ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 11-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
96.430 |
95.965 |
-0.465 |
-0.5% |
96.800 |
| High |
96.575 |
95.970 |
-0.605 |
-0.6% |
96.870 |
| Low |
95.855 |
95.590 |
-0.265 |
-0.3% |
95.590 |
| Close |
95.867 |
95.599 |
-0.268 |
-0.3% |
95.599 |
| Range |
0.720 |
0.380 |
-0.340 |
-47.2% |
1.280 |
| ATR |
0.653 |
0.633 |
-0.019 |
-3.0% |
0.000 |
| Volume |
17 |
20 |
3 |
17.6% |
312 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.860 |
96.609 |
95.808 |
|
| R3 |
96.480 |
96.229 |
95.704 |
|
| R2 |
96.100 |
96.100 |
95.669 |
|
| R1 |
95.849 |
95.849 |
95.634 |
95.785 |
| PP |
95.720 |
95.720 |
95.720 |
95.687 |
| S1 |
95.469 |
95.469 |
95.564 |
95.405 |
| S2 |
95.340 |
95.340 |
95.529 |
|
| S3 |
94.960 |
95.089 |
95.495 |
|
| S4 |
94.580 |
94.709 |
95.390 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.860 |
99.009 |
96.303 |
|
| R3 |
98.580 |
97.729 |
95.951 |
|
| R2 |
97.300 |
97.300 |
95.834 |
|
| R1 |
96.449 |
96.449 |
95.716 |
96.235 |
| PP |
96.020 |
96.020 |
96.020 |
95.912 |
| S1 |
95.169 |
95.169 |
95.482 |
94.955 |
| S2 |
94.740 |
94.740 |
95.364 |
|
| S3 |
93.460 |
93.889 |
95.247 |
|
| S4 |
92.180 |
92.609 |
94.895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.870 |
95.590 |
1.280 |
1.3% |
0.352 |
0.4% |
1% |
False |
True |
62 |
| 10 |
97.155 |
95.590 |
1.565 |
1.6% |
0.338 |
0.4% |
1% |
False |
True |
38 |
| 20 |
97.695 |
93.125 |
4.570 |
4.8% |
0.630 |
0.7% |
54% |
False |
False |
39 |
| 40 |
99.035 |
93.125 |
5.910 |
6.2% |
0.587 |
0.6% |
42% |
False |
False |
32 |
| 60 |
99.035 |
93.125 |
5.910 |
6.2% |
0.527 |
0.6% |
42% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.585 |
|
2.618 |
96.965 |
|
1.618 |
96.585 |
|
1.000 |
96.350 |
|
0.618 |
96.205 |
|
HIGH |
95.970 |
|
0.618 |
95.825 |
|
0.500 |
95.780 |
|
0.382 |
95.735 |
|
LOW |
95.590 |
|
0.618 |
95.355 |
|
1.000 |
95.210 |
|
1.618 |
94.975 |
|
2.618 |
94.595 |
|
4.250 |
93.975 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.780 |
96.195 |
| PP |
95.720 |
95.996 |
| S1 |
95.659 |
95.798 |
|