ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 15-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
95.385 |
95.750 |
0.365 |
0.4% |
96.800 |
| High |
95.840 |
96.005 |
0.165 |
0.2% |
96.870 |
| Low |
95.290 |
95.600 |
0.310 |
0.3% |
95.590 |
| Close |
95.627 |
96.005 |
0.378 |
0.4% |
95.599 |
| Range |
0.550 |
0.405 |
-0.145 |
-26.4% |
1.280 |
| ATR |
0.627 |
0.611 |
-0.016 |
-2.5% |
0.000 |
| Volume |
65 |
15 |
-50 |
-76.9% |
312 |
|
| Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.085 |
96.950 |
96.228 |
|
| R3 |
96.680 |
96.545 |
96.116 |
|
| R2 |
96.275 |
96.275 |
96.079 |
|
| R1 |
96.140 |
96.140 |
96.042 |
96.208 |
| PP |
95.870 |
95.870 |
95.870 |
95.904 |
| S1 |
95.735 |
95.735 |
95.968 |
95.803 |
| S2 |
95.465 |
95.465 |
95.931 |
|
| S3 |
95.060 |
95.330 |
95.894 |
|
| S4 |
94.655 |
94.925 |
95.782 |
|
|
| 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% |
0.481 |
0.5% |
47% |
False |
False |
25 |
| 10 |
97.155 |
95.290 |
1.865 |
1.9% |
0.363 |
0.4% |
38% |
False |
False |
40 |
| 20 |
97.555 |
93.125 |
4.430 |
4.6% |
0.661 |
0.7% |
65% |
False |
False |
42 |
| 40 |
99.000 |
93.125 |
5.875 |
6.1% |
0.576 |
0.6% |
49% |
False |
False |
33 |
| 60 |
99.035 |
93.125 |
5.910 |
6.2% |
0.538 |
0.6% |
49% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.726 |
|
2.618 |
97.065 |
|
1.618 |
96.660 |
|
1.000 |
96.410 |
|
0.618 |
96.255 |
|
HIGH |
96.005 |
|
0.618 |
95.850 |
|
0.500 |
95.803 |
|
0.382 |
95.755 |
|
LOW |
95.600 |
|
0.618 |
95.350 |
|
1.000 |
95.195 |
|
1.618 |
94.945 |
|
2.618 |
94.540 |
|
4.250 |
93.879 |
|
|
| Fisher Pivots for day following 15-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.938 |
95.886 |
| PP |
95.870 |
95.767 |
| S1 |
95.803 |
95.648 |
|