ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 26-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
96.595 |
97.235 |
0.640 |
0.7% |
94.720 |
High |
97.300 |
97.250 |
-0.050 |
-0.1% |
97.300 |
Low |
96.225 |
96.785 |
0.560 |
0.6% |
94.595 |
Close |
97.243 |
96.955 |
-0.288 |
-0.3% |
97.243 |
Range |
1.075 |
0.465 |
-0.610 |
-56.7% |
2.705 |
ATR |
0.724 |
0.706 |
-0.019 |
-2.6% |
0.000 |
Volume |
46,038 |
24,106 |
-21,932 |
-47.6% |
150,429 |
|
Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.392 |
98.138 |
97.211 |
|
R3 |
97.927 |
97.673 |
97.083 |
|
R2 |
97.462 |
97.462 |
97.040 |
|
R1 |
97.208 |
97.208 |
96.998 |
97.103 |
PP |
96.997 |
96.997 |
96.997 |
96.944 |
S1 |
96.743 |
96.743 |
96.912 |
96.638 |
S2 |
96.532 |
96.532 |
96.870 |
|
S3 |
96.067 |
96.278 |
96.827 |
|
S4 |
95.602 |
95.813 |
96.699 |
|
|
Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.494 |
103.574 |
98.731 |
|
R3 |
101.789 |
100.869 |
97.987 |
|
R2 |
99.084 |
99.084 |
97.739 |
|
R1 |
98.164 |
98.164 |
97.491 |
98.624 |
PP |
96.379 |
96.379 |
96.379 |
96.610 |
S1 |
95.459 |
95.459 |
96.995 |
95.919 |
S2 |
93.674 |
93.674 |
96.747 |
|
S3 |
90.969 |
92.754 |
96.499 |
|
S4 |
88.264 |
90.049 |
95.755 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.300 |
94.630 |
2.670 |
2.8% |
0.751 |
0.8% |
87% |
False |
False |
31,084 |
10 |
97.300 |
93.830 |
3.470 |
3.6% |
0.678 |
0.7% |
90% |
False |
False |
28,567 |
20 |
97.300 |
93.830 |
3.470 |
3.6% |
0.660 |
0.7% |
90% |
False |
False |
27,483 |
40 |
97.300 |
93.830 |
3.470 |
3.6% |
0.697 |
0.7% |
90% |
False |
False |
27,558 |
60 |
98.740 |
92.850 |
5.890 |
6.1% |
0.769 |
0.8% |
70% |
False |
False |
18,965 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.771 |
0.8% |
70% |
False |
False |
14,354 |
100 |
98.740 |
92.850 |
5.890 |
6.1% |
0.778 |
0.8% |
70% |
False |
False |
11,542 |
120 |
98.740 |
92.850 |
5.890 |
6.1% |
0.802 |
0.8% |
70% |
False |
False |
9,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.226 |
2.618 |
98.467 |
1.618 |
98.002 |
1.000 |
97.715 |
0.618 |
97.537 |
HIGH |
97.250 |
0.618 |
97.072 |
0.500 |
97.018 |
0.382 |
96.963 |
LOW |
96.785 |
0.618 |
96.498 |
1.000 |
96.320 |
1.618 |
96.033 |
2.618 |
95.568 |
4.250 |
94.809 |
|
|
Fisher Pivots for day following 26-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
97.018 |
96.684 |
PP |
96.997 |
96.413 |
S1 |
96.976 |
96.143 |
|