ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 03-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
96.815 |
97.000 |
0.185 |
0.2% |
97.235 |
High |
97.040 |
97.570 |
0.530 |
0.5% |
97.895 |
Low |
96.710 |
96.845 |
0.135 |
0.1% |
96.510 |
Close |
97.003 |
97.243 |
0.240 |
0.2% |
97.019 |
Range |
0.330 |
0.725 |
0.395 |
119.7% |
1.385 |
ATR |
0.700 |
0.702 |
0.002 |
0.3% |
0.000 |
Volume |
16,587 |
19,058 |
2,471 |
14.9% |
174,480 |
|
Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.394 |
99.044 |
97.642 |
|
R3 |
98.669 |
98.319 |
97.442 |
|
R2 |
97.944 |
97.944 |
97.376 |
|
R1 |
97.594 |
97.594 |
97.309 |
97.769 |
PP |
97.219 |
97.219 |
97.219 |
97.307 |
S1 |
96.869 |
96.869 |
97.177 |
97.044 |
S2 |
96.494 |
96.494 |
97.110 |
|
S3 |
95.769 |
96.144 |
97.044 |
|
S4 |
95.044 |
95.419 |
96.844 |
|
|
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% |
0.743 |
0.8% |
53% |
False |
False |
31,766 |
10 |
97.895 |
94.750 |
3.145 |
3.2% |
0.756 |
0.8% |
79% |
False |
False |
32,473 |
20 |
97.895 |
93.830 |
4.065 |
4.2% |
0.646 |
0.7% |
84% |
False |
False |
28,465 |
40 |
97.895 |
93.830 |
4.065 |
4.2% |
0.695 |
0.7% |
84% |
False |
False |
31,517 |
60 |
97.925 |
92.850 |
5.075 |
5.2% |
0.767 |
0.8% |
87% |
False |
False |
21,987 |
80 |
98.740 |
92.850 |
5.890 |
6.1% |
0.756 |
0.8% |
75% |
False |
False |
16,645 |
100 |
98.740 |
92.850 |
5.890 |
6.1% |
0.766 |
0.8% |
75% |
False |
False |
13,390 |
120 |
98.740 |
92.850 |
5.890 |
6.1% |
0.799 |
0.8% |
75% |
False |
False |
11,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.651 |
2.618 |
99.468 |
1.618 |
98.743 |
1.000 |
98.295 |
0.618 |
98.018 |
HIGH |
97.570 |
0.618 |
97.293 |
0.500 |
97.208 |
0.382 |
97.122 |
LOW |
96.845 |
0.618 |
96.397 |
1.000 |
96.120 |
1.618 |
95.672 |
2.618 |
94.947 |
4.250 |
93.764 |
|
|
Fisher Pivots for day following 03-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
97.231 |
97.199 |
PP |
97.219 |
97.154 |
S1 |
97.208 |
97.110 |
|