ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 07-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
96.385 |
95.835 |
-0.550 |
-0.6% |
96.580 |
High |
96.490 |
96.010 |
-0.480 |
-0.5% |
96.850 |
Low |
95.740 |
95.650 |
-0.090 |
-0.1% |
95.505 |
Close |
95.771 |
95.790 |
0.019 |
0.0% |
96.165 |
Range |
0.750 |
0.360 |
-0.390 |
-52.0% |
1.345 |
ATR |
0.691 |
0.668 |
-0.024 |
-3.4% |
0.000 |
Volume |
237 |
387 |
150 |
63.3% |
814 |
|
Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.897 |
96.703 |
95.988 |
|
R3 |
96.537 |
96.343 |
95.889 |
|
R2 |
96.177 |
96.177 |
95.856 |
|
R1 |
95.983 |
95.983 |
95.823 |
95.900 |
PP |
95.817 |
95.817 |
95.817 |
95.775 |
S1 |
95.623 |
95.623 |
95.757 |
95.540 |
S2 |
95.457 |
95.457 |
95.724 |
|
S3 |
95.097 |
95.263 |
95.691 |
|
S4 |
94.737 |
94.903 |
95.592 |
|
|
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 |
96.750 |
95.505 |
1.245 |
1.3% |
0.681 |
0.7% |
23% |
False |
False |
238 |
10 |
97.030 |
95.505 |
1.525 |
1.6% |
0.628 |
0.7% |
19% |
False |
False |
192 |
20 |
97.030 |
94.395 |
2.635 |
2.8% |
0.655 |
0.7% |
53% |
False |
False |
130 |
40 |
97.695 |
93.125 |
4.570 |
4.8% |
0.632 |
0.7% |
58% |
False |
False |
85 |
60 |
99.035 |
93.125 |
5.910 |
6.2% |
0.598 |
0.6% |
45% |
False |
False |
64 |
80 |
99.035 |
93.125 |
5.910 |
6.2% |
0.556 |
0.6% |
45% |
False |
False |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.540 |
2.618 |
96.952 |
1.618 |
96.592 |
1.000 |
96.370 |
0.618 |
96.232 |
HIGH |
96.010 |
0.618 |
95.872 |
0.500 |
95.830 |
0.382 |
95.788 |
LOW |
95.650 |
0.618 |
95.428 |
1.000 |
95.290 |
1.618 |
95.068 |
2.618 |
94.708 |
4.250 |
94.120 |
|
|
Fisher Pivots for day following 07-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
95.830 |
96.070 |
PP |
95.817 |
95.977 |
S1 |
95.803 |
95.883 |
|