ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 24-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
96.750 |
96.445 |
-0.305 |
-0.3% |
95.385 |
| High |
96.875 |
96.490 |
-0.385 |
-0.4% |
96.175 |
| Low |
96.394 |
95.770 |
-0.624 |
-0.6% |
94.395 |
| Close |
96.394 |
96.337 |
-0.057 |
-0.1% |
95.174 |
| Range |
0.481 |
0.720 |
0.239 |
49.7% |
1.780 |
| ATR |
0.689 |
0.691 |
0.002 |
0.3% |
0.000 |
| Volume |
78 |
124 |
46 |
59.0% |
355 |
|
| Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.359 |
98.068 |
96.733 |
|
| R3 |
97.639 |
97.348 |
96.535 |
|
| R2 |
96.919 |
96.919 |
96.469 |
|
| R1 |
96.628 |
96.628 |
96.403 |
96.414 |
| PP |
96.199 |
96.199 |
96.199 |
96.092 |
| S1 |
95.908 |
95.908 |
96.271 |
95.693 |
| S2 |
95.479 |
95.479 |
96.205 |
|
| S3 |
94.759 |
95.188 |
96.139 |
|
| S4 |
94.039 |
94.468 |
95.941 |
|
|
| 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% |
0.775 |
0.8% |
78% |
False |
False |
103 |
| 10 |
96.875 |
94.395 |
2.480 |
2.6% |
0.683 |
0.7% |
78% |
False |
False |
78 |
| 20 |
97.155 |
94.395 |
2.760 |
2.9% |
0.523 |
0.5% |
70% |
False |
False |
58 |
| 40 |
99.000 |
93.125 |
5.875 |
6.1% |
0.635 |
0.7% |
55% |
False |
False |
47 |
| 60 |
99.035 |
93.125 |
5.910 |
6.1% |
0.576 |
0.6% |
54% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.550 |
|
2.618 |
98.375 |
|
1.618 |
97.655 |
|
1.000 |
97.210 |
|
0.618 |
96.935 |
|
HIGH |
96.490 |
|
0.618 |
96.215 |
|
0.500 |
96.130 |
|
0.382 |
96.045 |
|
LOW |
95.770 |
|
0.618 |
95.325 |
|
1.000 |
95.050 |
|
1.618 |
94.605 |
|
2.618 |
93.885 |
|
4.250 |
92.710 |
|
|
| Fisher Pivots for day following 24-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
96.268 |
96.332 |
| PP |
96.199 |
96.327 |
| S1 |
96.130 |
96.323 |
|