ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 22-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
95.600 |
96.250 |
0.650 |
0.7% |
95.385 |
High |
96.295 |
96.755 |
0.460 |
0.5% |
96.175 |
Low |
95.395 |
96.125 |
0.730 |
0.8% |
94.395 |
Close |
96.204 |
96.629 |
0.425 |
0.4% |
95.174 |
Range |
0.900 |
0.630 |
-0.270 |
-30.0% |
1.780 |
ATR |
0.711 |
0.705 |
-0.006 |
-0.8% |
0.000 |
Volume |
124 |
83 |
-41 |
-33.1% |
355 |
|
Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.393 |
98.141 |
96.976 |
|
R3 |
97.763 |
97.511 |
96.802 |
|
R2 |
97.133 |
97.133 |
96.745 |
|
R1 |
96.881 |
96.881 |
96.687 |
97.007 |
PP |
96.503 |
96.503 |
96.503 |
96.566 |
S1 |
96.251 |
96.251 |
96.571 |
96.377 |
S2 |
95.873 |
95.873 |
96.514 |
|
S3 |
95.243 |
95.621 |
96.456 |
|
S4 |
94.613 |
94.991 |
96.283 |
|
|
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 |
96.755 |
94.395 |
2.360 |
2.4% |
0.858 |
0.9% |
95% |
True |
False |
96 |
10 |
96.800 |
94.395 |
2.405 |
2.5% |
0.670 |
0.7% |
93% |
False |
False |
60 |
20 |
97.155 |
94.010 |
3.145 |
3.3% |
0.594 |
0.6% |
83% |
False |
False |
50 |
40 |
99.000 |
93.125 |
5.875 |
6.1% |
0.627 |
0.6% |
60% |
False |
False |
43 |
60 |
99.035 |
93.125 |
5.910 |
6.1% |
0.564 |
0.6% |
59% |
False |
False |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.433 |
2.618 |
98.404 |
1.618 |
97.774 |
1.000 |
97.385 |
0.618 |
97.144 |
HIGH |
96.755 |
0.618 |
96.514 |
0.500 |
96.440 |
0.382 |
96.366 |
LOW |
96.125 |
0.618 |
95.736 |
1.000 |
95.495 |
1.618 |
95.106 |
2.618 |
94.476 |
4.250 |
93.448 |
|
|
Fisher Pivots for day following 22-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
96.566 |
96.278 |
PP |
96.503 |
95.926 |
S1 |
96.440 |
95.575 |
|