ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 17-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
95.985 |
95.565 |
-0.420 |
-0.4% |
96.800 |
| High |
96.175 |
95.705 |
-0.470 |
-0.5% |
96.870 |
| Low |
95.575 |
94.690 |
-0.885 |
-0.9% |
95.590 |
| Close |
95.761 |
94.862 |
-0.899 |
-0.9% |
95.599 |
| Range |
0.600 |
1.015 |
0.415 |
69.2% |
1.280 |
| ATR |
0.611 |
0.643 |
0.033 |
5.4% |
0.000 |
| Volume |
29 |
140 |
111 |
382.8% |
312 |
|
| Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.131 |
97.511 |
95.420 |
|
| R3 |
97.116 |
96.496 |
95.141 |
|
| R2 |
96.101 |
96.101 |
95.048 |
|
| R1 |
95.481 |
95.481 |
94.955 |
95.284 |
| PP |
95.086 |
95.086 |
95.086 |
94.987 |
| S1 |
94.466 |
94.466 |
94.769 |
94.269 |
| S2 |
94.071 |
94.071 |
94.676 |
|
| S3 |
93.056 |
93.451 |
94.583 |
|
| S4 |
92.041 |
92.436 |
94.304 |
|
|
| 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 |
96.175 |
94.690 |
1.485 |
1.6% |
0.590 |
0.6% |
12% |
False |
True |
53 |
| 10 |
96.980 |
94.690 |
2.290 |
2.4% |
0.454 |
0.5% |
8% |
False |
True |
56 |
| 20 |
97.155 |
93.125 |
4.030 |
4.2% |
0.674 |
0.7% |
43% |
False |
False |
47 |
| 40 |
99.000 |
93.125 |
5.875 |
6.2% |
0.592 |
0.6% |
30% |
False |
False |
36 |
| 60 |
99.035 |
93.125 |
5.910 |
6.2% |
0.560 |
0.6% |
29% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.019 |
|
2.618 |
98.362 |
|
1.618 |
97.347 |
|
1.000 |
96.720 |
|
0.618 |
96.332 |
|
HIGH |
95.705 |
|
0.618 |
95.317 |
|
0.500 |
95.198 |
|
0.382 |
95.078 |
|
LOW |
94.690 |
|
0.618 |
94.063 |
|
1.000 |
93.675 |
|
1.618 |
93.048 |
|
2.618 |
92.033 |
|
4.250 |
90.376 |
|
|
| Fisher Pivots for day following 17-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.198 |
95.433 |
| PP |
95.086 |
95.242 |
| S1 |
94.974 |
95.052 |
|