ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 08-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
95.835 |
95.770 |
-0.065 |
-0.1% |
96.580 |
High |
96.010 |
95.880 |
-0.130 |
-0.1% |
96.850 |
Low |
95.650 |
95.270 |
-0.380 |
-0.4% |
95.505 |
Close |
95.790 |
95.615 |
-0.175 |
-0.2% |
96.165 |
Range |
0.360 |
0.610 |
0.250 |
69.4% |
1.345 |
ATR |
0.668 |
0.664 |
-0.004 |
-0.6% |
0.000 |
Volume |
387 |
255 |
-132 |
-34.1% |
814 |
|
Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.418 |
97.127 |
95.951 |
|
R3 |
96.808 |
96.517 |
95.783 |
|
R2 |
96.198 |
96.198 |
95.727 |
|
R1 |
95.907 |
95.907 |
95.671 |
95.748 |
PP |
95.588 |
95.588 |
95.588 |
95.509 |
S1 |
95.297 |
95.297 |
95.559 |
95.138 |
S2 |
94.978 |
94.978 |
95.503 |
|
S3 |
94.368 |
94.687 |
95.447 |
|
S4 |
93.758 |
94.077 |
95.280 |
|
|
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 |
96.700 |
95.270 |
1.430 |
1.5% |
0.711 |
0.7% |
24% |
False |
True |
280 |
10 |
97.030 |
95.270 |
1.760 |
1.8% |
0.617 |
0.6% |
20% |
False |
True |
205 |
20 |
97.030 |
94.395 |
2.635 |
2.8% |
0.650 |
0.7% |
46% |
False |
False |
142 |
40 |
97.695 |
93.125 |
4.570 |
4.8% |
0.639 |
0.7% |
54% |
False |
False |
90 |
60 |
99.035 |
93.125 |
5.910 |
6.2% |
0.602 |
0.6% |
42% |
False |
False |
68 |
80 |
99.035 |
93.125 |
5.910 |
6.2% |
0.554 |
0.6% |
42% |
False |
False |
54 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.473 |
2.618 |
97.477 |
1.618 |
96.867 |
1.000 |
96.490 |
0.618 |
96.257 |
HIGH |
95.880 |
0.618 |
95.647 |
0.500 |
95.575 |
0.382 |
95.503 |
LOW |
95.270 |
0.618 |
94.893 |
1.000 |
94.660 |
1.618 |
94.283 |
2.618 |
93.673 |
4.250 |
92.678 |
|
|
Fisher Pivots for day following 08-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
95.602 |
95.880 |
PP |
95.588 |
95.792 |
S1 |
95.575 |
95.703 |
|