ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 11-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
97.620 |
98.180 |
0.560 |
0.6% |
98.580 |
High |
98.137 |
98.180 |
0.043 |
0.0% |
99.065 |
Low |
97.605 |
97.550 |
-0.055 |
-0.1% |
97.450 |
Close |
98.137 |
97.701 |
-0.436 |
-0.4% |
97.701 |
Range |
0.532 |
0.630 |
0.098 |
18.4% |
1.615 |
ATR |
0.668 |
0.665 |
-0.003 |
-0.4% |
0.000 |
Volume |
331 |
97 |
-234 |
-70.7% |
621 |
|
Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.700 |
99.331 |
98.048 |
|
R3 |
99.070 |
98.701 |
97.874 |
|
R2 |
98.440 |
98.440 |
97.817 |
|
R1 |
98.071 |
98.071 |
97.759 |
97.941 |
PP |
97.810 |
97.810 |
97.810 |
97.745 |
S1 |
97.441 |
97.441 |
97.643 |
97.311 |
S2 |
97.180 |
97.180 |
97.586 |
|
S3 |
96.550 |
96.811 |
97.528 |
|
S4 |
95.920 |
96.181 |
97.355 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.917 |
101.924 |
98.589 |
|
R3 |
101.302 |
100.309 |
98.145 |
|
R2 |
99.687 |
99.687 |
97.997 |
|
R1 |
98.694 |
98.694 |
97.849 |
98.383 |
PP |
98.072 |
98.072 |
98.072 |
97.917 |
S1 |
97.079 |
97.079 |
97.553 |
96.768 |
S2 |
96.457 |
96.457 |
97.405 |
|
S3 |
94.842 |
95.464 |
97.257 |
|
S4 |
93.227 |
93.849 |
96.813 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.065 |
97.450 |
1.615 |
1.7% |
0.616 |
0.6% |
16% |
False |
False |
124 |
10 |
100.700 |
97.450 |
3.250 |
3.3% |
0.779 |
0.8% |
8% |
False |
False |
128 |
20 |
100.700 |
97.450 |
3.250 |
3.3% |
0.599 |
0.6% |
8% |
False |
False |
87 |
40 |
100.700 |
95.050 |
5.650 |
5.8% |
0.472 |
0.5% |
47% |
False |
False |
46 |
60 |
100.700 |
94.317 |
6.383 |
6.5% |
0.411 |
0.4% |
53% |
False |
False |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.858 |
2.618 |
99.829 |
1.618 |
99.199 |
1.000 |
98.810 |
0.618 |
98.569 |
HIGH |
98.180 |
0.618 |
97.939 |
0.500 |
97.865 |
0.382 |
97.791 |
LOW |
97.550 |
0.618 |
97.161 |
1.000 |
96.920 |
1.618 |
96.531 |
2.618 |
95.901 |
4.250 |
94.873 |
|
|
Fisher Pivots for day following 11-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
97.865 |
98.013 |
PP |
97.810 |
97.909 |
S1 |
97.756 |
97.805 |
|