ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 14-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
95.525 |
95.175 |
-0.350 |
-0.4% |
96.215 |
| High |
95.675 |
95.364 |
-0.311 |
-0.3% |
96.420 |
| Low |
95.115 |
94.940 |
-0.175 |
-0.2% |
95.115 |
| Close |
95.194 |
95.364 |
0.170 |
0.2% |
95.194 |
| Range |
0.560 |
0.424 |
-0.136 |
-24.3% |
1.305 |
| ATR |
0.848 |
0.818 |
-0.030 |
-3.6% |
0.000 |
| Volume |
22,968 |
506 |
-22,462 |
-97.8% |
160,400 |
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.495 |
96.353 |
95.597 |
|
| R3 |
96.071 |
95.929 |
95.481 |
|
| R2 |
95.647 |
95.647 |
95.442 |
|
| R1 |
95.505 |
95.505 |
95.403 |
95.576 |
| PP |
95.223 |
95.223 |
95.223 |
95.258 |
| S1 |
95.081 |
95.081 |
95.325 |
95.152 |
| S2 |
94.799 |
94.799 |
95.286 |
|
| S3 |
94.375 |
94.657 |
95.247 |
|
| S4 |
93.951 |
94.233 |
95.131 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.491 |
98.648 |
95.912 |
|
| R3 |
98.186 |
97.343 |
95.553 |
|
| R2 |
96.881 |
96.881 |
95.433 |
|
| R1 |
96.038 |
96.038 |
95.314 |
95.807 |
| PP |
95.576 |
95.576 |
95.576 |
95.461 |
| S1 |
94.733 |
94.733 |
95.074 |
94.502 |
| S2 |
94.271 |
94.271 |
94.955 |
|
| S3 |
92.966 |
93.428 |
94.835 |
|
| S4 |
91.661 |
92.123 |
94.476 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.420 |
94.940 |
1.480 |
1.6% |
0.576 |
0.6% |
29% |
False |
True |
32,181 |
| 10 |
96.635 |
94.940 |
1.695 |
1.8% |
0.646 |
0.7% |
25% |
False |
True |
39,805 |
| 20 |
97.105 |
92.520 |
4.585 |
4.8% |
0.867 |
0.9% |
62% |
False |
False |
50,854 |
| 40 |
98.425 |
92.520 |
5.905 |
6.2% |
0.827 |
0.9% |
48% |
False |
False |
45,439 |
| 60 |
98.425 |
92.520 |
5.905 |
6.2% |
0.836 |
0.9% |
48% |
False |
False |
42,896 |
| 80 |
98.425 |
92.520 |
5.905 |
6.2% |
0.888 |
0.9% |
48% |
False |
False |
38,043 |
| 100 |
99.105 |
92.520 |
6.585 |
6.9% |
0.906 |
0.9% |
43% |
False |
False |
30,675 |
| 120 |
100.715 |
92.520 |
8.195 |
8.6% |
0.915 |
1.0% |
35% |
False |
False |
25,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.166 |
|
2.618 |
96.474 |
|
1.618 |
96.050 |
|
1.000 |
95.788 |
|
0.618 |
95.626 |
|
HIGH |
95.364 |
|
0.618 |
95.202 |
|
0.500 |
95.152 |
|
0.382 |
95.102 |
|
LOW |
94.940 |
|
0.618 |
94.678 |
|
1.000 |
94.516 |
|
1.618 |
94.254 |
|
2.618 |
93.830 |
|
4.250 |
93.138 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.293 |
95.575 |
| PP |
95.223 |
95.505 |
| S1 |
95.152 |
95.434 |
|