ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 29-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
96.580 |
96.230 |
-0.350 |
-0.4% |
95.600 |
High |
96.835 |
96.550 |
-0.285 |
-0.3% |
97.030 |
Low |
96.300 |
96.060 |
-0.240 |
-0.2% |
95.395 |
Close |
96.382 |
96.186 |
-0.196 |
-0.2% |
96.622 |
Range |
0.535 |
0.490 |
-0.045 |
-8.4% |
1.635 |
ATR |
0.680 |
0.667 |
-0.014 |
-2.0% |
0.000 |
Volume |
177 |
141 |
-36 |
-20.3% |
539 |
|
Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.735 |
97.451 |
96.456 |
|
R3 |
97.245 |
96.961 |
96.321 |
|
R2 |
96.755 |
96.755 |
96.276 |
|
R1 |
96.471 |
96.471 |
96.231 |
96.368 |
PP |
96.265 |
96.265 |
96.265 |
96.214 |
S1 |
95.981 |
95.981 |
96.141 |
95.878 |
S2 |
95.775 |
95.775 |
96.096 |
|
S3 |
95.285 |
95.491 |
96.051 |
|
S4 |
94.795 |
95.001 |
95.917 |
|
|
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% |
0.547 |
0.6% |
33% |
False |
False |
130 |
10 |
97.030 |
94.395 |
2.635 |
2.7% |
0.703 |
0.7% |
68% |
False |
False |
113 |
20 |
97.155 |
94.395 |
2.760 |
2.9% |
0.533 |
0.6% |
65% |
False |
False |
76 |
40 |
99.000 |
93.125 |
5.875 |
6.1% |
0.625 |
0.6% |
52% |
False |
False |
57 |
60 |
99.035 |
93.125 |
5.910 |
6.1% |
0.587 |
0.6% |
52% |
False |
False |
43 |
80 |
99.035 |
93.125 |
5.910 |
6.1% |
0.538 |
0.6% |
52% |
False |
False |
35 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.633 |
2.618 |
97.833 |
1.618 |
97.343 |
1.000 |
97.040 |
0.618 |
96.853 |
HIGH |
96.550 |
0.618 |
96.363 |
0.500 |
96.305 |
0.382 |
96.247 |
LOW |
96.060 |
0.618 |
95.757 |
1.000 |
95.570 |
1.618 |
95.267 |
2.618 |
94.777 |
4.250 |
93.978 |
|
|
Fisher Pivots for day following 29-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
96.305 |
96.545 |
PP |
96.265 |
96.425 |
S1 |
96.226 |
96.306 |
|