ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 28-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
96.580 |
96.580 |
0.000 |
0.0% |
95.600 |
High |
97.030 |
96.835 |
-0.195 |
-0.2% |
97.030 |
Low |
96.520 |
96.300 |
-0.220 |
-0.2% |
95.395 |
Close |
96.622 |
96.382 |
-0.240 |
-0.2% |
96.622 |
Range |
0.510 |
0.535 |
0.025 |
4.9% |
1.635 |
ATR |
0.691 |
0.680 |
-0.011 |
-1.6% |
0.000 |
Volume |
130 |
177 |
47 |
36.2% |
539 |
|
Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.111 |
97.781 |
96.676 |
|
R3 |
97.576 |
97.246 |
96.529 |
|
R2 |
97.041 |
97.041 |
96.480 |
|
R1 |
96.711 |
96.711 |
96.431 |
96.609 |
PP |
96.506 |
96.506 |
96.506 |
96.454 |
S1 |
96.176 |
96.176 |
96.333 |
96.074 |
S2 |
95.971 |
95.971 |
96.284 |
|
S3 |
95.436 |
95.641 |
96.235 |
|
S4 |
94.901 |
95.106 |
96.088 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.254 |
100.573 |
97.521 |
|
R3 |
99.619 |
98.938 |
97.072 |
|
R2 |
97.984 |
97.984 |
96.922 |
|
R1 |
97.303 |
97.303 |
96.772 |
97.644 |
PP |
96.349 |
96.349 |
96.349 |
96.519 |
S1 |
95.668 |
95.668 |
96.472 |
96.009 |
S2 |
94.714 |
94.714 |
96.322 |
|
S3 |
93.079 |
94.033 |
96.172 |
|
S4 |
91.444 |
92.398 |
95.723 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.030 |
95.770 |
1.260 |
1.3% |
0.575 |
0.6% |
49% |
False |
False |
118 |
10 |
97.030 |
94.395 |
2.635 |
2.7% |
0.694 |
0.7% |
75% |
False |
False |
100 |
20 |
97.155 |
94.395 |
2.760 |
2.9% |
0.520 |
0.5% |
72% |
False |
False |
70 |
40 |
99.000 |
93.125 |
5.875 |
6.1% |
0.629 |
0.7% |
55% |
False |
False |
54 |
60 |
99.035 |
93.125 |
5.910 |
6.1% |
0.590 |
0.6% |
55% |
False |
False |
41 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.109 |
2.618 |
98.236 |
1.618 |
97.701 |
1.000 |
97.370 |
0.618 |
97.166 |
HIGH |
96.835 |
0.618 |
96.631 |
0.500 |
96.568 |
0.382 |
96.504 |
LOW |
96.300 |
0.618 |
95.969 |
1.000 |
95.765 |
1.618 |
95.434 |
2.618 |
94.899 |
4.250 |
94.026 |
|
|
Fisher Pivots for day following 28-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
96.568 |
96.400 |
PP |
96.506 |
96.394 |
S1 |
96.444 |
96.388 |
|