ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 16-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
94.210 |
94.835 |
0.625 |
0.7% |
95.035 |
| High |
94.810 |
94.965 |
0.155 |
0.2% |
95.240 |
| Low |
94.050 |
94.685 |
0.635 |
0.7% |
94.050 |
| Close |
94.635 |
94.801 |
0.166 |
0.2% |
94.801 |
| Range |
0.760 |
0.280 |
-0.480 |
-63.2% |
1.190 |
| ATR |
0.650 |
0.628 |
-0.023 |
-3.5% |
0.000 |
| Volume |
458 |
172 |
-286 |
-62.4% |
1,701 |
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.657 |
95.509 |
94.955 |
|
| R3 |
95.377 |
95.229 |
94.878 |
|
| R2 |
95.097 |
95.097 |
94.852 |
|
| R1 |
94.949 |
94.949 |
94.827 |
94.883 |
| PP |
94.817 |
94.817 |
94.817 |
94.784 |
| S1 |
94.669 |
94.669 |
94.775 |
94.603 |
| S2 |
94.537 |
94.537 |
94.750 |
|
| S3 |
94.257 |
94.389 |
94.724 |
|
| S4 |
93.977 |
94.109 |
94.647 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.267 |
97.724 |
95.456 |
|
| R3 |
97.077 |
96.534 |
95.128 |
|
| R2 |
95.887 |
95.887 |
95.019 |
|
| R1 |
95.344 |
95.344 |
94.910 |
95.021 |
| PP |
94.697 |
94.697 |
94.697 |
94.535 |
| S1 |
94.154 |
94.154 |
94.692 |
93.830 |
| S2 |
93.507 |
93.507 |
94.583 |
|
| S3 |
92.317 |
92.964 |
94.474 |
|
| S4 |
91.127 |
91.774 |
94.146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.240 |
94.050 |
1.190 |
1.3% |
0.529 |
0.6% |
63% |
False |
False |
340 |
| 10 |
96.490 |
94.050 |
2.440 |
2.6% |
0.561 |
0.6% |
31% |
False |
False |
297 |
| 20 |
97.030 |
94.050 |
2.980 |
3.1% |
0.607 |
0.6% |
25% |
False |
False |
216 |
| 40 |
97.155 |
93.125 |
4.030 |
4.3% |
0.645 |
0.7% |
42% |
False |
False |
132 |
| 60 |
99.000 |
93.125 |
5.875 |
6.2% |
0.611 |
0.6% |
29% |
False |
False |
98 |
| 80 |
99.035 |
93.125 |
5.910 |
6.2% |
0.584 |
0.6% |
28% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.155 |
|
2.618 |
95.698 |
|
1.618 |
95.418 |
|
1.000 |
95.245 |
|
0.618 |
95.138 |
|
HIGH |
94.965 |
|
0.618 |
94.858 |
|
0.500 |
94.825 |
|
0.382 |
94.792 |
|
LOW |
94.685 |
|
0.618 |
94.512 |
|
1.000 |
94.405 |
|
1.618 |
94.232 |
|
2.618 |
93.952 |
|
4.250 |
93.495 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.825 |
94.706 |
| PP |
94.817 |
94.610 |
| S1 |
94.809 |
94.515 |
|