ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 24-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
99.680 |
99.785 |
0.105 |
0.1% |
99.060 |
High |
100.065 |
99.845 |
-0.220 |
-0.2% |
99.965 |
Low |
99.580 |
99.515 |
-0.065 |
-0.1% |
98.795 |
Close |
99.855 |
99.590 |
-0.265 |
-0.3% |
99.624 |
Range |
0.485 |
0.330 |
-0.155 |
-32.0% |
1.170 |
ATR |
0.675 |
0.651 |
-0.024 |
-3.5% |
0.000 |
Volume |
28,296 |
23,234 |
-5,062 |
-17.9% |
161,717 |
|
Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.640 |
100.445 |
99.772 |
|
R3 |
100.310 |
100.115 |
99.681 |
|
R2 |
99.980 |
99.980 |
99.651 |
|
R1 |
99.785 |
99.785 |
99.620 |
99.718 |
PP |
99.650 |
99.650 |
99.650 |
99.616 |
S1 |
99.455 |
99.455 |
99.560 |
99.388 |
S2 |
99.320 |
99.320 |
99.530 |
|
S3 |
98.990 |
99.125 |
99.499 |
|
S4 |
98.660 |
98.795 |
99.409 |
|
|
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% |
0.547 |
0.5% |
63% |
False |
False |
30,793 |
10 |
100.065 |
98.500 |
1.565 |
1.6% |
0.572 |
0.6% |
70% |
False |
False |
32,077 |
20 |
100.065 |
96.510 |
3.555 |
3.6% |
0.661 |
0.7% |
87% |
False |
False |
31,805 |
40 |
100.065 |
93.830 |
6.235 |
6.3% |
0.657 |
0.7% |
92% |
False |
False |
29,619 |
60 |
100.065 |
93.830 |
6.235 |
6.3% |
0.682 |
0.7% |
92% |
False |
False |
29,392 |
80 |
100.065 |
92.850 |
7.215 |
7.2% |
0.742 |
0.7% |
93% |
False |
False |
22,501 |
100 |
100.065 |
92.850 |
7.215 |
7.2% |
0.747 |
0.8% |
93% |
False |
False |
18,116 |
120 |
100.065 |
92.850 |
7.215 |
7.2% |
0.751 |
0.8% |
93% |
False |
False |
15,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.248 |
2.618 |
100.709 |
1.618 |
100.379 |
1.000 |
100.175 |
0.618 |
100.049 |
HIGH |
99.845 |
0.618 |
99.719 |
0.500 |
99.680 |
0.382 |
99.641 |
LOW |
99.515 |
0.618 |
99.311 |
1.000 |
99.185 |
1.618 |
98.981 |
2.618 |
98.651 |
4.250 |
98.113 |
|
|
Fisher Pivots for day following 24-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
99.680 |
99.583 |
PP |
99.650 |
99.577 |
S1 |
99.620 |
99.570 |
|