ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 06-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
98.015 |
98.060 |
0.045 |
0.0% |
96.815 |
High |
98.240 |
99.470 |
1.230 |
1.3% |
99.470 |
Low |
97.855 |
98.000 |
0.145 |
0.1% |
96.710 |
Close |
98.050 |
99.260 |
1.210 |
1.2% |
99.260 |
Range |
0.385 |
1.470 |
1.085 |
281.8% |
2.760 |
ATR |
0.693 |
0.748 |
0.056 |
8.0% |
0.000 |
Volume |
27,038 |
49,527 |
22,489 |
83.2% |
142,121 |
|
Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.320 |
102.760 |
100.069 |
|
R3 |
101.850 |
101.290 |
99.664 |
|
R2 |
100.380 |
100.380 |
99.530 |
|
R1 |
99.820 |
99.820 |
99.395 |
100.100 |
PP |
98.910 |
98.910 |
98.910 |
99.050 |
S1 |
98.350 |
98.350 |
99.125 |
98.630 |
S2 |
97.440 |
97.440 |
98.991 |
|
S3 |
95.970 |
96.880 |
98.856 |
|
S4 |
94.500 |
95.410 |
98.452 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.760 |
105.770 |
100.778 |
|
R3 |
104.000 |
103.010 |
100.019 |
|
R2 |
101.240 |
101.240 |
99.766 |
|
R1 |
100.250 |
100.250 |
99.513 |
100.745 |
PP |
98.480 |
98.480 |
98.480 |
98.728 |
S1 |
97.490 |
97.490 |
99.007 |
97.985 |
S2 |
95.720 |
95.720 |
98.754 |
|
S3 |
92.960 |
94.730 |
98.501 |
|
S4 |
90.200 |
91.970 |
97.742 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.470 |
96.710 |
2.760 |
2.8% |
0.752 |
0.8% |
92% |
True |
False |
28,424 |
10 |
99.470 |
96.510 |
2.960 |
3.0% |
0.733 |
0.7% |
93% |
True |
False |
31,660 |
20 |
99.470 |
93.830 |
5.640 |
5.7% |
0.696 |
0.7% |
96% |
True |
False |
29,687 |
40 |
99.470 |
93.830 |
5.640 |
5.7% |
0.714 |
0.7% |
96% |
True |
False |
30,635 |
60 |
99.470 |
92.850 |
6.620 |
6.7% |
0.766 |
0.8% |
97% |
True |
False |
23,673 |
80 |
99.470 |
92.850 |
6.620 |
6.7% |
0.765 |
0.8% |
97% |
True |
False |
17,958 |
100 |
99.470 |
92.850 |
6.620 |
6.7% |
0.767 |
0.8% |
97% |
True |
False |
14,444 |
120 |
99.470 |
92.850 |
6.620 |
6.7% |
0.798 |
0.8% |
97% |
True |
False |
12,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.718 |
2.618 |
103.318 |
1.618 |
101.848 |
1.000 |
100.940 |
0.618 |
100.378 |
HIGH |
99.470 |
0.618 |
98.908 |
0.500 |
98.735 |
0.382 |
98.562 |
LOW |
98.000 |
0.618 |
97.092 |
1.000 |
96.530 |
1.618 |
95.622 |
2.618 |
94.152 |
4.250 |
91.753 |
|
|
Fisher Pivots for day following 06-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
99.085 |
98.968 |
PP |
98.910 |
98.677 |
S1 |
98.735 |
98.385 |
|