ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 29-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
97.260 |
97.935 |
0.675 |
0.7% |
94.850 |
High |
98.075 |
98.010 |
-0.065 |
-0.1% |
97.510 |
Low |
96.755 |
97.575 |
0.820 |
0.8% |
94.810 |
Close |
98.074 |
97.577 |
-0.497 |
-0.5% |
97.448 |
Range |
1.320 |
0.435 |
-0.885 |
-67.0% |
2.700 |
ATR |
0.683 |
0.670 |
-0.013 |
-1.9% |
0.000 |
Volume |
729 |
333 |
-396 |
-54.3% |
1,766 |
|
Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.026 |
98.736 |
97.816 |
|
R3 |
98.591 |
98.301 |
97.697 |
|
R2 |
98.156 |
98.156 |
97.657 |
|
R1 |
97.866 |
97.866 |
97.617 |
97.794 |
PP |
97.721 |
97.721 |
97.721 |
97.684 |
S1 |
97.431 |
97.431 |
97.537 |
97.359 |
S2 |
97.286 |
97.286 |
97.497 |
|
S3 |
96.851 |
96.996 |
97.457 |
|
S4 |
96.416 |
96.561 |
97.338 |
|
|
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 |
96.430 |
1.645 |
1.7% |
0.736 |
0.8% |
70% |
False |
False |
440 |
10 |
98.075 |
94.685 |
3.390 |
3.5% |
0.648 |
0.7% |
85% |
False |
False |
353 |
20 |
98.075 |
94.050 |
4.025 |
4.1% |
0.650 |
0.7% |
88% |
False |
False |
331 |
40 |
98.075 |
94.050 |
4.025 |
4.1% |
0.601 |
0.6% |
88% |
False |
False |
209 |
60 |
99.000 |
93.125 |
5.875 |
6.0% |
0.642 |
0.7% |
76% |
False |
False |
151 |
80 |
99.035 |
93.125 |
5.910 |
6.1% |
0.608 |
0.6% |
75% |
False |
False |
117 |
100 |
99.035 |
93.125 |
5.910 |
6.1% |
0.564 |
0.6% |
75% |
False |
False |
96 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.859 |
2.618 |
99.149 |
1.618 |
98.714 |
1.000 |
98.445 |
0.618 |
98.279 |
HIGH |
98.010 |
0.618 |
97.844 |
0.500 |
97.793 |
0.382 |
97.741 |
LOW |
97.575 |
0.618 |
97.306 |
1.000 |
97.140 |
1.618 |
96.871 |
2.618 |
96.436 |
4.250 |
95.726 |
|
|
Fisher Pivots for day following 29-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
97.793 |
97.523 |
PP |
97.721 |
97.469 |
S1 |
97.649 |
97.415 |
|