ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 18-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
95.565 |
94.890 |
-0.675 |
-0.7% |
95.385 |
High |
95.705 |
95.540 |
-0.165 |
-0.2% |
96.175 |
Low |
94.690 |
94.395 |
-0.295 |
-0.3% |
94.395 |
Close |
94.862 |
95.174 |
0.312 |
0.3% |
95.174 |
Range |
1.015 |
1.145 |
0.130 |
12.8% |
1.780 |
ATR |
0.643 |
0.679 |
0.036 |
5.6% |
0.000 |
Volume |
140 |
106 |
-34 |
-24.3% |
355 |
|
Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.471 |
97.968 |
95.804 |
|
R3 |
97.326 |
96.823 |
95.489 |
|
R2 |
96.181 |
96.181 |
95.384 |
|
R1 |
95.678 |
95.678 |
95.279 |
95.930 |
PP |
95.036 |
95.036 |
95.036 |
95.162 |
S1 |
94.533 |
94.533 |
95.069 |
94.785 |
S2 |
93.891 |
93.891 |
94.964 |
|
S3 |
92.746 |
93.388 |
94.859 |
|
S4 |
91.601 |
92.243 |
94.544 |
|
|
Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.588 |
99.661 |
96.153 |
|
R3 |
98.808 |
97.881 |
95.664 |
|
R2 |
97.028 |
97.028 |
95.500 |
|
R1 |
96.101 |
96.101 |
95.337 |
95.675 |
PP |
95.248 |
95.248 |
95.248 |
95.035 |
S1 |
94.321 |
94.321 |
95.011 |
93.895 |
S2 |
93.468 |
93.468 |
94.848 |
|
S3 |
91.688 |
92.541 |
94.685 |
|
S4 |
89.908 |
90.761 |
94.195 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.175 |
94.395 |
1.780 |
1.9% |
0.743 |
0.8% |
44% |
False |
True |
71 |
10 |
96.870 |
94.395 |
2.475 |
2.6% |
0.548 |
0.6% |
31% |
False |
True |
66 |
20 |
97.155 |
93.125 |
4.030 |
4.2% |
0.683 |
0.7% |
51% |
False |
False |
48 |
40 |
99.000 |
93.125 |
5.875 |
6.2% |
0.612 |
0.6% |
35% |
False |
False |
38 |
60 |
99.035 |
93.125 |
5.910 |
6.2% |
0.576 |
0.6% |
35% |
False |
False |
31 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.406 |
2.618 |
98.538 |
1.618 |
97.393 |
1.000 |
96.685 |
0.618 |
96.248 |
HIGH |
95.540 |
0.618 |
95.103 |
0.500 |
94.968 |
0.382 |
94.832 |
LOW |
94.395 |
0.618 |
93.687 |
1.000 |
93.250 |
1.618 |
92.542 |
2.618 |
91.397 |
4.250 |
89.529 |
|
|
Fisher Pivots for day following 18-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
95.105 |
95.285 |
PP |
95.036 |
95.248 |
S1 |
94.968 |
95.211 |
|