ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 21-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
95.160 |
95.075 |
-0.085 |
-0.1% |
95.035 |
High |
95.170 |
95.278 |
0.108 |
0.1% |
95.240 |
Low |
94.850 |
94.970 |
0.120 |
0.1% |
94.050 |
Close |
95.152 |
95.278 |
0.126 |
0.1% |
94.801 |
Range |
0.320 |
0.308 |
-0.012 |
-3.7% |
1.190 |
ATR |
0.593 |
0.573 |
-0.020 |
-3.4% |
0.000 |
Volume |
94 |
192 |
98 |
104.3% |
1,701 |
|
Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.099 |
95.997 |
95.447 |
|
R3 |
95.791 |
95.689 |
95.363 |
|
R2 |
95.483 |
95.483 |
95.334 |
|
R1 |
95.381 |
95.381 |
95.306 |
95.432 |
PP |
95.175 |
95.175 |
95.175 |
95.201 |
S1 |
95.073 |
95.073 |
95.250 |
95.124 |
S2 |
94.867 |
94.867 |
95.222 |
|
S3 |
94.559 |
94.765 |
95.193 |
|
S4 |
94.251 |
94.457 |
95.109 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.267 |
97.724 |
95.456 |
|
R3 |
97.077 |
96.534 |
95.128 |
|
R2 |
95.887 |
95.887 |
95.019 |
|
R1 |
95.344 |
95.344 |
94.910 |
95.021 |
PP |
94.697 |
94.697 |
94.697 |
94.535 |
S1 |
94.154 |
94.154 |
94.692 |
93.830 |
S2 |
93.507 |
93.507 |
94.583 |
|
S3 |
92.317 |
92.964 |
94.474 |
|
S4 |
91.127 |
91.774 |
94.146 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.278 |
94.050 |
1.228 |
1.3% |
0.421 |
0.4% |
100% |
True |
False |
235 |
10 |
95.880 |
94.050 |
1.830 |
1.9% |
0.492 |
0.5% |
67% |
False |
False |
266 |
20 |
97.030 |
94.050 |
2.980 |
3.1% |
0.560 |
0.6% |
41% |
False |
False |
229 |
40 |
97.155 |
94.050 |
3.105 |
3.3% |
0.546 |
0.6% |
40% |
False |
False |
141 |
60 |
99.000 |
93.125 |
5.875 |
6.2% |
0.606 |
0.6% |
37% |
False |
False |
106 |
80 |
99.035 |
93.125 |
5.910 |
6.2% |
0.566 |
0.6% |
36% |
False |
False |
83 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.587 |
2.618 |
96.084 |
1.618 |
95.776 |
1.000 |
95.586 |
0.618 |
95.468 |
HIGH |
95.278 |
0.618 |
95.160 |
0.500 |
95.124 |
0.382 |
95.088 |
LOW |
94.970 |
0.618 |
94.780 |
1.000 |
94.662 |
1.618 |
94.472 |
2.618 |
94.164 |
4.250 |
93.661 |
|
|
Fisher Pivots for day following 21-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
95.227 |
95.200 |
PP |
95.175 |
95.122 |
S1 |
95.124 |
95.044 |
|