ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 15-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
94.980 |
94.210 |
-0.770 |
-0.8% |
96.220 |
High |
94.980 |
94.810 |
-0.170 |
-0.2% |
96.490 |
Low |
94.065 |
94.050 |
-0.015 |
0.0% |
94.955 |
Close |
94.167 |
94.635 |
0.468 |
0.5% |
95.086 |
Range |
0.915 |
0.760 |
-0.155 |
-16.9% |
1.535 |
ATR |
0.642 |
0.650 |
0.008 |
1.3% |
0.000 |
Volume |
341 |
458 |
117 |
34.3% |
1,275 |
|
Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.778 |
96.467 |
95.053 |
|
R3 |
96.018 |
95.707 |
94.844 |
|
R2 |
95.258 |
95.258 |
94.774 |
|
R1 |
94.947 |
94.947 |
94.705 |
95.103 |
PP |
94.498 |
94.498 |
94.498 |
94.576 |
S1 |
94.187 |
94.187 |
94.565 |
94.343 |
S2 |
93.738 |
93.738 |
94.496 |
|
S3 |
92.978 |
93.427 |
94.426 |
|
S4 |
92.218 |
92.667 |
94.217 |
|
|
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 |
95.560 |
94.050 |
1.510 |
1.6% |
0.594 |
0.6% |
39% |
False |
True |
338 |
10 |
96.700 |
94.050 |
2.650 |
2.8% |
0.653 |
0.7% |
22% |
False |
True |
309 |
20 |
97.030 |
94.050 |
2.980 |
3.1% |
0.651 |
0.7% |
20% |
False |
True |
213 |
40 |
97.155 |
93.125 |
4.030 |
4.3% |
0.662 |
0.7% |
37% |
False |
False |
130 |
60 |
99.000 |
93.125 |
5.875 |
6.2% |
0.612 |
0.6% |
26% |
False |
False |
95 |
80 |
99.035 |
93.125 |
5.910 |
6.2% |
0.582 |
0.6% |
26% |
False |
False |
75 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.040 |
2.618 |
96.800 |
1.618 |
96.040 |
1.000 |
95.570 |
0.618 |
95.280 |
HIGH |
94.810 |
0.618 |
94.520 |
0.500 |
94.430 |
0.382 |
94.340 |
LOW |
94.050 |
0.618 |
93.580 |
1.000 |
93.290 |
1.618 |
92.820 |
2.618 |
92.060 |
4.250 |
90.820 |
|
|
Fisher Pivots for day following 15-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
94.567 |
94.645 |
PP |
94.498 |
94.642 |
S1 |
94.430 |
94.638 |
|