ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 26-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
96.810 |
97.460 |
0.650 |
0.7% |
94.850 |
High |
97.510 |
97.460 |
-0.050 |
-0.1% |
97.510 |
Low |
96.430 |
97.000 |
0.570 |
0.6% |
94.810 |
Close |
97.448 |
97.158 |
-0.290 |
-0.3% |
97.448 |
Range |
1.080 |
0.460 |
-0.620 |
-57.4% |
2.700 |
ATR |
0.668 |
0.653 |
-0.015 |
-2.2% |
0.000 |
Volume |
605 |
320 |
-285 |
-47.1% |
1,766 |
|
Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.586 |
98.332 |
97.411 |
|
R3 |
98.126 |
97.872 |
97.285 |
|
R2 |
97.666 |
97.666 |
97.242 |
|
R1 |
97.412 |
97.412 |
97.200 |
97.309 |
PP |
97.206 |
97.206 |
97.206 |
97.155 |
S1 |
96.952 |
96.952 |
97.116 |
96.849 |
S2 |
96.746 |
96.746 |
97.074 |
|
S3 |
96.286 |
96.492 |
97.032 |
|
S4 |
95.826 |
96.032 |
96.905 |
|
|
Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.689 |
103.769 |
98.933 |
|
R3 |
101.989 |
101.069 |
98.191 |
|
R2 |
99.289 |
99.289 |
97.943 |
|
R1 |
98.369 |
98.369 |
97.696 |
98.829 |
PP |
96.589 |
96.589 |
96.589 |
96.820 |
S1 |
95.669 |
95.669 |
97.201 |
96.129 |
S2 |
93.889 |
93.889 |
96.953 |
|
S3 |
91.189 |
92.969 |
96.706 |
|
S4 |
88.489 |
90.269 |
95.963 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.510 |
94.850 |
2.660 |
2.7% |
0.724 |
0.7% |
87% |
False |
False |
365 |
10 |
97.510 |
94.050 |
3.460 |
3.6% |
0.647 |
0.7% |
90% |
False |
False |
324 |
20 |
97.510 |
94.050 |
3.460 |
3.6% |
0.621 |
0.6% |
90% |
False |
False |
284 |
40 |
97.510 |
94.050 |
3.460 |
3.6% |
0.571 |
0.6% |
90% |
False |
False |
177 |
60 |
99.000 |
93.125 |
5.875 |
6.0% |
0.626 |
0.6% |
69% |
False |
False |
131 |
80 |
99.035 |
93.125 |
5.910 |
6.1% |
0.598 |
0.6% |
68% |
False |
False |
102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.415 |
2.618 |
98.664 |
1.618 |
98.204 |
1.000 |
97.920 |
0.618 |
97.744 |
HIGH |
97.460 |
0.618 |
97.284 |
0.500 |
97.230 |
0.382 |
97.176 |
LOW |
97.000 |
0.618 |
96.716 |
1.000 |
96.540 |
1.618 |
96.256 |
2.618 |
95.796 |
4.250 |
95.045 |
|
|
Fisher Pivots for day following 26-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
97.230 |
96.891 |
PP |
97.206 |
96.624 |
S1 |
97.182 |
96.358 |
|