ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 01-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
100.115 |
100.250 |
0.135 |
0.1% |
99.680 |
High |
100.360 |
100.255 |
-0.105 |
-0.1% |
100.255 |
Low |
100.020 |
99.755 |
-0.265 |
-0.3% |
99.365 |
Close |
100.210 |
99.840 |
-0.370 |
-0.4% |
100.073 |
Range |
0.340 |
0.500 |
0.160 |
47.1% |
0.890 |
ATR |
0.636 |
0.626 |
-0.010 |
-1.5% |
0.000 |
Volume |
22,096 |
26,914 |
4,818 |
21.8% |
95,933 |
|
Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.450 |
101.145 |
100.115 |
|
R3 |
100.950 |
100.645 |
99.978 |
|
R2 |
100.450 |
100.450 |
99.932 |
|
R1 |
100.145 |
100.145 |
99.886 |
100.048 |
PP |
99.950 |
99.950 |
99.950 |
99.901 |
S1 |
99.645 |
99.645 |
99.794 |
99.548 |
S2 |
99.450 |
99.450 |
99.748 |
|
S3 |
98.950 |
99.145 |
99.703 |
|
S4 |
98.450 |
98.645 |
99.565 |
|
|
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% |
0.518 |
0.5% |
48% |
False |
False |
23,329 |
10 |
100.360 |
98.795 |
1.565 |
1.6% |
0.538 |
0.5% |
67% |
False |
False |
27,508 |
20 |
100.360 |
96.845 |
3.515 |
3.5% |
0.624 |
0.6% |
85% |
False |
False |
29,487 |
40 |
100.360 |
93.830 |
6.530 |
6.5% |
0.637 |
0.6% |
92% |
False |
False |
28,980 |
60 |
100.360 |
93.830 |
6.530 |
6.5% |
0.668 |
0.7% |
92% |
False |
False |
30,702 |
80 |
100.360 |
92.850 |
7.510 |
7.5% |
0.733 |
0.7% |
93% |
False |
False |
23,637 |
100 |
100.360 |
92.850 |
7.510 |
7.5% |
0.735 |
0.7% |
93% |
False |
False |
19,030 |
120 |
100.360 |
92.850 |
7.510 |
7.5% |
0.741 |
0.7% |
93% |
False |
False |
15,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.380 |
2.618 |
101.564 |
1.618 |
101.064 |
1.000 |
100.755 |
0.618 |
100.564 |
HIGH |
100.255 |
0.618 |
100.064 |
0.500 |
100.005 |
0.382 |
99.946 |
LOW |
99.755 |
0.618 |
99.446 |
1.000 |
99.255 |
1.618 |
98.946 |
2.618 |
98.446 |
4.250 |
97.630 |
|
|
Fisher Pivots for day following 01-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
100.005 |
100.030 |
PP |
99.950 |
99.967 |
S1 |
99.895 |
99.903 |
|