ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 02-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
100.335 |
100.230 |
-0.105 |
-0.1% |
100.090 |
High |
100.360 |
100.620 |
0.260 |
0.3% |
100.545 |
Low |
100.075 |
100.065 |
-0.010 |
0.0% |
99.675 |
Close |
100.075 |
100.265 |
0.190 |
0.2% |
100.346 |
Range |
0.285 |
0.555 |
0.270 |
94.7% |
0.870 |
ATR |
0.479 |
0.484 |
0.005 |
1.1% |
0.000 |
Volume |
26 |
84 |
58 |
223.1% |
243 |
|
Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.982 |
101.678 |
100.570 |
|
R3 |
101.427 |
101.123 |
100.418 |
|
R2 |
100.872 |
100.872 |
100.367 |
|
R1 |
100.568 |
100.568 |
100.316 |
100.720 |
PP |
100.317 |
100.317 |
100.317 |
100.393 |
S1 |
100.013 |
100.013 |
100.214 |
100.165 |
S2 |
99.762 |
99.762 |
100.163 |
|
S3 |
99.207 |
99.458 |
100.112 |
|
S4 |
98.652 |
98.903 |
99.960 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.799 |
102.442 |
100.825 |
|
R3 |
101.929 |
101.572 |
100.585 |
|
R2 |
101.059 |
101.059 |
100.506 |
|
R1 |
100.702 |
100.702 |
100.426 |
100.881 |
PP |
100.189 |
100.189 |
100.189 |
100.278 |
S1 |
99.832 |
99.832 |
100.266 |
100.011 |
S2 |
99.319 |
99.319 |
100.187 |
|
S3 |
98.449 |
98.962 |
100.107 |
|
S4 |
97.579 |
98.092 |
99.868 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.620 |
100.065 |
0.555 |
0.6% |
0.379 |
0.4% |
36% |
True |
True |
64 |
10 |
100.620 |
99.175 |
1.445 |
1.4% |
0.429 |
0.4% |
75% |
True |
False |
56 |
20 |
100.620 |
98.200 |
2.420 |
2.4% |
0.429 |
0.4% |
85% |
True |
False |
35 |
40 |
100.620 |
94.317 |
6.303 |
6.3% |
0.358 |
0.4% |
94% |
True |
False |
21 |
60 |
100.620 |
94.317 |
6.303 |
6.3% |
0.344 |
0.3% |
94% |
True |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.979 |
2.618 |
102.073 |
1.618 |
101.518 |
1.000 |
101.175 |
0.618 |
100.963 |
HIGH |
100.620 |
0.618 |
100.408 |
0.500 |
100.343 |
0.382 |
100.277 |
LOW |
100.065 |
0.618 |
99.722 |
1.000 |
99.510 |
1.618 |
99.167 |
2.618 |
98.612 |
4.250 |
97.706 |
|
|
Fisher Pivots for day following 02-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
100.343 |
100.343 |
PP |
100.317 |
100.317 |
S1 |
100.291 |
100.291 |
|