ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 27-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
99.610 |
99.930 |
0.320 |
0.3% |
99.680 |
High |
100.230 |
100.255 |
0.025 |
0.0% |
100.255 |
Low |
99.365 |
99.700 |
0.335 |
0.3% |
99.365 |
Close |
99.830 |
100.073 |
0.243 |
0.2% |
100.073 |
Range |
0.865 |
0.555 |
-0.310 |
-35.8% |
0.890 |
ATR |
0.666 |
0.658 |
-0.008 |
-1.2% |
0.000 |
Volume |
30,269 |
14,134 |
-16,135 |
-53.3% |
95,933 |
|
Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.674 |
101.429 |
100.378 |
|
R3 |
101.119 |
100.874 |
100.226 |
|
R2 |
100.564 |
100.564 |
100.175 |
|
R1 |
100.319 |
100.319 |
100.124 |
100.442 |
PP |
100.009 |
100.009 |
100.009 |
100.071 |
S1 |
99.764 |
99.764 |
100.022 |
99.887 |
S2 |
99.454 |
99.454 |
99.971 |
|
S3 |
98.899 |
99.209 |
99.920 |
|
S4 |
98.344 |
98.654 |
99.768 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.568 |
102.210 |
100.563 |
|
R3 |
101.678 |
101.320 |
100.318 |
|
R2 |
100.788 |
100.788 |
100.236 |
|
R1 |
100.430 |
100.430 |
100.155 |
100.609 |
PP |
99.898 |
99.898 |
99.898 |
99.987 |
S1 |
99.540 |
99.540 |
99.991 |
99.719 |
S2 |
99.008 |
99.008 |
99.910 |
|
S3 |
98.118 |
98.650 |
99.828 |
|
S4 |
97.228 |
97.760 |
99.584 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.255 |
99.075 |
1.180 |
1.2% |
0.573 |
0.6% |
85% |
True |
False |
25,252 |
10 |
100.255 |
98.620 |
1.635 |
1.6% |
0.579 |
0.6% |
89% |
True |
False |
29,268 |
20 |
100.255 |
96.650 |
3.605 |
3.6% |
0.638 |
0.6% |
95% |
True |
False |
29,925 |
40 |
100.255 |
93.830 |
6.425 |
6.4% |
0.665 |
0.7% |
97% |
True |
False |
29,616 |
60 |
100.255 |
93.830 |
6.425 |
6.4% |
0.686 |
0.7% |
97% |
True |
False |
30,043 |
80 |
100.255 |
92.850 |
7.405 |
7.4% |
0.743 |
0.7% |
98% |
True |
False |
23,042 |
100 |
100.255 |
92.850 |
7.405 |
7.4% |
0.744 |
0.7% |
98% |
True |
False |
18,549 |
120 |
100.255 |
92.850 |
7.405 |
7.4% |
0.749 |
0.7% |
98% |
True |
False |
15,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.614 |
2.618 |
101.708 |
1.618 |
101.153 |
1.000 |
100.810 |
0.618 |
100.598 |
HIGH |
100.255 |
0.618 |
100.043 |
0.500 |
99.978 |
0.382 |
99.912 |
LOW |
99.700 |
0.618 |
99.357 |
1.000 |
99.145 |
1.618 |
98.802 |
2.618 |
98.247 |
4.250 |
97.341 |
|
|
Fisher Pivots for day following 27-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
100.041 |
99.985 |
PP |
100.009 |
99.898 |
S1 |
99.978 |
99.810 |
|