ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 03-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
100.230 |
100.285 |
0.055 |
0.1% |
100.090 |
High |
100.620 |
100.700 |
0.080 |
0.1% |
100.545 |
Low |
100.065 |
97.874 |
-2.191 |
-2.2% |
99.675 |
Close |
100.265 |
97.874 |
-2.391 |
-2.4% |
100.346 |
Range |
0.555 |
2.826 |
2.271 |
409.2% |
0.870 |
ATR |
0.484 |
0.652 |
0.167 |
34.5% |
0.000 |
Volume |
84 |
378 |
294 |
350.0% |
243 |
|
Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.294 |
105.410 |
99.428 |
|
R3 |
104.468 |
102.584 |
98.651 |
|
R2 |
101.642 |
101.642 |
98.392 |
|
R1 |
99.758 |
99.758 |
98.133 |
99.287 |
PP |
98.816 |
98.816 |
98.816 |
98.581 |
S1 |
96.932 |
96.932 |
97.615 |
96.461 |
S2 |
95.990 |
95.990 |
97.356 |
|
S3 |
93.164 |
94.106 |
97.097 |
|
S4 |
90.338 |
91.280 |
96.320 |
|
|
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 |
100.700 |
97.874 |
2.826 |
2.9% |
0.891 |
0.9% |
0% |
True |
True |
115 |
10 |
100.700 |
97.874 |
2.826 |
2.9% |
0.648 |
0.7% |
0% |
True |
True |
91 |
20 |
100.700 |
97.874 |
2.826 |
2.9% |
0.570 |
0.6% |
0% |
True |
True |
54 |
40 |
100.700 |
94.317 |
6.383 |
6.5% |
0.421 |
0.4% |
56% |
True |
False |
30 |
60 |
100.700 |
94.317 |
6.383 |
6.5% |
0.390 |
0.4% |
56% |
True |
False |
22 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.711 |
2.618 |
108.098 |
1.618 |
105.272 |
1.000 |
103.526 |
0.618 |
102.446 |
HIGH |
100.700 |
0.618 |
99.620 |
0.500 |
99.287 |
0.382 |
98.954 |
LOW |
97.874 |
0.618 |
96.128 |
1.000 |
95.048 |
1.618 |
93.302 |
2.618 |
90.476 |
4.250 |
85.864 |
|
|
Fisher Pivots for day following 03-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
99.287 |
99.287 |
PP |
98.816 |
98.816 |
S1 |
98.345 |
98.345 |
|