ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 18-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
99.475 |
99.755 |
0.280 |
0.3% |
99.375 |
High |
99.835 |
99.965 |
0.130 |
0.1% |
99.600 |
Low |
99.455 |
99.400 |
-0.055 |
-0.1% |
98.500 |
Close |
99.700 |
99.745 |
0.045 |
0.0% |
99.097 |
Range |
0.380 |
0.565 |
0.185 |
48.7% |
1.100 |
ATR |
0.682 |
0.673 |
-0.008 |
-1.2% |
0.000 |
Volume |
27,703 |
32,851 |
5,148 |
18.6% |
157,561 |
|
Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.398 |
101.137 |
100.056 |
|
R3 |
100.833 |
100.572 |
99.900 |
|
R2 |
100.268 |
100.268 |
99.849 |
|
R1 |
100.007 |
100.007 |
99.797 |
99.855 |
PP |
99.703 |
99.703 |
99.703 |
99.628 |
S1 |
99.442 |
99.442 |
99.693 |
99.290 |
S2 |
99.138 |
99.138 |
99.641 |
|
S3 |
98.573 |
98.877 |
99.590 |
|
S4 |
98.008 |
98.312 |
99.434 |
|
|
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 |
99.965 |
98.500 |
1.465 |
1.5% |
0.619 |
0.6% |
85% |
True |
False |
34,341 |
10 |
99.965 |
97.855 |
2.110 |
2.1% |
0.648 |
0.6% |
90% |
True |
False |
32,625 |
20 |
99.965 |
94.985 |
4.980 |
5.0% |
0.727 |
0.7% |
96% |
True |
False |
33,238 |
40 |
99.965 |
93.830 |
6.135 |
6.2% |
0.670 |
0.7% |
96% |
True |
False |
30,348 |
60 |
99.965 |
93.830 |
6.135 |
6.2% |
0.718 |
0.7% |
96% |
True |
False |
27,543 |
80 |
99.965 |
92.850 |
7.115 |
7.1% |
0.754 |
0.8% |
97% |
True |
False |
21,016 |
100 |
99.965 |
92.850 |
7.115 |
7.1% |
0.748 |
0.8% |
97% |
True |
False |
16,911 |
120 |
99.965 |
92.850 |
7.115 |
7.1% |
0.774 |
0.8% |
97% |
True |
False |
14,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.366 |
2.618 |
101.444 |
1.618 |
100.879 |
1.000 |
100.530 |
0.618 |
100.314 |
HIGH |
99.965 |
0.618 |
99.749 |
0.500 |
99.683 |
0.382 |
99.616 |
LOW |
99.400 |
0.618 |
99.051 |
1.000 |
98.835 |
1.618 |
98.486 |
2.618 |
97.921 |
4.250 |
96.999 |
|
|
Fisher Pivots for day following 18-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
99.724 |
99.653 |
PP |
99.703 |
99.560 |
S1 |
99.683 |
99.468 |
|