ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 04-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
97.135 |
96.840 |
-0.295 |
-0.3% |
96.515 |
| High |
97.155 |
96.980 |
-0.175 |
-0.2% |
97.155 |
| Low |
96.954 |
96.773 |
-0.181 |
-0.2% |
95.885 |
| Close |
96.954 |
96.773 |
-0.181 |
-0.2% |
96.773 |
| Range |
0.201 |
0.207 |
0.006 |
3.0% |
1.270 |
| ATR |
0.780 |
0.739 |
-0.041 |
-5.2% |
0.000 |
| Volume |
4 |
5 |
1 |
25.0% |
72 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.463 |
97.325 |
96.887 |
|
| R3 |
97.256 |
97.118 |
96.830 |
|
| R2 |
97.049 |
97.049 |
96.811 |
|
| R1 |
96.911 |
96.911 |
96.792 |
96.877 |
| PP |
96.842 |
96.842 |
96.842 |
96.825 |
| S1 |
96.704 |
96.704 |
96.754 |
96.670 |
| S2 |
96.635 |
96.635 |
96.735 |
|
| S3 |
96.428 |
96.497 |
96.716 |
|
| S4 |
96.221 |
96.290 |
96.659 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.414 |
99.864 |
97.472 |
|
| R3 |
99.144 |
98.594 |
97.122 |
|
| R2 |
97.874 |
97.874 |
97.006 |
|
| R1 |
97.324 |
97.324 |
96.889 |
97.599 |
| PP |
96.604 |
96.604 |
96.604 |
96.742 |
| S1 |
96.054 |
96.054 |
96.657 |
96.329 |
| S2 |
95.334 |
95.334 |
96.540 |
|
| S3 |
94.064 |
94.784 |
96.424 |
|
| S4 |
92.794 |
93.514 |
96.075 |
|
|
| 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% |
0.323 |
0.3% |
70% |
False |
False |
14 |
| 10 |
97.155 |
93.125 |
4.030 |
4.2% |
0.819 |
0.8% |
91% |
False |
False |
31 |
| 20 |
98.500 |
93.125 |
5.375 |
5.6% |
0.694 |
0.7% |
68% |
False |
False |
34 |
| 40 |
99.035 |
93.125 |
5.910 |
6.1% |
0.600 |
0.6% |
62% |
False |
False |
25 |
| 60 |
99.035 |
93.125 |
5.910 |
6.1% |
0.535 |
0.6% |
62% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.860 |
|
2.618 |
97.522 |
|
1.618 |
97.315 |
|
1.000 |
97.187 |
|
0.618 |
97.108 |
|
HIGH |
96.980 |
|
0.618 |
96.901 |
|
0.500 |
96.877 |
|
0.382 |
96.852 |
|
LOW |
96.773 |
|
0.618 |
96.645 |
|
1.000 |
96.566 |
|
1.618 |
96.438 |
|
2.618 |
96.231 |
|
4.250 |
95.893 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
96.877 |
96.708 |
| PP |
96.842 |
96.643 |
| S1 |
96.808 |
96.578 |
|