ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
96.215 |
95.860 |
-0.355 |
-0.4% |
96.190 |
| High |
96.250 |
96.420 |
0.170 |
0.2% |
96.635 |
| Low |
95.735 |
95.860 |
0.125 |
0.1% |
95.210 |
| Close |
95.987 |
96.010 |
0.023 |
0.0% |
96.240 |
| Range |
0.515 |
0.560 |
0.045 |
8.7% |
1.425 |
| ATR |
0.898 |
0.874 |
-0.024 |
-2.7% |
0.000 |
| Volume |
40,376 |
57,437 |
17,061 |
42.3% |
237,153 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.777 |
97.453 |
96.318 |
|
| R3 |
97.217 |
96.893 |
96.164 |
|
| R2 |
96.657 |
96.657 |
96.113 |
|
| R1 |
96.333 |
96.333 |
96.061 |
96.495 |
| PP |
96.097 |
96.097 |
96.097 |
96.178 |
| S1 |
95.773 |
95.773 |
95.959 |
95.935 |
| S2 |
95.537 |
95.537 |
95.907 |
|
| S3 |
94.977 |
95.213 |
95.856 |
|
| S4 |
94.417 |
94.653 |
95.702 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.303 |
99.697 |
97.024 |
|
| R3 |
98.878 |
98.272 |
96.632 |
|
| R2 |
97.453 |
97.453 |
96.501 |
|
| R1 |
96.847 |
96.847 |
96.371 |
97.150 |
| PP |
96.028 |
96.028 |
96.028 |
96.180 |
| S1 |
95.422 |
95.422 |
96.109 |
95.725 |
| S2 |
94.603 |
94.603 |
95.979 |
|
| S3 |
93.178 |
93.997 |
95.848 |
|
| S4 |
91.753 |
92.572 |
95.456 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.635 |
95.450 |
1.185 |
1.2% |
0.671 |
0.7% |
47% |
False |
False |
49,005 |
| 10 |
96.635 |
93.730 |
2.905 |
3.0% |
0.840 |
0.9% |
78% |
False |
False |
51,763 |
| 20 |
97.375 |
92.520 |
4.855 |
5.1% |
0.914 |
1.0% |
72% |
False |
False |
55,032 |
| 40 |
98.425 |
92.520 |
5.905 |
6.2% |
0.830 |
0.9% |
59% |
False |
False |
46,581 |
| 60 |
98.425 |
92.520 |
5.905 |
6.2% |
0.858 |
0.9% |
59% |
False |
False |
44,283 |
| 80 |
98.425 |
92.520 |
5.905 |
6.2% |
0.905 |
0.9% |
59% |
False |
False |
37,307 |
| 100 |
99.160 |
92.520 |
6.640 |
6.9% |
0.909 |
0.9% |
53% |
False |
False |
30,063 |
| 120 |
100.715 |
92.520 |
8.195 |
8.5% |
0.927 |
1.0% |
43% |
False |
False |
25,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.800 |
|
2.618 |
97.886 |
|
1.618 |
97.326 |
|
1.000 |
96.980 |
|
0.618 |
96.766 |
|
HIGH |
96.420 |
|
0.618 |
96.206 |
|
0.500 |
96.140 |
|
0.382 |
96.074 |
|
LOW |
95.860 |
|
0.618 |
95.514 |
|
1.000 |
95.300 |
|
1.618 |
94.954 |
|
2.618 |
94.394 |
|
4.250 |
93.480 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
96.140 |
96.128 |
| PP |
96.097 |
96.088 |
| S1 |
96.053 |
96.049 |
|