ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 16-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
98.645 |
99.060 |
0.415 |
0.4% |
99.375 |
High |
99.300 |
99.545 |
0.245 |
0.2% |
99.600 |
Low |
98.620 |
98.970 |
0.350 |
0.4% |
98.500 |
Close |
99.097 |
99.538 |
0.441 |
0.4% |
99.097 |
Range |
0.680 |
0.575 |
-0.105 |
-15.4% |
1.100 |
ATR |
0.715 |
0.705 |
-0.010 |
-1.4% |
0.000 |
Volume |
35,039 |
31,575 |
-3,464 |
-9.9% |
157,561 |
|
Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.076 |
100.882 |
99.854 |
|
R3 |
100.501 |
100.307 |
99.696 |
|
R2 |
99.926 |
99.926 |
99.643 |
|
R1 |
99.732 |
99.732 |
99.591 |
99.829 |
PP |
99.351 |
99.351 |
99.351 |
99.400 |
S1 |
99.157 |
99.157 |
99.485 |
99.254 |
S2 |
98.776 |
98.776 |
99.433 |
|
S3 |
98.201 |
98.582 |
99.380 |
|
S4 |
97.626 |
98.007 |
99.222 |
|
|
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% |
0.631 |
0.6% |
94% |
False |
False |
32,506 |
10 |
99.600 |
96.845 |
2.755 |
2.8% |
0.711 |
0.7% |
98% |
False |
False |
31,467 |
20 |
99.600 |
94.630 |
4.970 |
5.0% |
0.715 |
0.7% |
99% |
False |
False |
31,852 |
40 |
99.600 |
93.830 |
5.770 |
5.8% |
0.677 |
0.7% |
99% |
False |
False |
30,607 |
60 |
99.600 |
92.850 |
6.750 |
6.8% |
0.763 |
0.8% |
99% |
False |
False |
26,690 |
80 |
99.600 |
92.850 |
6.750 |
6.8% |
0.761 |
0.8% |
99% |
False |
False |
20,276 |
100 |
99.600 |
92.850 |
6.750 |
6.8% |
0.765 |
0.8% |
99% |
False |
False |
16,316 |
120 |
99.600 |
92.850 |
6.750 |
6.8% |
0.789 |
0.8% |
99% |
False |
False |
13,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.989 |
2.618 |
101.050 |
1.618 |
100.475 |
1.000 |
100.120 |
0.618 |
99.900 |
HIGH |
99.545 |
0.618 |
99.325 |
0.500 |
99.258 |
0.382 |
99.190 |
LOW |
98.970 |
0.618 |
98.615 |
1.000 |
98.395 |
1.618 |
98.040 |
2.618 |
97.465 |
4.250 |
96.526 |
|
|
Fisher Pivots for day following 16-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
99.445 |
99.366 |
PP |
99.351 |
99.194 |
S1 |
99.258 |
99.023 |
|