ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 27-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
97.460 |
97.085 |
-0.375 |
-0.4% |
94.850 |
| High |
97.460 |
97.240 |
-0.220 |
-0.2% |
97.510 |
| Low |
97.000 |
96.855 |
-0.145 |
-0.1% |
94.810 |
| Close |
97.158 |
97.195 |
0.037 |
0.0% |
97.448 |
| Range |
0.460 |
0.385 |
-0.075 |
-16.3% |
2.700 |
| ATR |
0.653 |
0.634 |
-0.019 |
-2.9% |
0.000 |
| Volume |
320 |
217 |
-103 |
-32.2% |
1,766 |
|
| Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.252 |
98.108 |
97.407 |
|
| R3 |
97.867 |
97.723 |
97.301 |
|
| R2 |
97.482 |
97.482 |
97.266 |
|
| R1 |
97.338 |
97.338 |
97.230 |
97.410 |
| PP |
97.097 |
97.097 |
97.097 |
97.133 |
| S1 |
96.953 |
96.953 |
97.160 |
97.025 |
| S2 |
96.712 |
96.712 |
97.124 |
|
| S3 |
96.327 |
96.568 |
97.089 |
|
| S4 |
95.942 |
96.183 |
96.983 |
|
|
| 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 |
94.970 |
2.540 |
2.6% |
0.737 |
0.8% |
88% |
False |
False |
389 |
| 10 |
97.510 |
94.050 |
3.460 |
3.6% |
0.640 |
0.7% |
91% |
False |
False |
327 |
| 20 |
97.510 |
94.050 |
3.460 |
3.6% |
0.616 |
0.6% |
91% |
False |
False |
288 |
| 40 |
97.510 |
94.050 |
3.460 |
3.6% |
0.574 |
0.6% |
91% |
False |
False |
182 |
| 60 |
99.000 |
93.125 |
5.875 |
6.0% |
0.622 |
0.6% |
69% |
False |
False |
134 |
| 80 |
99.035 |
93.125 |
5.910 |
6.1% |
0.594 |
0.6% |
69% |
False |
False |
104 |
| 100 |
99.035 |
93.125 |
5.910 |
6.1% |
0.553 |
0.6% |
69% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.876 |
|
2.618 |
98.248 |
|
1.618 |
97.863 |
|
1.000 |
97.625 |
|
0.618 |
97.478 |
|
HIGH |
97.240 |
|
0.618 |
97.093 |
|
0.500 |
97.048 |
|
0.382 |
97.002 |
|
LOW |
96.855 |
|
0.618 |
96.617 |
|
1.000 |
96.470 |
|
1.618 |
96.232 |
|
2.618 |
95.847 |
|
4.250 |
95.219 |
|
|
| Fisher Pivots for day following 27-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
97.146 |
97.120 |
| PP |
97.097 |
97.045 |
| S1 |
97.048 |
96.970 |
|