ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 14-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
95.120 |
94.980 |
-0.140 |
-0.1% |
96.220 |
High |
95.240 |
94.980 |
-0.260 |
-0.3% |
96.490 |
Low |
94.785 |
94.065 |
-0.720 |
-0.8% |
94.955 |
Close |
94.993 |
94.167 |
-0.826 |
-0.9% |
95.086 |
Range |
0.455 |
0.915 |
0.460 |
101.1% |
1.535 |
ATR |
0.620 |
0.642 |
0.022 |
3.5% |
0.000 |
Volume |
186 |
341 |
155 |
83.3% |
1,275 |
|
Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.149 |
96.573 |
94.670 |
|
R3 |
96.234 |
95.658 |
94.419 |
|
R2 |
95.319 |
95.319 |
94.335 |
|
R1 |
94.743 |
94.743 |
94.251 |
94.574 |
PP |
94.404 |
94.404 |
94.404 |
94.319 |
S1 |
93.828 |
93.828 |
94.083 |
93.659 |
S2 |
93.489 |
93.489 |
93.999 |
|
S3 |
92.574 |
92.913 |
93.915 |
|
S4 |
91.659 |
91.998 |
93.664 |
|
|
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 |
95.880 |
94.065 |
1.815 |
1.9% |
0.564 |
0.6% |
6% |
False |
True |
297 |
10 |
96.750 |
94.065 |
2.685 |
2.9% |
0.623 |
0.7% |
4% |
False |
True |
267 |
20 |
97.030 |
94.065 |
2.965 |
3.1% |
0.663 |
0.7% |
3% |
False |
True |
197 |
40 |
97.155 |
93.125 |
4.030 |
4.3% |
0.663 |
0.7% |
26% |
False |
False |
120 |
60 |
99.000 |
93.125 |
5.875 |
6.2% |
0.607 |
0.6% |
18% |
False |
False |
88 |
80 |
99.035 |
93.125 |
5.910 |
6.3% |
0.574 |
0.6% |
18% |
False |
False |
69 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.869 |
2.618 |
97.375 |
1.618 |
96.460 |
1.000 |
95.895 |
0.618 |
95.545 |
HIGH |
94.980 |
0.618 |
94.630 |
0.500 |
94.523 |
0.382 |
94.415 |
LOW |
94.065 |
0.618 |
93.500 |
1.000 |
93.150 |
1.618 |
92.585 |
2.618 |
91.670 |
4.250 |
90.176 |
|
|
Fisher Pivots for day following 14-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
94.523 |
94.653 |
PP |
94.404 |
94.491 |
S1 |
94.286 |
94.329 |
|