ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 10-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
99.375 |
99.100 |
-0.275 |
-0.3% |
96.815 |
High |
99.430 |
99.600 |
0.170 |
0.2% |
99.470 |
Low |
98.910 |
99.050 |
0.140 |
0.1% |
96.710 |
Close |
99.076 |
99.390 |
0.314 |
0.3% |
99.260 |
Range |
0.520 |
0.550 |
0.030 |
5.8% |
2.760 |
ATR |
0.732 |
0.719 |
-0.013 |
-1.8% |
0.000 |
Volume |
26,605 |
23,424 |
-3,181 |
-12.0% |
142,121 |
|
Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.997 |
100.743 |
99.693 |
|
R3 |
100.447 |
100.193 |
99.541 |
|
R2 |
99.897 |
99.897 |
99.491 |
|
R1 |
99.643 |
99.643 |
99.440 |
99.770 |
PP |
99.347 |
99.347 |
99.347 |
99.410 |
S1 |
99.093 |
99.093 |
99.340 |
99.220 |
S2 |
98.797 |
98.797 |
99.289 |
|
S3 |
98.247 |
98.543 |
99.239 |
|
S4 |
97.697 |
97.993 |
99.088 |
|
|
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 |
99.600 |
97.300 |
2.300 |
2.3% |
0.755 |
0.8% |
91% |
True |
False |
31,301 |
10 |
99.600 |
96.510 |
3.090 |
3.1% |
0.749 |
0.8% |
93% |
True |
False |
31,533 |
20 |
99.600 |
93.830 |
5.770 |
5.8% |
0.713 |
0.7% |
96% |
True |
False |
30,348 |
40 |
99.600 |
93.830 |
5.770 |
5.8% |
0.713 |
0.7% |
96% |
True |
False |
30,821 |
60 |
99.600 |
92.850 |
6.750 |
6.8% |
0.768 |
0.8% |
97% |
True |
False |
24,438 |
80 |
99.600 |
92.850 |
6.750 |
6.8% |
0.766 |
0.8% |
97% |
True |
False |
18,570 |
100 |
99.600 |
92.850 |
6.750 |
6.8% |
0.767 |
0.8% |
97% |
True |
False |
14,935 |
120 |
99.600 |
92.850 |
6.750 |
6.8% |
0.788 |
0.8% |
97% |
True |
False |
12,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.938 |
2.618 |
101.040 |
1.618 |
100.490 |
1.000 |
100.150 |
0.618 |
99.940 |
HIGH |
99.600 |
0.618 |
99.390 |
0.500 |
99.325 |
0.382 |
99.260 |
LOW |
99.050 |
0.618 |
98.710 |
1.000 |
98.500 |
1.618 |
98.160 |
2.618 |
97.610 |
4.250 |
96.713 |
|
|
Fisher Pivots for day following 10-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
99.368 |
99.193 |
PP |
99.347 |
98.997 |
S1 |
99.325 |
98.800 |
|