ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 15-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
97.915 |
97.740 |
-0.175 |
-0.2% |
98.580 |
High |
98.035 |
98.390 |
0.355 |
0.4% |
99.065 |
Low |
97.430 |
97.335 |
-0.095 |
-0.1% |
97.450 |
Close |
97.751 |
98.386 |
0.635 |
0.6% |
97.701 |
Range |
0.605 |
1.055 |
0.450 |
74.4% |
1.615 |
ATR |
0.661 |
0.689 |
0.028 |
4.3% |
0.000 |
Volume |
69 |
116 |
47 |
68.1% |
621 |
|
Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.202 |
100.849 |
98.966 |
|
R3 |
100.147 |
99.794 |
98.676 |
|
R2 |
99.092 |
99.092 |
98.579 |
|
R1 |
98.739 |
98.739 |
98.483 |
98.916 |
PP |
98.037 |
98.037 |
98.037 |
98.125 |
S1 |
97.684 |
97.684 |
98.289 |
97.861 |
S2 |
96.982 |
96.982 |
98.193 |
|
S3 |
95.927 |
96.629 |
98.096 |
|
S4 |
94.872 |
95.574 |
97.806 |
|
|
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 |
98.575 |
97.335 |
1.240 |
1.3% |
0.789 |
0.8% |
85% |
False |
True |
150 |
10 |
100.700 |
97.335 |
3.365 |
3.4% |
0.874 |
0.9% |
31% |
False |
True |
136 |
20 |
100.700 |
97.335 |
3.365 |
3.4% |
0.647 |
0.7% |
31% |
False |
True |
93 |
40 |
100.700 |
95.433 |
5.267 |
5.4% |
0.507 |
0.5% |
56% |
False |
False |
51 |
60 |
100.700 |
94.317 |
6.383 |
6.5% |
0.427 |
0.4% |
64% |
False |
False |
36 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.874 |
2.618 |
101.152 |
1.618 |
100.097 |
1.000 |
99.445 |
0.618 |
99.042 |
HIGH |
98.390 |
0.618 |
97.987 |
0.500 |
97.863 |
0.382 |
97.738 |
LOW |
97.335 |
0.618 |
96.683 |
1.000 |
96.280 |
1.618 |
95.628 |
2.618 |
94.573 |
4.250 |
92.851 |
|
|
Fisher Pivots for day following 15-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
98.212 |
98.212 |
PP |
98.037 |
98.037 |
S1 |
97.863 |
97.863 |
|