ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 03-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
96.200 |
97.135 |
0.935 |
1.0% |
95.355 |
| High |
96.505 |
97.155 |
0.650 |
0.7% |
96.735 |
| Low |
96.000 |
96.954 |
0.954 |
1.0% |
93.125 |
| Close |
96.387 |
96.954 |
0.567 |
0.6% |
96.653 |
| Range |
0.505 |
0.201 |
-0.304 |
-60.2% |
3.610 |
| ATR |
0.780 |
0.780 |
-0.001 |
-0.1% |
0.000 |
| Volume |
6 |
4 |
-2 |
-33.3% |
239 |
|
| Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.624 |
97.490 |
97.065 |
|
| R3 |
97.423 |
97.289 |
97.009 |
|
| R2 |
97.222 |
97.222 |
96.991 |
|
| R1 |
97.088 |
97.088 |
96.972 |
97.055 |
| PP |
97.021 |
97.021 |
97.021 |
97.004 |
| S1 |
96.887 |
96.887 |
96.936 |
96.854 |
| S2 |
96.820 |
96.820 |
96.917 |
|
| S3 |
96.619 |
96.686 |
96.899 |
|
| S4 |
96.418 |
96.485 |
96.843 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.334 |
105.104 |
98.639 |
|
| R3 |
102.724 |
101.494 |
97.646 |
|
| R2 |
99.114 |
99.114 |
97.315 |
|
| R1 |
97.884 |
97.884 |
96.984 |
98.499 |
| PP |
95.504 |
95.504 |
95.504 |
95.812 |
| S1 |
94.274 |
94.274 |
96.322 |
94.889 |
| S2 |
91.894 |
91.894 |
95.991 |
|
| S3 |
88.284 |
90.664 |
95.660 |
|
| S4 |
84.674 |
87.054 |
94.668 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.155 |
95.885 |
1.270 |
1.3% |
0.409 |
0.4% |
84% |
True |
False |
16 |
| 10 |
97.155 |
93.125 |
4.030 |
4.2% |
0.894 |
0.9% |
95% |
True |
False |
39 |
| 20 |
99.000 |
93.125 |
5.875 |
6.1% |
0.726 |
0.7% |
65% |
False |
False |
36 |
| 40 |
99.035 |
93.125 |
5.910 |
6.1% |
0.615 |
0.6% |
65% |
False |
False |
26 |
| 60 |
99.035 |
93.125 |
5.910 |
6.1% |
0.539 |
0.6% |
65% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.009 |
|
2.618 |
97.681 |
|
1.618 |
97.480 |
|
1.000 |
97.356 |
|
0.618 |
97.279 |
|
HIGH |
97.155 |
|
0.618 |
97.078 |
|
0.500 |
97.055 |
|
0.382 |
97.031 |
|
LOW |
96.954 |
|
0.618 |
96.830 |
|
1.000 |
96.753 |
|
1.618 |
96.629 |
|
2.618 |
96.428 |
|
4.250 |
96.100 |
|
|
| Fisher Pivots for day following 03-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
97.055 |
96.809 |
| PP |
97.021 |
96.665 |
| S1 |
96.988 |
96.520 |
|