ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 16-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
95.750 |
95.985 |
0.235 |
0.2% |
96.800 |
High |
96.005 |
96.175 |
0.170 |
0.2% |
96.870 |
Low |
95.600 |
95.575 |
-0.025 |
0.0% |
95.590 |
Close |
96.005 |
95.761 |
-0.244 |
-0.3% |
95.599 |
Range |
0.405 |
0.600 |
0.195 |
48.1% |
1.280 |
ATR |
0.611 |
0.611 |
-0.001 |
-0.1% |
0.000 |
Volume |
15 |
29 |
14 |
93.3% |
312 |
|
Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.637 |
97.299 |
96.091 |
|
R3 |
97.037 |
96.699 |
95.926 |
|
R2 |
96.437 |
96.437 |
95.871 |
|
R1 |
96.099 |
96.099 |
95.816 |
95.968 |
PP |
95.837 |
95.837 |
95.837 |
95.772 |
S1 |
95.499 |
95.499 |
95.706 |
95.368 |
S2 |
95.237 |
95.237 |
95.651 |
|
S3 |
94.637 |
94.899 |
95.596 |
|
S4 |
94.037 |
94.299 |
95.431 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.860 |
99.009 |
96.303 |
|
R3 |
98.580 |
97.729 |
95.951 |
|
R2 |
97.300 |
97.300 |
95.834 |
|
R1 |
96.449 |
96.449 |
95.716 |
96.235 |
PP |
96.020 |
96.020 |
96.020 |
95.912 |
S1 |
95.169 |
95.169 |
95.482 |
94.955 |
S2 |
94.740 |
94.740 |
95.364 |
|
S3 |
93.460 |
93.889 |
95.247 |
|
S4 |
92.180 |
92.609 |
94.895 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.575 |
95.290 |
1.285 |
1.3% |
0.531 |
0.6% |
37% |
False |
False |
29 |
10 |
97.155 |
95.290 |
1.865 |
1.9% |
0.373 |
0.4% |
25% |
False |
False |
43 |
20 |
97.155 |
93.125 |
4.030 |
4.2% |
0.662 |
0.7% |
65% |
False |
False |
43 |
40 |
99.000 |
93.125 |
5.875 |
6.1% |
0.579 |
0.6% |
45% |
False |
False |
33 |
60 |
99.035 |
93.125 |
5.910 |
6.2% |
0.544 |
0.6% |
45% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.725 |
2.618 |
97.746 |
1.618 |
97.146 |
1.000 |
96.775 |
0.618 |
96.546 |
HIGH |
96.175 |
0.618 |
95.946 |
0.500 |
95.875 |
0.382 |
95.804 |
LOW |
95.575 |
0.618 |
95.204 |
1.000 |
94.975 |
1.618 |
94.604 |
2.618 |
94.004 |
4.250 |
93.025 |
|
|
Fisher Pivots for day following 16-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
95.875 |
95.752 |
PP |
95.837 |
95.742 |
S1 |
95.799 |
95.733 |
|