ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 06-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
96.220 |
96.385 |
0.165 |
0.2% |
96.580 |
High |
96.485 |
96.490 |
0.005 |
0.0% |
96.850 |
Low |
95.845 |
95.740 |
-0.105 |
-0.1% |
95.505 |
Close |
96.447 |
95.771 |
-0.676 |
-0.7% |
96.165 |
Range |
0.640 |
0.750 |
0.110 |
17.2% |
1.345 |
ATR |
0.687 |
0.691 |
0.005 |
0.7% |
0.000 |
Volume |
235 |
237 |
2 |
0.9% |
814 |
|
Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.250 |
97.761 |
96.184 |
|
R3 |
97.500 |
97.011 |
95.977 |
|
R2 |
96.750 |
96.750 |
95.909 |
|
R1 |
96.261 |
96.261 |
95.840 |
96.131 |
PP |
96.000 |
96.000 |
96.000 |
95.935 |
S1 |
95.511 |
95.511 |
95.702 |
95.381 |
S2 |
95.250 |
95.250 |
95.634 |
|
S3 |
94.500 |
94.761 |
95.565 |
|
S4 |
93.750 |
94.011 |
95.359 |
|
|
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% |
0.732 |
0.8% |
20% |
False |
False |
193 |
10 |
97.030 |
95.505 |
1.525 |
1.6% |
0.640 |
0.7% |
17% |
False |
False |
161 |
20 |
97.030 |
94.395 |
2.635 |
2.8% |
0.655 |
0.7% |
52% |
False |
False |
111 |
40 |
97.780 |
93.125 |
4.655 |
4.9% |
0.653 |
0.7% |
57% |
False |
False |
77 |
60 |
99.035 |
93.125 |
5.910 |
6.2% |
0.595 |
0.6% |
45% |
False |
False |
58 |
80 |
99.035 |
93.125 |
5.910 |
6.2% |
0.558 |
0.6% |
45% |
False |
False |
46 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.678 |
2.618 |
98.454 |
1.618 |
97.704 |
1.000 |
97.240 |
0.618 |
96.954 |
HIGH |
96.490 |
0.618 |
96.204 |
0.500 |
96.115 |
0.382 |
96.027 |
LOW |
95.740 |
0.618 |
95.277 |
1.000 |
94.990 |
1.618 |
94.527 |
2.618 |
93.777 |
4.250 |
92.553 |
|
|
Fisher Pivots for day following 06-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
96.115 |
96.103 |
PP |
96.000 |
95.992 |
S1 |
95.886 |
95.882 |
|