ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 05-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
96.470 |
96.220 |
-0.250 |
-0.3% |
96.580 |
High |
96.700 |
96.485 |
-0.215 |
-0.2% |
96.850 |
Low |
95.505 |
95.845 |
0.340 |
0.4% |
95.505 |
Close |
96.165 |
96.447 |
0.282 |
0.3% |
96.165 |
Range |
1.195 |
0.640 |
-0.555 |
-46.4% |
1.345 |
ATR |
0.691 |
0.687 |
-0.004 |
-0.5% |
0.000 |
Volume |
286 |
235 |
-51 |
-17.8% |
814 |
|
Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.179 |
97.953 |
96.799 |
|
R3 |
97.539 |
97.313 |
96.623 |
|
R2 |
96.899 |
96.899 |
96.564 |
|
R1 |
96.673 |
96.673 |
96.506 |
96.786 |
PP |
96.259 |
96.259 |
96.259 |
96.316 |
S1 |
96.033 |
96.033 |
96.388 |
96.146 |
S2 |
95.619 |
95.619 |
96.330 |
|
S3 |
94.979 |
95.393 |
96.271 |
|
S4 |
94.339 |
94.753 |
96.095 |
|
|
Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.208 |
99.532 |
96.905 |
|
R3 |
98.863 |
98.187 |
96.535 |
|
R2 |
97.518 |
97.518 |
96.412 |
|
R1 |
96.842 |
96.842 |
96.288 |
96.508 |
PP |
96.173 |
96.173 |
96.173 |
96.006 |
S1 |
95.497 |
95.497 |
96.042 |
95.163 |
S2 |
94.828 |
94.828 |
95.918 |
|
S3 |
93.483 |
94.152 |
95.795 |
|
S4 |
92.138 |
92.807 |
95.425 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.850 |
95.505 |
1.345 |
1.4% |
0.680 |
0.7% |
70% |
False |
False |
174 |
10 |
97.030 |
95.505 |
1.525 |
1.6% |
0.628 |
0.7% |
62% |
False |
False |
146 |
20 |
97.030 |
94.395 |
2.635 |
2.7% |
0.628 |
0.7% |
78% |
False |
False |
112 |
40 |
98.210 |
93.125 |
5.085 |
5.3% |
0.645 |
0.7% |
65% |
False |
False |
73 |
60 |
99.035 |
93.125 |
5.910 |
6.1% |
0.592 |
0.6% |
56% |
False |
False |
54 |
80 |
99.035 |
93.125 |
5.910 |
6.1% |
0.554 |
0.6% |
56% |
False |
False |
43 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.205 |
2.618 |
98.161 |
1.618 |
97.521 |
1.000 |
97.125 |
0.618 |
96.881 |
HIGH |
96.485 |
0.618 |
96.241 |
0.500 |
96.165 |
0.382 |
96.089 |
LOW |
95.845 |
0.618 |
95.449 |
1.000 |
95.205 |
1.618 |
94.809 |
2.618 |
94.169 |
4.250 |
93.125 |
|
|
Fisher Pivots for day following 05-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
96.353 |
96.341 |
PP |
96.259 |
96.234 |
S1 |
96.165 |
96.128 |
|