ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 02-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
97.300 |
96.815 |
-0.485 |
-0.5% |
97.235 |
High |
97.445 |
97.040 |
-0.405 |
-0.4% |
97.895 |
Low |
96.650 |
96.710 |
0.060 |
0.1% |
96.510 |
Close |
97.019 |
97.003 |
-0.016 |
0.0% |
97.019 |
Range |
0.795 |
0.330 |
-0.465 |
-58.5% |
1.385 |
ATR |
0.728 |
0.700 |
-0.028 |
-3.9% |
0.000 |
Volume |
41,184 |
16,587 |
-24,597 |
-59.7% |
174,480 |
|
Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.908 |
97.785 |
97.185 |
|
R3 |
97.578 |
97.455 |
97.094 |
|
R2 |
97.248 |
97.248 |
97.064 |
|
R1 |
97.125 |
97.125 |
97.033 |
97.187 |
PP |
96.918 |
96.918 |
96.918 |
96.948 |
S1 |
96.795 |
96.795 |
96.973 |
96.857 |
S2 |
96.588 |
96.588 |
96.943 |
|
S3 |
96.258 |
96.465 |
96.912 |
|
S4 |
95.928 |
96.135 |
96.822 |
|
|
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% |
0.686 |
0.7% |
36% |
False |
False |
33,392 |
10 |
97.895 |
94.630 |
3.265 |
3.4% |
0.719 |
0.7% |
73% |
False |
False |
32,238 |
20 |
97.895 |
93.830 |
4.065 |
4.2% |
0.649 |
0.7% |
78% |
False |
False |
28,472 |
40 |
97.895 |
93.830 |
4.065 |
4.2% |
0.690 |
0.7% |
78% |
False |
False |
31,310 |
60 |
98.295 |
92.850 |
5.445 |
5.6% |
0.770 |
0.8% |
76% |
False |
False |
21,687 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.763 |
0.8% |
71% |
False |
False |
16,415 |
100 |
98.740 |
92.850 |
5.890 |
6.1% |
0.764 |
0.8% |
71% |
False |
False |
13,201 |
120 |
98.740 |
92.850 |
5.890 |
6.1% |
0.799 |
0.8% |
71% |
False |
False |
11,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.443 |
2.618 |
97.904 |
1.618 |
97.574 |
1.000 |
97.370 |
0.618 |
97.244 |
HIGH |
97.040 |
0.618 |
96.914 |
0.500 |
96.875 |
0.382 |
96.836 |
LOW |
96.710 |
0.618 |
96.506 |
1.000 |
96.380 |
1.618 |
96.176 |
2.618 |
95.846 |
4.250 |
95.308 |
|
|
Fisher Pivots for day following 02-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
96.960 |
97.223 |
PP |
96.918 |
97.149 |
S1 |
96.875 |
97.076 |
|