ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 29-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
97.050 |
97.705 |
0.655 |
0.7% |
94.720 |
High |
97.895 |
97.795 |
-0.100 |
-0.1% |
97.300 |
Low |
96.510 |
97.315 |
0.805 |
0.8% |
94.595 |
Close |
97.861 |
97.364 |
-0.497 |
-0.5% |
97.243 |
Range |
1.385 |
0.480 |
-0.905 |
-65.3% |
2.705 |
ATR |
0.737 |
0.723 |
-0.014 |
-1.8% |
0.000 |
Volume |
47,242 |
34,760 |
-12,482 |
-26.4% |
150,429 |
|
Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.931 |
98.628 |
97.628 |
|
R3 |
98.451 |
98.148 |
97.496 |
|
R2 |
97.971 |
97.971 |
97.452 |
|
R1 |
97.668 |
97.668 |
97.408 |
97.580 |
PP |
97.491 |
97.491 |
97.491 |
97.447 |
S1 |
97.188 |
97.188 |
97.320 |
97.100 |
S2 |
97.011 |
97.011 |
97.276 |
|
S3 |
96.531 |
96.708 |
97.232 |
|
S4 |
96.051 |
96.228 |
97.100 |
|
|
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 |
97.895 |
96.225 |
1.670 |
1.7% |
0.769 |
0.8% |
68% |
False |
False |
35,866 |
10 |
97.895 |
94.415 |
3.480 |
3.6% |
0.690 |
0.7% |
85% |
False |
False |
30,426 |
20 |
97.895 |
93.830 |
4.065 |
4.2% |
0.691 |
0.7% |
87% |
False |
False |
29,307 |
40 |
97.895 |
93.830 |
4.065 |
4.2% |
0.710 |
0.7% |
87% |
False |
False |
30,102 |
60 |
98.740 |
92.850 |
5.890 |
6.0% |
0.777 |
0.8% |
77% |
False |
False |
20,748 |
80 |
98.740 |
92.850 |
5.890 |
6.0% |
0.770 |
0.8% |
77% |
False |
False |
15,705 |
100 |
98.740 |
92.850 |
5.890 |
6.0% |
0.771 |
0.8% |
77% |
False |
False |
12,627 |
120 |
98.740 |
92.850 |
5.890 |
6.0% |
0.805 |
0.8% |
77% |
False |
False |
10,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.835 |
2.618 |
99.052 |
1.618 |
98.572 |
1.000 |
98.275 |
0.618 |
98.092 |
HIGH |
97.795 |
0.618 |
97.612 |
0.500 |
97.555 |
0.382 |
97.498 |
LOW |
97.315 |
0.618 |
97.018 |
1.000 |
96.835 |
1.618 |
96.538 |
2.618 |
96.058 |
4.250 |
95.275 |
|
|
Fisher Pivots for day following 29-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
97.555 |
97.310 |
PP |
97.491 |
97.256 |
S1 |
97.428 |
97.203 |
|