ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 03-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
99.870 |
100.090 |
0.220 |
0.2% |
99.680 |
High |
100.545 |
100.600 |
0.055 |
0.1% |
100.255 |
Low |
99.835 |
97.590 |
-2.245 |
-2.2% |
99.365 |
Close |
100.020 |
97.634 |
-2.386 |
-2.4% |
100.073 |
Range |
0.710 |
3.010 |
2.300 |
323.9% |
0.890 |
ATR |
0.632 |
0.802 |
0.170 |
26.9% |
0.000 |
Volume |
37,695 |
125,217 |
87,522 |
232.2% |
95,933 |
|
Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.638 |
105.646 |
99.290 |
|
R3 |
104.628 |
102.636 |
98.462 |
|
R2 |
101.618 |
101.618 |
98.186 |
|
R1 |
99.626 |
99.626 |
97.910 |
99.117 |
PP |
98.608 |
98.608 |
98.608 |
98.354 |
S1 |
96.616 |
96.616 |
97.358 |
96.107 |
S2 |
95.598 |
95.598 |
97.082 |
|
S3 |
92.588 |
93.606 |
96.806 |
|
S4 |
89.578 |
90.596 |
95.979 |
|
|
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 |
100.600 |
97.590 |
3.010 |
3.1% |
1.023 |
1.0% |
1% |
True |
True |
45,211 |
10 |
100.600 |
97.590 |
3.010 |
3.1% |
0.815 |
0.8% |
1% |
True |
True |
37,744 |
20 |
100.600 |
97.590 |
3.010 |
3.1% |
0.731 |
0.7% |
1% |
True |
True |
35,184 |
40 |
100.600 |
93.830 |
6.770 |
6.9% |
0.701 |
0.7% |
56% |
True |
False |
32,029 |
60 |
100.600 |
93.830 |
6.770 |
6.9% |
0.713 |
0.7% |
56% |
True |
False |
32,640 |
80 |
100.600 |
92.850 |
7.750 |
7.9% |
0.760 |
0.8% |
62% |
True |
False |
25,644 |
100 |
100.600 |
92.850 |
7.750 |
7.9% |
0.752 |
0.8% |
62% |
True |
False |
20,646 |
120 |
100.600 |
92.850 |
7.750 |
7.9% |
0.761 |
0.8% |
62% |
True |
False |
17,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.393 |
2.618 |
108.480 |
1.618 |
105.470 |
1.000 |
103.610 |
0.618 |
102.460 |
HIGH |
100.600 |
0.618 |
99.450 |
0.500 |
99.095 |
0.382 |
98.740 |
LOW |
97.590 |
0.618 |
95.730 |
1.000 |
94.580 |
1.618 |
92.720 |
2.618 |
89.710 |
4.250 |
84.798 |
|
|
Fisher Pivots for day following 03-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
99.095 |
99.095 |
PP |
98.608 |
98.608 |
S1 |
98.121 |
98.121 |
|