ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 12-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
95.550 |
95.035 |
-0.515 |
-0.5% |
96.220 |
High |
95.560 |
95.115 |
-0.445 |
-0.5% |
96.490 |
Low |
94.955 |
94.880 |
-0.075 |
-0.1% |
94.955 |
Close |
95.086 |
94.970 |
-0.116 |
-0.1% |
95.086 |
Range |
0.605 |
0.235 |
-0.370 |
-61.2% |
1.535 |
ATR |
0.663 |
0.633 |
-0.031 |
-4.6% |
0.000 |
Volume |
161 |
544 |
383 |
237.9% |
1,275 |
|
Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.693 |
95.567 |
95.099 |
|
R3 |
95.458 |
95.332 |
95.035 |
|
R2 |
95.223 |
95.223 |
95.013 |
|
R1 |
95.097 |
95.097 |
94.992 |
95.043 |
PP |
94.988 |
94.988 |
94.988 |
94.961 |
S1 |
94.862 |
94.862 |
94.948 |
94.807 |
S2 |
94.753 |
94.753 |
94.927 |
|
S3 |
94.518 |
94.627 |
94.905 |
|
S4 |
94.283 |
94.392 |
94.841 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.115 |
99.136 |
95.930 |
|
R3 |
98.580 |
97.601 |
95.508 |
|
R2 |
97.045 |
97.045 |
95.367 |
|
R1 |
96.066 |
96.066 |
95.227 |
95.788 |
PP |
95.510 |
95.510 |
95.510 |
95.372 |
S1 |
94.531 |
94.531 |
94.945 |
94.253 |
S2 |
93.975 |
93.975 |
94.805 |
|
S3 |
92.440 |
92.996 |
94.664 |
|
S4 |
90.905 |
91.461 |
94.242 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.490 |
94.880 |
1.610 |
1.7% |
0.512 |
0.5% |
6% |
False |
True |
316 |
10 |
96.850 |
94.880 |
1.970 |
2.1% |
0.596 |
0.6% |
5% |
False |
True |
245 |
20 |
97.030 |
94.395 |
2.635 |
2.8% |
0.645 |
0.7% |
22% |
False |
False |
173 |
40 |
97.695 |
93.125 |
4.570 |
4.8% |
0.644 |
0.7% |
40% |
False |
False |
107 |
60 |
99.000 |
93.125 |
5.875 |
6.2% |
0.608 |
0.6% |
31% |
False |
False |
80 |
80 |
99.035 |
93.125 |
5.910 |
6.2% |
0.564 |
0.6% |
31% |
False |
False |
63 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.114 |
2.618 |
95.730 |
1.618 |
95.495 |
1.000 |
95.350 |
0.618 |
95.260 |
HIGH |
95.115 |
0.618 |
95.025 |
0.500 |
94.998 |
0.382 |
94.970 |
LOW |
94.880 |
0.618 |
94.735 |
1.000 |
94.645 |
1.618 |
94.500 |
2.618 |
94.265 |
4.250 |
93.881 |
|
|
Fisher Pivots for day following 12-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
94.998 |
95.380 |
PP |
94.988 |
95.243 |
S1 |
94.979 |
95.107 |
|