ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 21-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
94.890 |
95.600 |
0.710 |
0.7% |
95.385 |
High |
95.540 |
96.295 |
0.755 |
0.8% |
96.175 |
Low |
94.395 |
95.395 |
1.000 |
1.1% |
94.395 |
Close |
95.174 |
96.204 |
1.030 |
1.1% |
95.174 |
Range |
1.145 |
0.900 |
-0.245 |
-21.4% |
1.780 |
ATR |
0.679 |
0.711 |
0.032 |
4.6% |
0.000 |
Volume |
106 |
124 |
18 |
17.0% |
355 |
|
Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.665 |
98.334 |
96.699 |
|
R3 |
97.765 |
97.434 |
96.452 |
|
R2 |
96.865 |
96.865 |
96.369 |
|
R1 |
96.534 |
96.534 |
96.287 |
96.700 |
PP |
95.965 |
95.965 |
95.965 |
96.047 |
S1 |
95.634 |
95.634 |
96.121 |
95.800 |
S2 |
95.065 |
95.065 |
96.039 |
|
S3 |
94.165 |
94.734 |
95.956 |
|
S4 |
93.265 |
93.834 |
95.709 |
|
|
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 |
96.295 |
94.395 |
1.900 |
2.0% |
0.813 |
0.8% |
95% |
True |
False |
82 |
10 |
96.800 |
94.395 |
2.405 |
2.5% |
0.628 |
0.7% |
75% |
False |
False |
78 |
20 |
97.155 |
94.010 |
3.145 |
3.3% |
0.616 |
0.6% |
70% |
False |
False |
47 |
40 |
99.000 |
93.125 |
5.875 |
6.1% |
0.614 |
0.6% |
52% |
False |
False |
41 |
60 |
99.035 |
93.125 |
5.910 |
6.1% |
0.564 |
0.6% |
52% |
False |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.120 |
2.618 |
98.651 |
1.618 |
97.751 |
1.000 |
97.195 |
0.618 |
96.851 |
HIGH |
96.295 |
0.618 |
95.951 |
0.500 |
95.845 |
0.382 |
95.739 |
LOW |
95.395 |
0.618 |
94.839 |
1.000 |
94.495 |
1.618 |
93.939 |
2.618 |
93.039 |
4.250 |
91.570 |
|
|
Fisher Pivots for day following 21-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
96.084 |
95.918 |
PP |
95.965 |
95.631 |
S1 |
95.845 |
95.345 |
|