ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 27-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
97.235 |
96.885 |
-0.350 |
-0.4% |
94.720 |
High |
97.250 |
97.060 |
-0.190 |
-0.2% |
97.300 |
Low |
96.785 |
96.620 |
-0.165 |
-0.2% |
94.595 |
Close |
96.955 |
96.992 |
0.037 |
0.0% |
97.243 |
Range |
0.465 |
0.440 |
-0.025 |
-5.4% |
2.705 |
ATR |
0.706 |
0.687 |
-0.019 |
-2.7% |
0.000 |
Volume |
24,106 |
27,188 |
3,082 |
12.8% |
150,429 |
|
Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.211 |
98.041 |
97.234 |
|
R3 |
97.771 |
97.601 |
97.113 |
|
R2 |
97.331 |
97.331 |
97.073 |
|
R1 |
97.161 |
97.161 |
97.032 |
97.246 |
PP |
96.891 |
96.891 |
96.891 |
96.933 |
S1 |
96.721 |
96.721 |
96.952 |
96.806 |
S2 |
96.451 |
96.451 |
96.911 |
|
S3 |
96.011 |
96.281 |
96.871 |
|
S4 |
95.571 |
95.841 |
96.750 |
|
|
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 |
94.750 |
2.550 |
2.6% |
0.768 |
0.8% |
88% |
False |
False |
33,181 |
10 |
97.300 |
93.830 |
3.470 |
3.6% |
0.677 |
0.7% |
91% |
False |
False |
29,163 |
20 |
97.300 |
93.830 |
3.470 |
3.6% |
0.654 |
0.7% |
91% |
False |
False |
27,433 |
40 |
97.300 |
93.830 |
3.470 |
3.6% |
0.692 |
0.7% |
91% |
False |
False |
28,186 |
60 |
98.740 |
92.850 |
5.890 |
6.1% |
0.770 |
0.8% |
70% |
False |
False |
19,399 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.769 |
0.8% |
70% |
False |
False |
14,693 |
100 |
98.740 |
92.850 |
5.890 |
6.1% |
0.769 |
0.8% |
70% |
False |
False |
11,813 |
120 |
98.740 |
92.850 |
5.890 |
6.1% |
0.799 |
0.8% |
70% |
False |
False |
9,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.930 |
2.618 |
98.212 |
1.618 |
97.772 |
1.000 |
97.500 |
0.618 |
97.332 |
HIGH |
97.060 |
0.618 |
96.892 |
0.500 |
96.840 |
0.382 |
96.788 |
LOW |
96.620 |
0.618 |
96.348 |
1.000 |
96.180 |
1.618 |
95.908 |
2.618 |
95.468 |
4.250 |
94.750 |
|
|
Fisher Pivots for day following 27-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
96.941 |
96.916 |
PP |
96.891 |
96.839 |
S1 |
96.840 |
96.763 |
|