ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 07-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
07-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
96.840 |
96.800 |
-0.040 |
0.0% |
96.515 |
| High |
96.980 |
96.870 |
-0.110 |
-0.1% |
97.155 |
| Low |
96.773 |
96.773 |
0.000 |
0.0% |
95.885 |
| Close |
96.773 |
96.773 |
0.000 |
0.0% |
96.773 |
| Range |
0.207 |
0.097 |
-0.110 |
-53.1% |
1.270 |
| ATR |
0.739 |
0.693 |
-0.046 |
-6.2% |
0.000 |
| Volume |
5 |
2 |
-3 |
-60.0% |
72 |
|
| Daily Pivots for day following 07-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.096 |
97.032 |
96.826 |
|
| R3 |
96.999 |
96.935 |
96.800 |
|
| R2 |
96.902 |
96.902 |
96.791 |
|
| R1 |
96.838 |
96.838 |
96.782 |
96.822 |
| PP |
96.805 |
96.805 |
96.805 |
96.797 |
| S1 |
96.741 |
96.741 |
96.764 |
96.725 |
| S2 |
96.708 |
96.708 |
96.755 |
|
| S3 |
96.611 |
96.644 |
96.746 |
|
| S4 |
96.514 |
96.547 |
96.720 |
|
|
| 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% |
0.249 |
0.3% |
70% |
False |
False |
6 |
| 10 |
97.155 |
94.010 |
3.145 |
3.2% |
0.604 |
0.6% |
88% |
False |
False |
16 |
| 20 |
98.210 |
93.125 |
5.085 |
5.3% |
0.663 |
0.7% |
72% |
False |
False |
34 |
| 40 |
99.035 |
93.125 |
5.910 |
6.1% |
0.574 |
0.6% |
62% |
False |
False |
25 |
| 60 |
99.035 |
93.125 |
5.910 |
6.1% |
0.530 |
0.5% |
62% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.282 |
|
2.618 |
97.124 |
|
1.618 |
97.027 |
|
1.000 |
96.967 |
|
0.618 |
96.930 |
|
HIGH |
96.870 |
|
0.618 |
96.833 |
|
0.500 |
96.822 |
|
0.382 |
96.810 |
|
LOW |
96.773 |
|
0.618 |
96.713 |
|
1.000 |
96.676 |
|
1.618 |
96.616 |
|
2.618 |
96.519 |
|
4.250 |
96.361 |
|
|
| Fisher Pivots for day following 07-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
96.822 |
96.964 |
| PP |
96.805 |
96.900 |
| S1 |
96.789 |
96.837 |
|