ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 08-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
95.835 |
95.770 |
-0.065 |
-0.1% |
96.580 |
| High |
96.010 |
95.880 |
-0.130 |
-0.1% |
96.850 |
| Low |
95.650 |
95.270 |
-0.380 |
-0.4% |
95.505 |
| Close |
95.790 |
95.615 |
-0.175 |
-0.2% |
96.165 |
| Range |
0.360 |
0.610 |
0.250 |
69.4% |
1.345 |
| ATR |
0.668 |
0.664 |
-0.004 |
-0.6% |
0.000 |
| Volume |
387 |
255 |
-132 |
-34.1% |
814 |
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.418 |
97.127 |
95.951 |
|
| R3 |
96.808 |
96.517 |
95.783 |
|
| R2 |
96.198 |
96.198 |
95.727 |
|
| R1 |
95.907 |
95.907 |
95.671 |
95.748 |
| PP |
95.588 |
95.588 |
95.588 |
95.509 |
| S1 |
95.297 |
95.297 |
95.559 |
95.138 |
| S2 |
94.978 |
94.978 |
95.503 |
|
| S3 |
94.368 |
94.687 |
95.447 |
|
| S4 |
93.758 |
94.077 |
95.280 |
|
|
| 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 |
96.700 |
95.270 |
1.430 |
1.5% |
0.711 |
0.7% |
24% |
False |
True |
280 |
| 10 |
97.030 |
95.270 |
1.760 |
1.8% |
0.617 |
0.6% |
20% |
False |
True |
205 |
| 20 |
97.030 |
94.395 |
2.635 |
2.8% |
0.650 |
0.7% |
46% |
False |
False |
142 |
| 40 |
97.695 |
93.125 |
4.570 |
4.8% |
0.639 |
0.7% |
54% |
False |
False |
90 |
| 60 |
99.035 |
93.125 |
5.910 |
6.2% |
0.602 |
0.6% |
42% |
False |
False |
68 |
| 80 |
99.035 |
93.125 |
5.910 |
6.2% |
0.554 |
0.6% |
42% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.473 |
|
2.618 |
97.477 |
|
1.618 |
96.867 |
|
1.000 |
96.490 |
|
0.618 |
96.257 |
|
HIGH |
95.880 |
|
0.618 |
95.647 |
|
0.500 |
95.575 |
|
0.382 |
95.503 |
|
LOW |
95.270 |
|
0.618 |
94.893 |
|
1.000 |
94.660 |
|
1.618 |
94.283 |
|
2.618 |
93.673 |
|
4.250 |
92.678 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.602 |
95.880 |
| PP |
95.588 |
95.792 |
| S1 |
95.575 |
95.703 |
|