ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 30-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
96.230 |
96.235 |
0.005 |
0.0% |
95.600 |
High |
96.550 |
96.850 |
0.300 |
0.3% |
97.030 |
Low |
96.060 |
96.235 |
0.175 |
0.2% |
95.395 |
Close |
96.186 |
96.685 |
0.499 |
0.5% |
96.622 |
Range |
0.490 |
0.615 |
0.125 |
25.5% |
1.635 |
ATR |
0.667 |
0.666 |
0.000 |
0.0% |
0.000 |
Volume |
141 |
163 |
22 |
15.6% |
539 |
|
Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.435 |
98.175 |
97.023 |
|
R3 |
97.820 |
97.560 |
96.854 |
|
R2 |
97.205 |
97.205 |
96.798 |
|
R1 |
96.945 |
96.945 |
96.741 |
97.075 |
PP |
96.590 |
96.590 |
96.590 |
96.655 |
S1 |
96.330 |
96.330 |
96.629 |
96.460 |
S2 |
95.975 |
95.975 |
96.572 |
|
S3 |
95.360 |
95.715 |
96.516 |
|
S4 |
94.745 |
95.100 |
96.347 |
|
|
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% |
0.574 |
0.6% |
73% |
False |
False |
147 |
10 |
97.030 |
94.395 |
2.635 |
2.7% |
0.704 |
0.7% |
87% |
False |
False |
126 |
20 |
97.155 |
94.395 |
2.760 |
2.9% |
0.538 |
0.6% |
83% |
False |
False |
84 |
40 |
99.000 |
93.125 |
5.875 |
6.1% |
0.631 |
0.7% |
61% |
False |
False |
60 |
60 |
99.035 |
93.125 |
5.910 |
6.1% |
0.587 |
0.6% |
60% |
False |
False |
45 |
80 |
99.035 |
93.125 |
5.910 |
6.1% |
0.542 |
0.6% |
60% |
False |
False |
37 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.464 |
2.618 |
98.460 |
1.618 |
97.845 |
1.000 |
97.465 |
0.618 |
97.230 |
HIGH |
96.850 |
0.618 |
96.615 |
0.500 |
96.543 |
0.382 |
96.470 |
LOW |
96.235 |
0.618 |
95.855 |
1.000 |
95.620 |
1.618 |
95.240 |
2.618 |
94.625 |
4.250 |
93.621 |
|
|
Fisher Pivots for day following 30-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
96.638 |
96.608 |
PP |
96.590 |
96.532 |
S1 |
96.543 |
96.455 |
|