ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 04-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
97.000 |
97.335 |
0.335 |
0.3% |
97.235 |
High |
97.570 |
98.150 |
0.580 |
0.6% |
97.895 |
Low |
96.845 |
97.300 |
0.455 |
0.5% |
96.510 |
Close |
97.243 |
98.029 |
0.786 |
0.8% |
97.019 |
Range |
0.725 |
0.850 |
0.125 |
17.2% |
1.385 |
ATR |
0.702 |
0.716 |
0.015 |
2.1% |
0.000 |
Volume |
19,058 |
29,911 |
10,853 |
56.9% |
174,480 |
|
Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.376 |
100.053 |
98.497 |
|
R3 |
99.526 |
99.203 |
98.263 |
|
R2 |
98.676 |
98.676 |
98.185 |
|
R1 |
98.353 |
98.353 |
98.107 |
98.515 |
PP |
97.826 |
97.826 |
97.826 |
97.907 |
S1 |
97.503 |
97.503 |
97.951 |
97.665 |
S2 |
96.976 |
96.976 |
97.873 |
|
S3 |
96.126 |
96.653 |
97.795 |
|
S4 |
95.276 |
95.803 |
97.562 |
|
|
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 |
98.150 |
96.650 |
1.500 |
1.5% |
0.636 |
0.6% |
92% |
True |
False |
28,300 |
10 |
98.150 |
94.985 |
3.165 |
3.2% |
0.806 |
0.8% |
96% |
True |
False |
33,851 |
20 |
98.150 |
93.830 |
4.320 |
4.4% |
0.670 |
0.7% |
97% |
True |
False |
28,875 |
40 |
98.150 |
93.830 |
4.320 |
4.4% |
0.704 |
0.7% |
97% |
True |
False |
31,368 |
60 |
98.150 |
92.850 |
5.300 |
5.4% |
0.770 |
0.8% |
98% |
True |
False |
22,464 |
80 |
98.740 |
92.850 |
5.890 |
6.0% |
0.757 |
0.8% |
88% |
False |
False |
17,012 |
100 |
98.740 |
92.850 |
5.890 |
6.0% |
0.767 |
0.8% |
88% |
False |
False |
13,687 |
120 |
98.740 |
92.850 |
5.890 |
6.0% |
0.798 |
0.8% |
88% |
False |
False |
11,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.763 |
2.618 |
100.375 |
1.618 |
99.525 |
1.000 |
99.000 |
0.618 |
98.675 |
HIGH |
98.150 |
0.618 |
97.825 |
0.500 |
97.725 |
0.382 |
97.625 |
LOW |
97.300 |
0.618 |
96.775 |
1.000 |
96.450 |
1.618 |
95.925 |
2.618 |
95.075 |
4.250 |
93.688 |
|
|
Fisher Pivots for day following 04-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
97.928 |
97.829 |
PP |
97.826 |
97.630 |
S1 |
97.725 |
97.430 |
|