ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 23-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
96.250 |
96.750 |
0.500 |
0.5% |
95.385 |
| High |
96.755 |
96.875 |
0.120 |
0.1% |
96.175 |
| Low |
96.125 |
96.394 |
0.269 |
0.3% |
94.395 |
| Close |
96.629 |
96.394 |
-0.235 |
-0.2% |
95.174 |
| Range |
0.630 |
0.481 |
-0.149 |
-23.7% |
1.780 |
| ATR |
0.705 |
0.689 |
-0.016 |
-2.3% |
0.000 |
| Volume |
83 |
78 |
-5 |
-6.0% |
355 |
|
| Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.997 |
97.677 |
96.659 |
|
| R3 |
97.516 |
97.196 |
96.526 |
|
| R2 |
97.035 |
97.035 |
96.482 |
|
| R1 |
96.715 |
96.715 |
96.438 |
96.635 |
| PP |
96.554 |
96.554 |
96.554 |
96.514 |
| S1 |
96.234 |
96.234 |
96.350 |
96.154 |
| S2 |
96.073 |
96.073 |
96.306 |
|
| S3 |
95.592 |
95.753 |
96.262 |
|
| S4 |
95.111 |
95.272 |
96.129 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.588 |
99.661 |
96.153 |
|
| R3 |
98.808 |
97.881 |
95.664 |
|
| R2 |
97.028 |
97.028 |
95.500 |
|
| R1 |
96.101 |
96.101 |
95.337 |
95.675 |
| PP |
95.248 |
95.248 |
95.248 |
95.035 |
| S1 |
94.321 |
94.321 |
95.011 |
93.895 |
| S2 |
93.468 |
93.468 |
94.848 |
|
| S3 |
91.688 |
92.541 |
94.685 |
|
| S4 |
89.908 |
90.761 |
94.195 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.875 |
94.395 |
2.480 |
2.6% |
0.834 |
0.9% |
81% |
True |
False |
106 |
| 10 |
96.875 |
94.395 |
2.480 |
2.6% |
0.683 |
0.7% |
81% |
True |
False |
67 |
| 20 |
97.155 |
94.395 |
2.760 |
2.9% |
0.533 |
0.6% |
72% |
False |
False |
53 |
| 40 |
99.000 |
93.125 |
5.875 |
6.1% |
0.629 |
0.7% |
56% |
False |
False |
45 |
| 60 |
99.035 |
93.125 |
5.910 |
6.1% |
0.568 |
0.6% |
55% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.919 |
|
2.618 |
98.134 |
|
1.618 |
97.653 |
|
1.000 |
97.356 |
|
0.618 |
97.172 |
|
HIGH |
96.875 |
|
0.618 |
96.691 |
|
0.500 |
96.635 |
|
0.382 |
96.578 |
|
LOW |
96.394 |
|
0.618 |
96.097 |
|
1.000 |
95.913 |
|
1.618 |
95.616 |
|
2.618 |
95.135 |
|
4.250 |
94.350 |
|
|
| Fisher Pivots for day following 23-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
96.635 |
96.308 |
| PP |
96.554 |
96.221 |
| S1 |
96.474 |
96.135 |
|