ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 09-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
98.060 |
99.375 |
1.315 |
1.3% |
96.815 |
High |
99.470 |
99.430 |
-0.040 |
0.0% |
99.470 |
Low |
98.000 |
98.910 |
0.910 |
0.9% |
96.710 |
Close |
99.260 |
99.076 |
-0.184 |
-0.2% |
99.260 |
Range |
1.470 |
0.520 |
-0.950 |
-64.6% |
2.760 |
ATR |
0.748 |
0.732 |
-0.016 |
-2.2% |
0.000 |
Volume |
49,527 |
26,605 |
-22,922 |
-46.3% |
142,121 |
|
Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.699 |
100.407 |
99.362 |
|
R3 |
100.179 |
99.887 |
99.219 |
|
R2 |
99.659 |
99.659 |
99.171 |
|
R1 |
99.367 |
99.367 |
99.124 |
99.253 |
PP |
99.139 |
99.139 |
99.139 |
99.082 |
S1 |
98.847 |
98.847 |
99.028 |
98.733 |
S2 |
98.619 |
98.619 |
98.981 |
|
S3 |
98.099 |
98.327 |
98.933 |
|
S4 |
97.579 |
97.807 |
98.790 |
|
|
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 |
96.845 |
2.625 |
2.6% |
0.790 |
0.8% |
85% |
False |
False |
30,427 |
10 |
99.470 |
96.510 |
2.960 |
3.0% |
0.738 |
0.7% |
87% |
False |
False |
31,910 |
20 |
99.470 |
93.830 |
5.640 |
5.7% |
0.708 |
0.7% |
93% |
False |
False |
30,238 |
40 |
99.470 |
93.830 |
5.640 |
5.7% |
0.713 |
0.7% |
93% |
False |
False |
30,794 |
60 |
99.470 |
92.850 |
6.620 |
6.7% |
0.766 |
0.8% |
94% |
False |
False |
24,102 |
80 |
99.470 |
92.850 |
6.620 |
6.7% |
0.764 |
0.8% |
94% |
False |
False |
18,281 |
100 |
99.470 |
92.850 |
6.620 |
6.7% |
0.768 |
0.8% |
94% |
False |
False |
14,703 |
120 |
99.470 |
92.850 |
6.620 |
6.7% |
0.798 |
0.8% |
94% |
False |
False |
12,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.640 |
2.618 |
100.791 |
1.618 |
100.271 |
1.000 |
99.950 |
0.618 |
99.751 |
HIGH |
99.430 |
0.618 |
99.231 |
0.500 |
99.170 |
0.382 |
99.109 |
LOW |
98.910 |
0.618 |
98.589 |
1.000 |
98.390 |
1.618 |
98.069 |
2.618 |
97.549 |
4.250 |
96.700 |
|
|
Fisher Pivots for day following 09-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
99.170 |
98.938 |
PP |
99.139 |
98.800 |
S1 |
99.107 |
98.663 |
|