ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
95.230 |
96.810 |
1.580 |
1.7% |
94.850 |
| High |
96.659 |
97.510 |
0.851 |
0.9% |
97.510 |
| Low |
95.205 |
96.430 |
1.225 |
1.3% |
94.810 |
| Close |
96.659 |
97.448 |
0.789 |
0.8% |
97.448 |
| Range |
1.454 |
1.080 |
-0.374 |
-25.7% |
2.700 |
| ATR |
0.636 |
0.668 |
0.032 |
5.0% |
0.000 |
| Volume |
614 |
605 |
-9 |
-1.5% |
1,766 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.369 |
99.989 |
98.042 |
|
| R3 |
99.289 |
98.909 |
97.745 |
|
| R2 |
98.209 |
98.209 |
97.646 |
|
| R1 |
97.829 |
97.829 |
97.547 |
98.019 |
| PP |
97.129 |
97.129 |
97.129 |
97.225 |
| S1 |
96.749 |
96.749 |
97.349 |
96.939 |
| S2 |
96.049 |
96.049 |
97.250 |
|
| S3 |
94.969 |
95.669 |
97.151 |
|
| S4 |
93.889 |
94.589 |
96.854 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.689 |
103.769 |
98.933 |
|
| R3 |
101.989 |
101.069 |
98.191 |
|
| R2 |
99.289 |
99.289 |
97.943 |
|
| R1 |
98.369 |
98.369 |
97.696 |
98.829 |
| PP |
96.589 |
96.589 |
96.589 |
96.820 |
| S1 |
95.669 |
95.669 |
97.201 |
96.129 |
| S2 |
93.889 |
93.889 |
96.953 |
|
| S3 |
91.189 |
92.969 |
96.706 |
|
| S4 |
88.489 |
90.269 |
95.963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.510 |
94.810 |
2.700 |
2.8% |
0.719 |
0.7% |
98% |
True |
False |
353 |
| 10 |
97.510 |
94.050 |
3.460 |
3.6% |
0.624 |
0.6% |
98% |
True |
False |
346 |
| 20 |
97.510 |
94.050 |
3.460 |
3.6% |
0.625 |
0.6% |
98% |
True |
False |
277 |
| 40 |
97.510 |
94.050 |
3.460 |
3.6% |
0.571 |
0.6% |
98% |
True |
False |
170 |
| 60 |
99.000 |
93.125 |
5.875 |
6.0% |
0.623 |
0.6% |
74% |
False |
False |
126 |
| 80 |
99.035 |
93.125 |
5.910 |
6.1% |
0.595 |
0.6% |
73% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.100 |
|
2.618 |
100.337 |
|
1.618 |
99.257 |
|
1.000 |
98.590 |
|
0.618 |
98.177 |
|
HIGH |
97.510 |
|
0.618 |
97.097 |
|
0.500 |
96.970 |
|
0.382 |
96.843 |
|
LOW |
96.430 |
|
0.618 |
95.763 |
|
1.000 |
95.350 |
|
1.618 |
94.683 |
|
2.618 |
93.603 |
|
4.250 |
91.840 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
97.289 |
97.045 |
| PP |
97.129 |
96.643 |
| S1 |
96.970 |
96.240 |
|