
62.8% |
1.270 |
ATR |
0.670 |
0.647 |
-0.023 |
-3.4% |
0.000 |
Volume |
265 |
8 |
-257 |
-97.0% |
72 |
|
Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.617 |
97.383 |
96.643 |
|
R3 |
97.267 |
97.033 |
96.546 |
|
R2 |
96.917 |
96.917 |
96.514 |
|
R1 |
96.683 |
96.683 |
96.482 |
96.625 |
PP |
96.567 |
96.567 |
96.567 |
96.538 |
S1 |
96.333 |
96.333 |
96.418 |
96.275 |
S2 |
96.217 |
96.217 |
96.386 |
|
S3 |
95.867 |
95.983 |
96.354 |
|
S4 |
95.517 |
95.633 |
96.258 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.414 |
99.864 |
97.472 |
|
R3 |
99.144 |
98.594 |
97.122 |
|
R2 |
97.874 |
97.874 |
97.006 |
|
R1 |
97.324 |
97.324 |
96.889 |
97.599 |
PP |
96.604 |
96.604 |
96.604 |
96.742 |
S1 |
96.054 |
96.054 |
96.657 |
96.329 |
S2 |
95.334 |
95.334 |
96.540 |
|
S3 |
94.064 |
94.784 |
96.424 |
|
S4 |
92.794 |
93.514 |
96.075 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.155 |
96.395 |
0.760 |
0.8% |
0.214 |
0.2% |
7% |
False |
False |
56 |
10 |
97.155 |
95.530 |
1.625 |
1.7% |
0.384 |
0.4% |
57% |
False |
False |
39 |
20 |
97.695 |
93.125 |
4.570 |
4.7% |
0.609 |
0.6% |
73% |
False |
False |
41 |
40 |
99.035 |
93.125 |
5.910 |
6.1% |
0.570 |
0.6% |
56% |
False |
False |
31 |
60 |
99.035 |
93.125 |
5.910 |
6.1% |
0.523 |
0.5% |
56% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.288 |
2.618 |
97.716 |
1.618 |
97.366 |
1.000 |
97.150 |
0.618 |
97.016 |
HIGH |
96.800 |
0.618 |
96.666 |
0.500 |
96.625 |
0.382 |
96.584 |
LOW |
96.450 |
0.618 |
96.234 |
1.000 |
96.100 |
1.618 |
95.884 |
2.618 |
95.534 |
4.250 |
94.963 |
|
|
Fisher Pivots for day following 09-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
96.625 |
96.633 |
PP |
96.567 |
96.572 |
S1 |
96.508 |
96.511 |
|