ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 30-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
97.705 |
97.300 |
-0.405 |
-0.4% |
97.235 |
High |
97.795 |
97.445 |
-0.350 |
-0.4% |
97.895 |
Low |
97.315 |
96.650 |
-0.665 |
-0.7% |
96.510 |
Close |
97.364 |
97.019 |
-0.345 |
-0.4% |
97.019 |
Range |
0.480 |
0.795 |
0.315 |
65.6% |
1.385 |
ATR |
0.723 |
0.728 |
0.005 |
0.7% |
0.000 |
Volume |
34,760 |
41,184 |
6,424 |
18.5% |
174,480 |
|
Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.423 |
99.016 |
97.456 |
|
R3 |
98.628 |
98.221 |
97.238 |
|
R2 |
97.833 |
97.833 |
97.165 |
|
R1 |
97.426 |
97.426 |
97.092 |
97.232 |
PP |
97.038 |
97.038 |
97.038 |
96.941 |
S1 |
96.631 |
96.631 |
96.946 |
96.437 |
S2 |
96.243 |
96.243 |
96.873 |
|
S3 |
95.448 |
95.836 |
96.800 |
|
S4 |
94.653 |
95.041 |
96.582 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.296 |
100.543 |
97.781 |
|
R3 |
99.911 |
99.158 |
97.400 |
|
R2 |
98.526 |
98.526 |
97.273 |
|
R1 |
97.773 |
97.773 |
97.146 |
97.457 |
PP |
97.141 |
97.141 |
97.141 |
96.984 |
S1 |
96.388 |
96.388 |
96.892 |
96.072 |
S2 |
95.756 |
95.756 |
96.765 |
|
S3 |
94.371 |
95.003 |
96.638 |
|
S4 |
92.986 |
93.618 |
96.257 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.895 |
96.510 |
1.385 |
1.4% |
0.713 |
0.7% |
37% |
False |
False |
34,896 |
10 |
97.895 |
94.595 |
3.300 |
3.4% |
0.731 |
0.8% |
73% |
False |
False |
32,490 |
20 |
97.895 |
93.830 |
4.065 |
4.2% |
0.670 |
0.7% |
78% |
False |
False |
28,842 |
40 |
97.895 |
93.830 |
4.065 |
4.2% |
0.708 |
0.7% |
78% |
False |
False |
31,029 |
60 |
98.740 |
92.850 |
5.890 |
6.1% |
0.783 |
0.8% |
71% |
False |
False |
21,420 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.771 |
0.8% |
71% |
False |
False |
16,212 |
100 |
98.740 |
92.850 |
5.890 |
6.1% |
0.770 |
0.8% |
71% |
False |
False |
13,036 |
120 |
98.740 |
92.850 |
5.890 |
6.1% |
0.801 |
0.8% |
71% |
False |
False |
10,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.824 |
2.618 |
99.526 |
1.618 |
98.731 |
1.000 |
98.240 |
0.618 |
97.936 |
HIGH |
97.445 |
0.618 |
97.141 |
0.500 |
97.048 |
0.382 |
96.954 |
LOW |
96.650 |
0.618 |
96.159 |
1.000 |
95.855 |
1.618 |
95.364 |
2.618 |
94.569 |
4.250 |
93.271 |
|
|
Fisher Pivots for day following 30-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
97.048 |
97.203 |
PP |
97.038 |
97.141 |
S1 |
97.029 |
97.080 |
|