ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 10-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
96.510 |
96.430 |
-0.080 |
-0.1% |
96.515 |
High |
96.800 |
96.575 |
-0.225 |
-0.2% |
97.155 |
Low |
96.450 |
95.855 |
-0.595 |
-0.6% |
95.885 |
Close |
96.450 |
95.867 |
-0.583 |
-0.6% |
96.773 |
Range |
0.350 |
0.720 |
0.370 |
105.7% |
1.270 |
ATR |
0.647 |
0.653 |
0.005 |
0.8% |
0.000 |
Volume |
8 |
17 |
9 |
112.5% |
72 |
|
Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.259 |
97.783 |
96.263 |
|
R3 |
97.539 |
97.063 |
96.065 |
|
R2 |
96.819 |
96.819 |
95.999 |
|
R1 |
96.343 |
96.343 |
95.933 |
96.221 |
PP |
96.099 |
96.099 |
96.099 |
96.038 |
S1 |
95.623 |
95.623 |
95.801 |
95.501 |
S2 |
95.379 |
95.379 |
95.735 |
|
S3 |
94.659 |
94.903 |
95.669 |
|
S4 |
93.939 |
94.183 |
95.471 |
|
|
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 |
96.980 |
95.855 |
1.125 |
1.2% |
0.318 |
0.3% |
1% |
False |
True |
59 |
10 |
97.155 |
95.855 |
1.300 |
1.4% |
0.364 |
0.4% |
1% |
False |
True |
37 |
20 |
97.695 |
93.125 |
4.570 |
4.8% |
0.629 |
0.7% |
60% |
False |
False |
38 |
40 |
99.035 |
93.125 |
5.910 |
6.2% |
0.578 |
0.6% |
46% |
False |
False |
31 |
60 |
99.035 |
93.125 |
5.910 |
6.2% |
0.522 |
0.5% |
46% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.635 |
2.618 |
98.460 |
1.618 |
97.740 |
1.000 |
97.295 |
0.618 |
97.020 |
HIGH |
96.575 |
0.618 |
96.300 |
0.500 |
96.215 |
0.382 |
96.130 |
LOW |
95.855 |
0.618 |
95.410 |
1.000 |
95.135 |
1.618 |
94.690 |
2.618 |
93.970 |
4.250 |
92.795 |
|
|
Fisher Pivots for day following 10-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
96.215 |
96.328 |
PP |
96.099 |
96.174 |
S1 |
95.983 |
96.021 |
|