ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 17-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
99.060 |
99.475 |
0.415 |
0.4% |
99.375 |
High |
99.545 |
99.835 |
0.290 |
0.3% |
99.600 |
Low |
98.970 |
99.455 |
0.485 |
0.5% |
98.500 |
Close |
99.538 |
99.700 |
0.162 |
0.2% |
99.097 |
Range |
0.575 |
0.380 |
-0.195 |
-33.9% |
1.100 |
ATR |
0.705 |
0.682 |
-0.023 |
-3.3% |
0.000 |
Volume |
31,575 |
27,703 |
-3,872 |
-12.3% |
157,561 |
|
Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.803 |
100.632 |
99.909 |
|
R3 |
100.423 |
100.252 |
99.805 |
|
R2 |
100.043 |
100.043 |
99.770 |
|
R1 |
99.872 |
99.872 |
99.735 |
99.958 |
PP |
99.663 |
99.663 |
99.663 |
99.706 |
S1 |
99.492 |
99.492 |
99.665 |
99.578 |
S2 |
99.283 |
99.283 |
99.630 |
|
S3 |
98.903 |
99.112 |
99.596 |
|
S4 |
98.523 |
98.732 |
99.491 |
|
|
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 |
99.835 |
98.500 |
1.335 |
1.3% |
0.597 |
0.6% |
90% |
True |
False |
33,362 |
10 |
99.835 |
97.300 |
2.535 |
2.5% |
0.676 |
0.7% |
95% |
True |
False |
32,331 |
20 |
99.835 |
94.750 |
5.085 |
5.1% |
0.716 |
0.7% |
97% |
True |
False |
32,402 |
40 |
99.835 |
93.830 |
6.005 |
6.0% |
0.669 |
0.7% |
98% |
True |
False |
30,542 |
60 |
99.835 |
93.830 |
6.005 |
6.0% |
0.729 |
0.7% |
98% |
True |
False |
27,114 |
80 |
99.835 |
92.850 |
6.985 |
7.0% |
0.753 |
0.8% |
98% |
True |
False |
20,617 |
100 |
99.835 |
92.850 |
6.985 |
7.0% |
0.751 |
0.8% |
98% |
True |
False |
16,591 |
120 |
99.835 |
92.850 |
6.985 |
7.0% |
0.786 |
0.8% |
98% |
True |
False |
13,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.450 |
2.618 |
100.830 |
1.618 |
100.450 |
1.000 |
100.215 |
0.618 |
100.070 |
HIGH |
99.835 |
0.618 |
99.690 |
0.500 |
99.645 |
0.382 |
99.600 |
LOW |
99.455 |
0.618 |
99.220 |
1.000 |
99.075 |
1.618 |
98.840 |
2.618 |
98.460 |
4.250 |
97.840 |
|
|
Fisher Pivots for day following 17-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
99.682 |
99.543 |
PP |
99.663 |
99.385 |
S1 |
99.645 |
99.228 |
|