ICE US Dollar Index Future December 2015
| Trading Metrics calculated at close of trading on 09-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
95.665 |
95.350 |
-0.315 |
-0.3% |
95.995 |
| High |
95.720 |
95.420 |
-0.300 |
-0.3% |
96.295 |
| Low |
95.045 |
94.745 |
-0.300 |
-0.3% |
94.745 |
| Close |
95.407 |
94.883 |
-0.524 |
-0.5% |
94.883 |
| Range |
0.675 |
0.675 |
0.000 |
0.0% |
1.550 |
| ATR |
0.757 |
0.751 |
-0.006 |
-0.8% |
0.000 |
| Volume |
28,538 |
31,774 |
3,236 |
11.3% |
125,216 |
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.041 |
96.637 |
95.254 |
|
| R3 |
96.366 |
95.962 |
95.069 |
|
| R2 |
95.691 |
95.691 |
95.007 |
|
| R1 |
95.287 |
95.287 |
94.945 |
95.152 |
| PP |
95.016 |
95.016 |
95.016 |
94.948 |
| S1 |
94.612 |
94.612 |
94.821 |
94.477 |
| S2 |
94.341 |
94.341 |
94.759 |
|
| S3 |
93.666 |
93.937 |
94.697 |
|
| S4 |
92.991 |
93.262 |
94.512 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.958 |
98.970 |
95.736 |
|
| R3 |
98.408 |
97.420 |
95.309 |
|
| R2 |
96.858 |
96.858 |
95.167 |
|
| R1 |
95.870 |
95.870 |
95.025 |
95.589 |
| PP |
95.308 |
95.308 |
95.308 |
95.167 |
| S1 |
94.320 |
94.320 |
94.741 |
94.039 |
| S2 |
93.758 |
93.758 |
94.599 |
|
| S3 |
92.208 |
92.770 |
94.457 |
|
| S4 |
90.658 |
91.220 |
94.031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.295 |
94.745 |
1.550 |
1.6% |
0.650 |
0.7% |
9% |
False |
True |
25,043 |
| 10 |
96.670 |
94.745 |
1.925 |
2.0% |
0.678 |
0.7% |
7% |
False |
True |
27,707 |
| 20 |
96.880 |
94.195 |
2.685 |
2.8% |
0.733 |
0.8% |
26% |
False |
False |
31,583 |
| 40 |
97.400 |
92.850 |
4.550 |
4.8% |
0.802 |
0.8% |
45% |
False |
False |
20,666 |
| 60 |
98.740 |
92.850 |
5.890 |
6.2% |
0.788 |
0.8% |
35% |
False |
False |
14,048 |
| 80 |
98.740 |
92.850 |
5.890 |
6.2% |
0.785 |
0.8% |
35% |
False |
False |
10,633 |
| 100 |
98.740 |
92.850 |
5.890 |
6.2% |
0.818 |
0.9% |
35% |
False |
False |
8,544 |
| 120 |
99.390 |
92.850 |
6.540 |
6.9% |
0.828 |
0.9% |
31% |
False |
False |
7,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.289 |
|
2.618 |
97.187 |
|
1.618 |
96.512 |
|
1.000 |
96.095 |
|
0.618 |
95.837 |
|
HIGH |
95.420 |
|
0.618 |
95.162 |
|
0.500 |
95.083 |
|
0.382 |
95.003 |
|
LOW |
94.745 |
|
0.618 |
94.328 |
|
1.000 |
94.070 |
|
1.618 |
93.653 |
|
2.618 |
92.978 |
|
4.250 |
91.876 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.083 |
95.270 |
| PP |
95.016 |
95.141 |
| S1 |
94.950 |
95.012 |
|