ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 14-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
95.965 |
95.385 |
-0.580 |
-0.6% |
96.800 |
| High |
95.970 |
95.840 |
-0.130 |
-0.1% |
96.870 |
| Low |
95.590 |
95.290 |
-0.300 |
-0.3% |
95.590 |
| Close |
95.599 |
95.627 |
0.028 |
0.0% |
95.599 |
| Range |
0.380 |
0.550 |
0.170 |
44.7% |
1.280 |
| ATR |
0.633 |
0.627 |
-0.006 |
-0.9% |
0.000 |
| Volume |
20 |
65 |
45 |
225.0% |
312 |
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.236 |
96.981 |
95.930 |
|
| R3 |
96.686 |
96.431 |
95.778 |
|
| R2 |
96.136 |
96.136 |
95.728 |
|
| R1 |
95.881 |
95.881 |
95.677 |
96.009 |
| PP |
95.586 |
95.586 |
95.586 |
95.649 |
| S1 |
95.331 |
95.331 |
95.577 |
95.459 |
| S2 |
95.036 |
95.036 |
95.526 |
|
| S3 |
94.486 |
94.781 |
95.476 |
|
| S4 |
93.936 |
94.231 |
95.325 |
|
|
| 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 |
96.800 |
95.290 |
1.510 |
1.6% |
0.443 |
0.5% |
22% |
False |
True |
75 |
| 10 |
97.155 |
95.290 |
1.865 |
2.0% |
0.346 |
0.4% |
18% |
False |
True |
40 |
| 20 |
97.695 |
93.125 |
4.570 |
4.8% |
0.643 |
0.7% |
55% |
False |
False |
41 |
| 40 |
99.000 |
93.125 |
5.875 |
6.1% |
0.590 |
0.6% |
43% |
False |
False |
33 |
| 60 |
99.035 |
93.125 |
5.910 |
6.2% |
0.536 |
0.6% |
42% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.178 |
|
2.618 |
97.280 |
|
1.618 |
96.730 |
|
1.000 |
96.390 |
|
0.618 |
96.180 |
|
HIGH |
95.840 |
|
0.618 |
95.630 |
|
0.500 |
95.565 |
|
0.382 |
95.500 |
|
LOW |
95.290 |
|
0.618 |
94.950 |
|
1.000 |
94.740 |
|
1.618 |
94.400 |
|
2.618 |
93.850 |
|
4.250 |
92.953 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.606 |
95.933 |
| PP |
95.586 |
95.831 |
| S1 |
95.565 |
95.729 |
|