ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 19-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
94.835 |
94.850 |
0.015 |
0.0% |
95.035 |
High |
94.965 |
95.245 |
0.280 |
0.3% |
95.240 |
Low |
94.685 |
94.810 |
0.125 |
0.1% |
94.050 |
Close |
94.801 |
95.167 |
0.366 |
0.4% |
94.801 |
Range |
0.280 |
0.435 |
0.155 |
55.4% |
1.190 |
ATR |
0.628 |
0.614 |
-0.013 |
-2.1% |
0.000 |
Volume |
172 |
261 |
89 |
51.7% |
1,701 |
|
Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.379 |
96.208 |
95.406 |
|
R3 |
95.944 |
95.773 |
95.287 |
|
R2 |
95.509 |
95.509 |
95.247 |
|
R1 |
95.338 |
95.338 |
95.207 |
95.424 |
PP |
95.074 |
95.074 |
95.074 |
95.117 |
S1 |
94.903 |
94.903 |
95.127 |
94.989 |
S2 |
94.639 |
94.639 |
95.087 |
|
S3 |
94.204 |
94.468 |
95.047 |
|
S4 |
93.769 |
94.033 |
94.928 |
|
|
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 |
95.245 |
94.050 |
1.195 |
1.3% |
0.569 |
0.6% |
93% |
True |
False |
283 |
10 |
96.490 |
94.050 |
2.440 |
2.6% |
0.541 |
0.6% |
46% |
False |
False |
300 |
20 |
97.030 |
94.050 |
2.980 |
3.1% |
0.584 |
0.6% |
37% |
False |
False |
223 |
40 |
97.155 |
94.010 |
3.145 |
3.3% |
0.600 |
0.6% |
37% |
False |
False |
135 |
60 |
99.000 |
93.125 |
5.875 |
6.2% |
0.604 |
0.6% |
35% |
False |
False |
102 |
80 |
99.035 |
93.125 |
5.910 |
6.2% |
0.569 |
0.6% |
35% |
False |
False |
80 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.094 |
2.618 |
96.384 |
1.618 |
95.949 |
1.000 |
95.680 |
0.618 |
95.514 |
HIGH |
95.245 |
0.618 |
95.079 |
0.500 |
95.028 |
0.382 |
94.976 |
LOW |
94.810 |
0.618 |
94.541 |
1.000 |
94.375 |
1.618 |
94.106 |
2.618 |
93.671 |
4.250 |
92.961 |
|
|
Fisher Pivots for day following 19-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
95.121 |
94.994 |
PP |
95.074 |
94.821 |
S1 |
95.028 |
94.648 |
|