ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 19-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
99.755 |
99.470 |
-0.285 |
-0.3% |
99.375 |
High |
99.965 |
99.520 |
-0.445 |
-0.4% |
99.600 |
Low |
99.400 |
98.795 |
-0.605 |
-0.6% |
98.500 |
Close |
99.745 |
99.064 |
-0.681 |
-0.7% |
99.097 |
Range |
0.565 |
0.725 |
0.160 |
28.3% |
1.100 |
ATR |
0.673 |
0.693 |
0.020 |
2.9% |
0.000 |
Volume |
32,851 |
39,261 |
6,410 |
19.5% |
157,561 |
|
Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.301 |
100.908 |
99.463 |
|
R3 |
100.576 |
100.183 |
99.263 |
|
R2 |
99.851 |
99.851 |
99.197 |
|
R1 |
99.458 |
99.458 |
99.130 |
99.292 |
PP |
99.126 |
99.126 |
99.126 |
99.044 |
S1 |
98.733 |
98.733 |
98.998 |
98.567 |
S2 |
98.401 |
98.401 |
98.931 |
|
S3 |
97.676 |
98.008 |
98.865 |
|
S4 |
96.951 |
97.283 |
98.665 |
|
|
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 |
98.620 |
1.345 |
1.4% |
0.585 |
0.6% |
33% |
False |
False |
33,285 |
10 |
99.965 |
98.000 |
1.965 |
2.0% |
0.682 |
0.7% |
54% |
False |
False |
33,847 |
20 |
99.965 |
96.225 |
3.740 |
3.8% |
0.687 |
0.7% |
76% |
False |
False |
32,579 |
40 |
99.965 |
93.830 |
6.135 |
6.2% |
0.666 |
0.7% |
85% |
False |
False |
30,091 |
60 |
99.965 |
93.830 |
6.135 |
6.2% |
0.701 |
0.7% |
85% |
False |
False |
28,148 |
80 |
99.965 |
92.850 |
7.115 |
7.2% |
0.753 |
0.8% |
87% |
False |
False |
21,502 |
100 |
99.965 |
92.850 |
7.115 |
7.2% |
0.747 |
0.8% |
87% |
False |
False |
17,302 |
120 |
99.965 |
92.850 |
7.115 |
7.2% |
0.770 |
0.8% |
87% |
False |
False |
14,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.601 |
2.618 |
101.418 |
1.618 |
100.693 |
1.000 |
100.245 |
0.618 |
99.968 |
HIGH |
99.520 |
0.618 |
99.243 |
0.500 |
99.158 |
0.382 |
99.072 |
LOW |
98.795 |
0.618 |
98.347 |
1.000 |
98.070 |
1.618 |
97.622 |
2.618 |
96.897 |
4.250 |
95.714 |
|
|
Fisher Pivots for day following 19-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
99.158 |
99.380 |
PP |
99.126 |
99.275 |
S1 |
99.095 |
99.169 |
|