ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 25-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
96.445 |
96.580 |
0.135 |
0.1% |
95.600 |
| High |
96.490 |
97.030 |
0.540 |
0.6% |
97.030 |
| Low |
95.770 |
96.520 |
0.750 |
0.8% |
95.395 |
| Close |
96.337 |
96.622 |
0.285 |
0.3% |
96.622 |
| Range |
0.720 |
0.510 |
-0.210 |
-29.2% |
1.635 |
| ATR |
0.691 |
0.691 |
0.000 |
0.0% |
0.000 |
| Volume |
124 |
130 |
6 |
4.8% |
539 |
|
| Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.254 |
97.948 |
96.903 |
|
| R3 |
97.744 |
97.438 |
96.762 |
|
| R2 |
97.234 |
97.234 |
96.716 |
|
| R1 |
96.928 |
96.928 |
96.669 |
97.081 |
| PP |
96.724 |
96.724 |
96.724 |
96.801 |
| S1 |
96.418 |
96.418 |
96.575 |
96.571 |
| S2 |
96.214 |
96.214 |
96.529 |
|
| S3 |
95.704 |
95.908 |
96.482 |
|
| S4 |
95.194 |
95.398 |
96.342 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.254 |
100.573 |
97.521 |
|
| R3 |
99.619 |
98.938 |
97.072 |
|
| R2 |
97.984 |
97.984 |
96.922 |
|
| R1 |
97.303 |
97.303 |
96.772 |
97.644 |
| PP |
96.349 |
96.349 |
96.349 |
96.519 |
| S1 |
95.668 |
95.668 |
96.472 |
96.009 |
| S2 |
94.714 |
94.714 |
96.322 |
|
| S3 |
93.079 |
94.033 |
96.172 |
|
| S4 |
91.444 |
92.398 |
95.723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.030 |
95.395 |
1.635 |
1.7% |
0.648 |
0.7% |
75% |
True |
False |
107 |
| 10 |
97.030 |
94.395 |
2.635 |
2.7% |
0.696 |
0.7% |
85% |
True |
False |
89 |
| 20 |
97.155 |
94.395 |
2.760 |
2.9% |
0.517 |
0.5% |
81% |
False |
False |
63 |
| 40 |
99.000 |
93.125 |
5.875 |
6.1% |
0.622 |
0.6% |
60% |
False |
False |
50 |
| 60 |
99.035 |
93.125 |
5.910 |
6.1% |
0.585 |
0.6% |
59% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.198 |
|
2.618 |
98.365 |
|
1.618 |
97.855 |
|
1.000 |
97.540 |
|
0.618 |
97.345 |
|
HIGH |
97.030 |
|
0.618 |
96.835 |
|
0.500 |
96.775 |
|
0.382 |
96.715 |
|
LOW |
96.520 |
|
0.618 |
96.205 |
|
1.000 |
96.010 |
|
1.618 |
95.695 |
|
2.618 |
95.185 |
|
4.250 |
94.353 |
|
|
| Fisher Pivots for day following 25-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
96.775 |
96.548 |
| PP |
96.724 |
96.474 |
| S1 |
96.673 |
96.400 |
|