ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 09-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
95.770 |
95.550 |
-0.220 |
-0.2% |
96.220 |
| High |
95.880 |
95.560 |
-0.320 |
-0.3% |
96.490 |
| Low |
95.270 |
94.955 |
-0.315 |
-0.3% |
94.955 |
| Close |
95.615 |
95.086 |
-0.529 |
-0.6% |
95.086 |
| Range |
0.610 |
0.605 |
-0.005 |
-0.8% |
1.535 |
| ATR |
0.664 |
0.663 |
0.000 |
0.0% |
0.000 |
| Volume |
255 |
161 |
-94 |
-36.9% |
1,275 |
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.015 |
96.656 |
95.419 |
|
| R3 |
96.410 |
96.051 |
95.252 |
|
| R2 |
95.805 |
95.805 |
95.197 |
|
| R1 |
95.446 |
95.446 |
95.141 |
95.323 |
| PP |
95.200 |
95.200 |
95.200 |
95.139 |
| S1 |
94.841 |
94.841 |
95.031 |
94.718 |
| S2 |
94.595 |
94.595 |
94.975 |
|
| S3 |
93.990 |
94.236 |
94.920 |
|
| S4 |
93.385 |
93.631 |
94.753 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.115 |
99.136 |
95.930 |
|
| R3 |
98.580 |
97.601 |
95.508 |
|
| R2 |
97.045 |
97.045 |
95.367 |
|
| R1 |
96.066 |
96.066 |
95.227 |
95.788 |
| PP |
95.510 |
95.510 |
95.510 |
95.372 |
| S1 |
94.531 |
94.531 |
94.945 |
94.253 |
| S2 |
93.975 |
93.975 |
94.805 |
|
| S3 |
92.440 |
92.996 |
94.664 |
|
| S4 |
90.905 |
91.461 |
94.242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.490 |
94.955 |
1.535 |
1.6% |
0.593 |
0.6% |
9% |
False |
True |
255 |
| 10 |
96.850 |
94.955 |
1.895 |
2.0% |
0.626 |
0.7% |
7% |
False |
True |
208 |
| 20 |
97.030 |
94.395 |
2.635 |
2.8% |
0.661 |
0.7% |
26% |
False |
False |
149 |
| 40 |
97.695 |
93.125 |
4.570 |
4.8% |
0.645 |
0.7% |
43% |
False |
False |
94 |
| 60 |
99.035 |
93.125 |
5.910 |
6.2% |
0.612 |
0.6% |
33% |
False |
False |
71 |
| 80 |
99.035 |
93.125 |
5.910 |
6.2% |
0.561 |
0.6% |
33% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.131 |
|
2.618 |
97.144 |
|
1.618 |
96.539 |
|
1.000 |
96.165 |
|
0.618 |
95.934 |
|
HIGH |
95.560 |
|
0.618 |
95.329 |
|
0.500 |
95.258 |
|
0.382 |
95.186 |
|
LOW |
94.955 |
|
0.618 |
94.581 |
|
1.000 |
94.350 |
|
1.618 |
93.976 |
|
2.618 |
93.371 |
|
4.250 |
92.384 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.258 |
95.483 |
| PP |
95.200 |
95.350 |
| S1 |
95.143 |
95.218 |
|