ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 20-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
99.470 |
99.180 |
-0.290 |
-0.3% |
99.060 |
High |
99.520 |
99.705 |
0.185 |
0.2% |
99.965 |
Low |
98.795 |
99.075 |
0.280 |
0.3% |
98.795 |
Close |
99.064 |
99.624 |
0.560 |
0.6% |
99.624 |
Range |
0.725 |
0.630 |
-0.095 |
-13.1% |
1.170 |
ATR |
0.693 |
0.689 |
-0.004 |
-0.5% |
0.000 |
Volume |
39,261 |
30,327 |
-8,934 |
-22.8% |
161,717 |
|
Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.358 |
101.121 |
99.971 |
|
R3 |
100.728 |
100.491 |
99.797 |
|
R2 |
100.098 |
100.098 |
99.740 |
|
R1 |
99.861 |
99.861 |
99.682 |
99.980 |
PP |
99.468 |
99.468 |
99.468 |
99.527 |
S1 |
99.231 |
99.231 |
99.566 |
99.350 |
S2 |
98.838 |
98.838 |
99.509 |
|
S3 |
98.208 |
98.601 |
99.451 |
|
S4 |
97.578 |
97.971 |
99.278 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.971 |
102.468 |
100.268 |
|
R3 |
101.801 |
101.298 |
99.946 |
|
R2 |
100.631 |
100.631 |
99.839 |
|
R1 |
100.128 |
100.128 |
99.731 |
100.380 |
PP |
99.461 |
99.461 |
99.461 |
99.587 |
S1 |
98.958 |
98.958 |
99.517 |
99.210 |
S2 |
98.291 |
98.291 |
99.410 |
|
S3 |
97.121 |
97.788 |
99.302 |
|
S4 |
95.951 |
96.618 |
98.981 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.965 |
98.795 |
1.170 |
1.2% |
0.575 |
0.6% |
71% |
False |
False |
32,343 |
10 |
99.965 |
98.500 |
1.465 |
1.5% |
0.598 |
0.6% |
77% |
False |
False |
31,927 |
20 |
99.965 |
96.510 |
3.455 |
3.5% |
0.665 |
0.7% |
90% |
False |
False |
31,793 |
40 |
99.965 |
93.830 |
6.135 |
6.2% |
0.667 |
0.7% |
94% |
False |
False |
29,752 |
60 |
99.965 |
93.830 |
6.135 |
6.2% |
0.694 |
0.7% |
94% |
False |
False |
28,609 |
80 |
99.965 |
92.850 |
7.115 |
7.1% |
0.754 |
0.8% |
95% |
False |
False |
21,876 |
100 |
99.965 |
92.850 |
7.115 |
7.1% |
0.747 |
0.8% |
95% |
False |
False |
17,602 |
120 |
99.965 |
92.850 |
7.115 |
7.1% |
0.767 |
0.8% |
95% |
False |
False |
14,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.383 |
2.618 |
101.354 |
1.618 |
100.724 |
1.000 |
100.335 |
0.618 |
100.094 |
HIGH |
99.705 |
0.618 |
99.464 |
0.500 |
99.390 |
0.382 |
99.316 |
LOW |
99.075 |
0.618 |
98.686 |
1.000 |
98.445 |
1.618 |
98.056 |
2.618 |
97.426 |
4.250 |
96.398 |
|
|
Fisher Pivots for day following 20-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
99.546 |
99.543 |
PP |
99.468 |
99.461 |
S1 |
99.390 |
99.380 |
|