ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 05-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
97.335 |
98.015 |
0.680 |
0.7% |
97.235 |
High |
98.150 |
98.240 |
0.090 |
0.1% |
97.895 |
Low |
97.300 |
97.855 |
0.555 |
0.6% |
96.510 |
Close |
98.029 |
98.050 |
0.021 |
0.0% |
97.019 |
Range |
0.850 |
0.385 |
-0.465 |
-54.7% |
1.385 |
ATR |
0.716 |
0.693 |
-0.024 |
-3.3% |
0.000 |
Volume |
29,911 |
27,038 |
-2,873 |
-9.6% |
174,480 |
|
Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.203 |
99.012 |
98.262 |
|
R3 |
98.818 |
98.627 |
98.156 |
|
R2 |
98.433 |
98.433 |
98.121 |
|
R1 |
98.242 |
98.242 |
98.085 |
98.338 |
PP |
98.048 |
98.048 |
98.048 |
98.096 |
S1 |
97.857 |
97.857 |
98.015 |
97.953 |
S2 |
97.663 |
97.663 |
97.979 |
|
S3 |
97.278 |
97.472 |
97.944 |
|
S4 |
96.893 |
97.087 |
97.838 |
|
|
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 |
98.240 |
96.650 |
1.590 |
1.6% |
0.617 |
0.6% |
88% |
True |
False |
26,755 |
10 |
98.240 |
96.225 |
2.015 |
2.1% |
0.693 |
0.7% |
91% |
True |
False |
31,311 |
20 |
98.240 |
93.830 |
4.410 |
4.5% |
0.656 |
0.7% |
96% |
True |
False |
28,800 |
40 |
98.240 |
93.830 |
4.410 |
4.5% |
0.692 |
0.7% |
96% |
True |
False |
30,629 |
60 |
98.240 |
92.850 |
5.390 |
5.5% |
0.753 |
0.8% |
96% |
True |
False |
22,891 |
80 |
98.740 |
92.850 |
5.890 |
6.0% |
0.753 |
0.8% |
88% |
False |
False |
17,344 |
100 |
98.740 |
92.850 |
5.890 |
6.0% |
0.759 |
0.8% |
88% |
False |
False |
13,953 |
120 |
98.740 |
92.850 |
5.890 |
6.0% |
0.790 |
0.8% |
88% |
False |
False |
11,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.876 |
2.618 |
99.248 |
1.618 |
98.863 |
1.000 |
98.625 |
0.618 |
98.478 |
HIGH |
98.240 |
0.618 |
98.093 |
0.500 |
98.048 |
0.382 |
98.002 |
LOW |
97.855 |
0.618 |
97.617 |
1.000 |
97.470 |
1.618 |
97.232 |
2.618 |
96.847 |
4.250 |
96.219 |
|
|
Fisher Pivots for day following 05-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
98.049 |
97.881 |
PP |
98.048 |
97.712 |
S1 |
98.048 |
97.543 |
|