ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 12-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
99.200 |
98.885 |
-0.315 |
-0.3% |
96.815 |
High |
99.335 |
99.395 |
0.060 |
0.1% |
99.470 |
Low |
98.880 |
98.500 |
-0.380 |
-0.4% |
96.710 |
Close |
99.158 |
98.712 |
-0.446 |
-0.4% |
99.260 |
Range |
0.455 |
0.895 |
0.440 |
96.7% |
2.760 |
ATR |
0.704 |
0.718 |
0.014 |
1.9% |
0.000 |
Volume |
27,955 |
44,538 |
16,583 |
59.3% |
142,121 |
|
Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.554 |
101.028 |
99.204 |
|
R3 |
100.659 |
100.133 |
98.958 |
|
R2 |
99.764 |
99.764 |
98.876 |
|
R1 |
99.238 |
99.238 |
98.794 |
99.054 |
PP |
98.869 |
98.869 |
98.869 |
98.777 |
S1 |
98.343 |
98.343 |
98.630 |
98.159 |
S2 |
97.974 |
97.974 |
98.548 |
|
S3 |
97.079 |
97.448 |
98.466 |
|
S4 |
96.184 |
96.553 |
98.220 |
|
|
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 |
98.000 |
1.600 |
1.6% |
0.778 |
0.8% |
45% |
False |
False |
34,409 |
10 |
99.600 |
96.650 |
2.950 |
3.0% |
0.698 |
0.7% |
70% |
False |
False |
30,582 |
20 |
99.600 |
94.415 |
5.185 |
5.3% |
0.694 |
0.7% |
83% |
False |
False |
30,504 |
40 |
99.600 |
93.830 |
5.770 |
5.8% |
0.703 |
0.7% |
85% |
False |
False |
30,740 |
60 |
99.600 |
92.850 |
6.750 |
6.8% |
0.772 |
0.8% |
87% |
False |
False |
25,627 |
80 |
99.600 |
92.850 |
6.750 |
6.8% |
0.761 |
0.8% |
87% |
False |
False |
19,462 |
100 |
99.600 |
92.850 |
6.750 |
6.8% |
0.762 |
0.8% |
87% |
False |
False |
15,653 |
120 |
99.600 |
92.850 |
6.750 |
6.8% |
0.787 |
0.8% |
87% |
False |
False |
13,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.199 |
2.618 |
101.738 |
1.618 |
100.843 |
1.000 |
100.290 |
0.618 |
99.948 |
HIGH |
99.395 |
0.618 |
99.053 |
0.500 |
98.948 |
0.382 |
98.842 |
LOW |
98.500 |
0.618 |
97.947 |
1.000 |
97.605 |
1.618 |
97.052 |
2.618 |
96.157 |
4.250 |
94.696 |
|
|
Fisher Pivots for day following 12-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
98.948 |
99.050 |
PP |
98.869 |
98.937 |
S1 |
98.791 |
98.825 |
|