ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
95.035 |
95.120 |
0.085 |
0.1% |
96.220 |
| High |
95.115 |
95.240 |
0.125 |
0.1% |
96.490 |
| Low |
94.880 |
94.785 |
-0.095 |
-0.1% |
94.955 |
| Close |
94.970 |
94.993 |
0.023 |
0.0% |
95.086 |
| Range |
0.235 |
0.455 |
0.220 |
93.6% |
1.535 |
| ATR |
0.633 |
0.620 |
-0.013 |
-2.0% |
0.000 |
| Volume |
544 |
186 |
-358 |
-65.8% |
1,275 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.371 |
96.137 |
95.243 |
|
| R3 |
95.916 |
95.682 |
95.118 |
|
| R2 |
95.461 |
95.461 |
95.076 |
|
| R1 |
95.227 |
95.227 |
95.035 |
95.117 |
| PP |
95.006 |
95.006 |
95.006 |
94.951 |
| S1 |
94.772 |
94.772 |
94.951 |
94.661 |
| S2 |
94.551 |
94.551 |
94.910 |
|
| S3 |
94.096 |
94.317 |
94.868 |
|
| S4 |
93.641 |
93.862 |
94.743 |
|
|
| 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 |
96.010 |
94.785 |
1.225 |
1.3% |
0.453 |
0.5% |
17% |
False |
True |
306 |
| 10 |
96.850 |
94.785 |
2.065 |
2.2% |
0.593 |
0.6% |
10% |
False |
True |
250 |
| 20 |
97.030 |
94.395 |
2.635 |
2.8% |
0.648 |
0.7% |
23% |
False |
False |
181 |
| 40 |
97.555 |
93.125 |
4.430 |
4.7% |
0.655 |
0.7% |
42% |
False |
False |
111 |
| 60 |
99.000 |
93.125 |
5.875 |
6.2% |
0.600 |
0.6% |
32% |
False |
False |
82 |
| 80 |
99.035 |
93.125 |
5.910 |
6.2% |
0.566 |
0.6% |
32% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.174 |
|
2.618 |
96.431 |
|
1.618 |
95.976 |
|
1.000 |
95.695 |
|
0.618 |
95.521 |
|
HIGH |
95.240 |
|
0.618 |
95.066 |
|
0.500 |
95.013 |
|
0.382 |
94.959 |
|
LOW |
94.785 |
|
0.618 |
94.504 |
|
1.000 |
94.330 |
|
1.618 |
94.049 |
|
2.618 |
93.594 |
|
4.250 |
92.851 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.013 |
95.173 |
| PP |
95.006 |
95.113 |
| S1 |
95.000 |
95.053 |
|