ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 23-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
99.180 |
99.680 |
0.500 |
0.5% |
99.060 |
High |
99.705 |
100.065 |
0.360 |
0.4% |
99.965 |
Low |
99.075 |
99.580 |
0.505 |
0.5% |
98.795 |
Close |
99.624 |
99.855 |
0.231 |
0.2% |
99.624 |
Range |
0.630 |
0.485 |
-0.145 |
-23.0% |
1.170 |
ATR |
0.689 |
0.675 |
-0.015 |
-2.1% |
0.000 |
Volume |
30,327 |
28,296 |
-2,031 |
-6.7% |
161,717 |
|
Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.288 |
101.057 |
100.122 |
|
R3 |
100.803 |
100.572 |
99.988 |
|
R2 |
100.318 |
100.318 |
99.944 |
|
R1 |
100.087 |
100.087 |
99.899 |
100.203 |
PP |
99.833 |
99.833 |
99.833 |
99.891 |
S1 |
99.602 |
99.602 |
99.811 |
99.718 |
S2 |
99.348 |
99.348 |
99.766 |
|
S3 |
98.863 |
99.117 |
99.722 |
|
S4 |
98.378 |
98.632 |
99.588 |
|
|
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 |
100.065 |
98.795 |
1.270 |
1.3% |
0.557 |
0.6% |
83% |
True |
False |
31,687 |
10 |
100.065 |
98.500 |
1.565 |
1.6% |
0.594 |
0.6% |
87% |
True |
False |
32,096 |
20 |
100.065 |
96.510 |
3.555 |
3.6% |
0.666 |
0.7% |
94% |
True |
False |
32,003 |
40 |
100.065 |
93.830 |
6.235 |
6.2% |
0.663 |
0.7% |
97% |
True |
False |
29,743 |
60 |
100.065 |
93.830 |
6.235 |
6.2% |
0.687 |
0.7% |
97% |
True |
False |
29,039 |
80 |
100.065 |
92.850 |
7.215 |
7.2% |
0.743 |
0.7% |
97% |
True |
False |
22,225 |
100 |
100.065 |
92.850 |
7.215 |
7.2% |
0.750 |
0.8% |
97% |
True |
False |
17,884 |
120 |
100.065 |
92.850 |
7.215 |
7.2% |
0.759 |
0.8% |
97% |
True |
False |
14,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.126 |
2.618 |
101.335 |
1.618 |
100.850 |
1.000 |
100.550 |
0.618 |
100.365 |
HIGH |
100.065 |
0.618 |
99.880 |
0.500 |
99.823 |
0.382 |
99.765 |
LOW |
99.580 |
0.618 |
99.280 |
1.000 |
99.095 |
1.618 |
98.795 |
2.618 |
98.310 |
4.250 |
97.519 |
|
|
Fisher Pivots for day following 23-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
99.844 |
99.713 |
PP |
99.833 |
99.572 |
S1 |
99.823 |
99.430 |
|