ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 13-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
98.885 |
98.645 |
-0.240 |
-0.2% |
99.375 |
High |
99.395 |
99.300 |
-0.095 |
-0.1% |
99.600 |
Low |
98.500 |
98.620 |
0.120 |
0.1% |
98.500 |
Close |
98.712 |
99.097 |
0.385 |
0.4% |
99.097 |
Range |
0.895 |
0.680 |
-0.215 |
-24.0% |
1.100 |
ATR |
0.718 |
0.715 |
-0.003 |
-0.4% |
0.000 |
Volume |
44,538 |
35,039 |
-9,499 |
-21.3% |
157,561 |
|
Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.046 |
100.751 |
99.471 |
|
R3 |
100.366 |
100.071 |
99.284 |
|
R2 |
99.686 |
99.686 |
99.222 |
|
R1 |
99.391 |
99.391 |
99.159 |
99.539 |
PP |
99.006 |
99.006 |
99.006 |
99.079 |
S1 |
98.711 |
98.711 |
99.035 |
98.859 |
S2 |
98.326 |
98.326 |
98.972 |
|
S3 |
97.646 |
98.031 |
98.910 |
|
S4 |
96.966 |
97.351 |
98.723 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.366 |
101.831 |
99.702 |
|
R3 |
101.266 |
100.731 |
99.400 |
|
R2 |
100.166 |
100.166 |
99.299 |
|
R1 |
99.631 |
99.631 |
99.198 |
99.349 |
PP |
99.066 |
99.066 |
99.066 |
98.924 |
S1 |
98.531 |
98.531 |
98.996 |
98.249 |
S2 |
97.966 |
97.966 |
98.895 |
|
S3 |
96.866 |
97.431 |
98.795 |
|
S4 |
95.766 |
96.331 |
98.492 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.600 |
98.500 |
1.100 |
1.1% |
0.620 |
0.6% |
54% |
False |
False |
31,512 |
10 |
99.600 |
96.710 |
2.890 |
2.9% |
0.686 |
0.7% |
83% |
False |
False |
29,968 |
20 |
99.600 |
94.595 |
5.005 |
5.1% |
0.708 |
0.7% |
90% |
False |
False |
31,229 |
40 |
99.600 |
93.830 |
5.770 |
5.8% |
0.686 |
0.7% |
91% |
False |
False |
30,730 |
60 |
99.600 |
92.850 |
6.750 |
6.8% |
0.769 |
0.8% |
93% |
False |
False |
26,195 |
80 |
99.600 |
92.850 |
6.750 |
6.8% |
0.760 |
0.8% |
93% |
False |
False |
19,894 |
100 |
99.600 |
92.850 |
6.750 |
6.8% |
0.765 |
0.8% |
93% |
False |
False |
16,002 |
120 |
99.600 |
92.850 |
6.750 |
6.8% |
0.787 |
0.8% |
93% |
False |
False |
13,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.190 |
2.618 |
101.080 |
1.618 |
100.400 |
1.000 |
99.980 |
0.618 |
99.720 |
HIGH |
99.300 |
0.618 |
99.040 |
0.500 |
98.960 |
0.382 |
98.880 |
LOW |
98.620 |
0.618 |
98.200 |
1.000 |
97.940 |
1.618 |
97.520 |
2.618 |
96.840 |
4.250 |
95.730 |
|
|
Fisher Pivots for day following 13-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
99.051 |
99.047 |
PP |
99.006 |
98.997 |
S1 |
98.960 |
98.948 |
|