ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 02-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
100.250 |
99.870 |
-0.380 |
-0.4% |
99.680 |
High |
100.255 |
100.545 |
0.290 |
0.3% |
100.255 |
Low |
99.755 |
99.835 |
0.080 |
0.1% |
99.365 |
Close |
99.840 |
100.020 |
0.180 |
0.2% |
100.073 |
Range |
0.500 |
0.710 |
0.210 |
42.0% |
0.890 |
ATR |
0.626 |
0.632 |
0.006 |
1.0% |
0.000 |
Volume |
26,914 |
37,695 |
10,781 |
40.1% |
95,933 |
|
Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.263 |
101.852 |
100.411 |
|
R3 |
101.553 |
101.142 |
100.215 |
|
R2 |
100.843 |
100.843 |
100.150 |
|
R1 |
100.432 |
100.432 |
100.085 |
100.638 |
PP |
100.133 |
100.133 |
100.133 |
100.236 |
S1 |
99.722 |
99.722 |
99.955 |
99.928 |
S2 |
99.423 |
99.423 |
99.890 |
|
S3 |
98.713 |
99.012 |
99.825 |
|
S4 |
98.003 |
98.302 |
99.630 |
|
|
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 |
100.545 |
99.365 |
1.180 |
1.2% |
0.594 |
0.6% |
56% |
True |
False |
26,221 |
10 |
100.545 |
98.795 |
1.750 |
1.7% |
0.571 |
0.6% |
70% |
True |
False |
28,507 |
20 |
100.545 |
97.300 |
3.245 |
3.2% |
0.623 |
0.6% |
84% |
True |
False |
30,419 |
40 |
100.545 |
93.830 |
6.715 |
6.7% |
0.635 |
0.6% |
92% |
True |
False |
29,442 |
60 |
100.545 |
93.830 |
6.715 |
6.7% |
0.671 |
0.7% |
92% |
True |
False |
31,151 |
80 |
100.545 |
92.850 |
7.695 |
7.7% |
0.731 |
0.7% |
93% |
True |
False |
24,095 |
100 |
100.545 |
92.850 |
7.695 |
7.7% |
0.730 |
0.7% |
93% |
True |
False |
19,400 |
120 |
100.545 |
92.850 |
7.695 |
7.7% |
0.742 |
0.7% |
93% |
True |
False |
16,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.563 |
2.618 |
102.404 |
1.618 |
101.694 |
1.000 |
101.255 |
0.618 |
100.984 |
HIGH |
100.545 |
0.618 |
100.274 |
0.500 |
100.190 |
0.382 |
100.106 |
LOW |
99.835 |
0.618 |
99.396 |
1.000 |
99.125 |
1.618 |
98.686 |
2.618 |
97.976 |
4.250 |
96.818 |
|
|
Fisher Pivots for day following 02-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
100.190 |
100.150 |
PP |
100.133 |
100.107 |
S1 |
100.077 |
100.063 |
|