ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 11-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
99.100 |
99.200 |
0.100 |
0.1% |
96.815 |
High |
99.600 |
99.335 |
-0.265 |
-0.3% |
99.470 |
Low |
99.050 |
98.880 |
-0.170 |
-0.2% |
96.710 |
Close |
99.390 |
99.158 |
-0.232 |
-0.2% |
99.260 |
Range |
0.550 |
0.455 |
-0.095 |
-17.3% |
2.760 |
ATR |
0.719 |
0.704 |
-0.015 |
-2.1% |
0.000 |
Volume |
23,424 |
27,955 |
4,531 |
19.3% |
142,121 |
|
Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.489 |
100.279 |
99.408 |
|
R3 |
100.034 |
99.824 |
99.283 |
|
R2 |
99.579 |
99.579 |
99.241 |
|
R1 |
99.369 |
99.369 |
99.200 |
99.247 |
PP |
99.124 |
99.124 |
99.124 |
99.063 |
S1 |
98.914 |
98.914 |
99.116 |
98.792 |
S2 |
98.669 |
98.669 |
99.075 |
|
S3 |
98.214 |
98.459 |
99.033 |
|
S4 |
97.759 |
98.004 |
98.908 |
|
|
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 |
97.855 |
1.745 |
1.8% |
0.676 |
0.7% |
75% |
False |
False |
30,909 |
10 |
99.600 |
96.650 |
2.950 |
3.0% |
0.656 |
0.7% |
85% |
False |
False |
29,604 |
20 |
99.600 |
93.830 |
5.770 |
5.8% |
0.689 |
0.7% |
92% |
False |
False |
29,944 |
40 |
99.600 |
93.830 |
5.770 |
5.8% |
0.706 |
0.7% |
92% |
False |
False |
30,851 |
60 |
99.600 |
92.850 |
6.750 |
6.8% |
0.770 |
0.8% |
93% |
False |
False |
24,893 |
80 |
99.600 |
92.850 |
6.750 |
6.8% |
0.759 |
0.8% |
93% |
False |
False |
18,913 |
100 |
99.600 |
92.850 |
6.750 |
6.8% |
0.759 |
0.8% |
93% |
False |
False |
15,212 |
120 |
99.600 |
92.850 |
6.750 |
6.8% |
0.785 |
0.8% |
93% |
False |
False |
12,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.269 |
2.618 |
100.526 |
1.618 |
100.071 |
1.000 |
99.790 |
0.618 |
99.616 |
HIGH |
99.335 |
0.618 |
99.161 |
0.500 |
99.108 |
0.382 |
99.054 |
LOW |
98.880 |
0.618 |
98.599 |
1.000 |
98.425 |
1.618 |
98.144 |
2.618 |
97.689 |
4.250 |
96.946 |
|
|
Fisher Pivots for day following 11-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
99.141 |
99.240 |
PP |
99.124 |
99.213 |
S1 |
99.108 |
99.185 |
|