ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 30-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
99.930 |
100.115 |
0.185 |
0.2% |
99.680 |
High |
100.255 |
100.360 |
0.105 |
0.1% |
100.255 |
Low |
99.700 |
100.020 |
0.320 |
0.3% |
99.365 |
Close |
100.073 |
100.210 |
0.137 |
0.1% |
100.073 |
Range |
0.555 |
0.340 |
-0.215 |
-38.7% |
0.890 |
ATR |
0.658 |
0.636 |
-0.023 |
-3.5% |
0.000 |
Volume |
14,134 |
22,096 |
7,962 |
56.3% |
95,933 |
|
Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.217 |
101.053 |
100.397 |
|
R3 |
100.877 |
100.713 |
100.304 |
|
R2 |
100.537 |
100.537 |
100.272 |
|
R1 |
100.373 |
100.373 |
100.241 |
100.455 |
PP |
100.197 |
100.197 |
100.197 |
100.238 |
S1 |
100.033 |
100.033 |
100.179 |
100.115 |
S2 |
99.857 |
99.857 |
100.148 |
|
S3 |
99.517 |
99.693 |
100.117 |
|
S4 |
99.177 |
99.353 |
100.023 |
|
|
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 |
100.360 |
99.365 |
0.995 |
1.0% |
0.515 |
0.5% |
85% |
True |
False |
23,605 |
10 |
100.360 |
98.795 |
1.565 |
1.6% |
0.545 |
0.5% |
90% |
True |
False |
27,974 |
20 |
100.360 |
96.710 |
3.650 |
3.6% |
0.616 |
0.6% |
96% |
True |
False |
28,971 |
40 |
100.360 |
93.830 |
6.530 |
6.5% |
0.643 |
0.6% |
98% |
True |
False |
28,906 |
60 |
100.360 |
93.830 |
6.530 |
6.5% |
0.677 |
0.7% |
98% |
True |
False |
30,343 |
80 |
100.360 |
92.850 |
7.510 |
7.5% |
0.741 |
0.7% |
98% |
True |
False |
23,308 |
100 |
100.360 |
92.850 |
7.510 |
7.5% |
0.740 |
0.7% |
98% |
True |
False |
18,763 |
120 |
100.360 |
92.850 |
7.510 |
7.5% |
0.744 |
0.7% |
98% |
True |
False |
15,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.805 |
2.618 |
101.250 |
1.618 |
100.910 |
1.000 |
100.700 |
0.618 |
100.570 |
HIGH |
100.360 |
0.618 |
100.230 |
0.500 |
100.190 |
0.382 |
100.150 |
LOW |
100.020 |
0.618 |
99.810 |
1.000 |
99.680 |
1.618 |
99.470 |
2.618 |
99.130 |
4.250 |
98.575 |
|
|
Fisher Pivots for day following 30-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
100.203 |
100.094 |
PP |
100.197 |
99.978 |
S1 |
100.190 |
99.863 |
|