ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 02-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
96.650 |
96.470 |
-0.180 |
-0.2% |
96.580 |
| High |
96.750 |
96.700 |
-0.050 |
-0.1% |
96.850 |
| Low |
96.290 |
95.505 |
-0.785 |
-0.8% |
95.505 |
| Close |
96.526 |
96.165 |
-0.361 |
-0.4% |
96.165 |
| Range |
0.460 |
1.195 |
0.735 |
159.8% |
1.345 |
| ATR |
0.652 |
0.691 |
0.039 |
6.0% |
0.000 |
| Volume |
47 |
286 |
239 |
508.5% |
814 |
|
| Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.708 |
99.132 |
96.822 |
|
| R3 |
98.513 |
97.937 |
96.494 |
|
| R2 |
97.318 |
97.318 |
96.384 |
|
| R1 |
96.742 |
96.742 |
96.275 |
96.433 |
| PP |
96.123 |
96.123 |
96.123 |
95.969 |
| S1 |
95.547 |
95.547 |
96.055 |
95.238 |
| S2 |
94.928 |
94.928 |
95.946 |
|
| S3 |
93.733 |
94.352 |
95.836 |
|
| S4 |
92.538 |
93.157 |
95.508 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.208 |
99.532 |
96.905 |
|
| R3 |
98.863 |
98.187 |
96.535 |
|
| R2 |
97.518 |
97.518 |
96.412 |
|
| R1 |
96.842 |
96.842 |
96.288 |
96.508 |
| PP |
96.173 |
96.173 |
96.173 |
96.006 |
| S1 |
95.497 |
95.497 |
96.042 |
95.163 |
| S2 |
94.828 |
94.828 |
95.918 |
|
| S3 |
93.483 |
94.152 |
95.795 |
|
| S4 |
92.138 |
92.807 |
95.425 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.850 |
95.505 |
1.345 |
1.4% |
0.659 |
0.7% |
49% |
False |
True |
162 |
| 10 |
97.030 |
95.395 |
1.635 |
1.7% |
0.654 |
0.7% |
47% |
False |
False |
135 |
| 20 |
97.030 |
94.395 |
2.635 |
2.7% |
0.601 |
0.6% |
67% |
False |
False |
101 |
| 40 |
98.500 |
93.125 |
5.375 |
5.6% |
0.647 |
0.7% |
57% |
False |
False |
67 |
| 60 |
99.035 |
93.125 |
5.910 |
6.1% |
0.600 |
0.6% |
51% |
False |
False |
50 |
| 80 |
99.035 |
93.125 |
5.910 |
6.1% |
0.552 |
0.6% |
51% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.779 |
|
2.618 |
99.829 |
|
1.618 |
98.634 |
|
1.000 |
97.895 |
|
0.618 |
97.439 |
|
HIGH |
96.700 |
|
0.618 |
96.244 |
|
0.500 |
96.103 |
|
0.382 |
95.961 |
|
LOW |
95.505 |
|
0.618 |
94.766 |
|
1.000 |
94.310 |
|
1.618 |
93.571 |
|
2.618 |
92.376 |
|
4.250 |
90.426 |
|
|
| Fisher Pivots for day following 02-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
96.144 |
96.178 |
| PP |
96.123 |
96.173 |
| S1 |
96.103 |
96.169 |
|