ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 28-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
97.085 |
97.260 |
0.175 |
0.2% |
94.850 |
High |
97.240 |
98.075 |
0.835 |
0.9% |
97.510 |
Low |
96.855 |
96.755 |
-0.100 |
-0.1% |
94.810 |
Close |
97.195 |
98.074 |
0.879 |
0.9% |
97.448 |
Range |
0.385 |
1.320 |
0.935 |
242.8% |
2.700 |
ATR |
0.634 |
0.683 |
0.049 |
7.7% |
0.000 |
Volume |
217 |
729 |
512 |
235.9% |
1,766 |
|
Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.595 |
101.154 |
98.800 |
|
R3 |
100.275 |
99.834 |
98.437 |
|
R2 |
98.955 |
98.955 |
98.316 |
|
R1 |
98.514 |
98.514 |
98.195 |
98.735 |
PP |
97.635 |
97.635 |
97.635 |
97.745 |
S1 |
97.194 |
97.194 |
97.953 |
97.415 |
S2 |
96.315 |
96.315 |
97.832 |
|
S3 |
94.995 |
95.874 |
97.711 |
|
S4 |
93.675 |
94.554 |
97.348 |
|
|
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 |
98.075 |
95.205 |
2.870 |
2.9% |
0.940 |
1.0% |
100% |
True |
False |
497 |
10 |
98.075 |
94.050 |
4.025 |
4.1% |
0.680 |
0.7% |
100% |
True |
False |
366 |
20 |
98.075 |
94.050 |
4.025 |
4.1% |
0.651 |
0.7% |
100% |
True |
False |
317 |
40 |
98.075 |
94.050 |
4.025 |
4.1% |
0.595 |
0.6% |
100% |
True |
False |
200 |
60 |
99.000 |
93.125 |
5.875 |
6.0% |
0.638 |
0.7% |
84% |
False |
False |
146 |
80 |
99.035 |
93.125 |
5.910 |
6.0% |
0.603 |
0.6% |
84% |
False |
False |
113 |
100 |
99.035 |
93.125 |
5.910 |
6.0% |
0.564 |
0.6% |
84% |
False |
False |
93 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.685 |
2.618 |
101.531 |
1.618 |
100.211 |
1.000 |
99.395 |
0.618 |
98.891 |
HIGH |
98.075 |
0.618 |
97.571 |
0.500 |
97.415 |
0.382 |
97.259 |
LOW |
96.755 |
0.618 |
95.939 |
1.000 |
95.435 |
1.618 |
94.619 |
2.618 |
93.299 |
4.250 |
91.145 |
|
|
Fisher Pivots for day following 28-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
97.854 |
97.854 |
PP |
97.635 |
97.635 |
S1 |
97.415 |
97.415 |
|