ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 04-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
100.090 |
98.015 |
-2.075 |
-2.1% |
100.115 |
High |
100.600 |
98.615 |
-1.985 |
-2.0% |
100.600 |
Low |
97.590 |
97.750 |
0.160 |
0.2% |
97.590 |
Close |
97.634 |
98.343 |
0.709 |
0.7% |
98.343 |
Range |
3.010 |
0.865 |
-2.145 |
-71.3% |
3.010 |
ATR |
0.802 |
0.815 |
0.013 |
1.6% |
0.000 |
Volume |
125,217 |
55,178 |
-70,039 |
-55.9% |
267,100 |
|
Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.831 |
100.452 |
98.819 |
|
R3 |
99.966 |
99.587 |
98.581 |
|
R2 |
99.101 |
99.101 |
98.502 |
|
R1 |
98.722 |
98.722 |
98.422 |
98.912 |
PP |
98.236 |
98.236 |
98.236 |
98.331 |
S1 |
97.857 |
97.857 |
98.264 |
98.047 |
S2 |
97.371 |
97.371 |
98.184 |
|
S3 |
96.506 |
96.992 |
98.105 |
|
S4 |
95.641 |
96.127 |
97.867 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.874 |
106.119 |
99.999 |
|
R3 |
104.864 |
103.109 |
99.171 |
|
R2 |
101.854 |
101.854 |
98.895 |
|
R1 |
100.099 |
100.099 |
98.619 |
99.472 |
PP |
98.844 |
98.844 |
98.844 |
98.531 |
S1 |
97.089 |
97.089 |
98.067 |
96.462 |
S2 |
95.834 |
95.834 |
97.791 |
|
S3 |
92.824 |
94.079 |
97.515 |
|
S4 |
89.814 |
91.069 |
96.688 |
|
|
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% |
1.085 |
1.1% |
25% |
False |
False |
53,420 |
10 |
100.600 |
97.590 |
3.010 |
3.1% |
0.829 |
0.8% |
25% |
False |
False |
39,336 |
20 |
100.600 |
97.590 |
3.010 |
3.1% |
0.755 |
0.8% |
25% |
False |
False |
36,591 |
40 |
100.600 |
93.830 |
6.770 |
6.9% |
0.706 |
0.7% |
67% |
False |
False |
32,695 |
60 |
100.600 |
93.830 |
6.770 |
6.9% |
0.713 |
0.7% |
67% |
False |
False |
32,617 |
80 |
100.600 |
92.850 |
7.750 |
7.9% |
0.753 |
0.8% |
71% |
False |
False |
26,316 |
100 |
100.600 |
92.850 |
7.750 |
7.9% |
0.753 |
0.8% |
71% |
False |
False |
21,193 |
120 |
100.600 |
92.850 |
7.750 |
7.9% |
0.759 |
0.8% |
71% |
False |
False |
17,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.291 |
2.618 |
100.880 |
1.618 |
100.015 |
1.000 |
99.480 |
0.618 |
99.150 |
HIGH |
98.615 |
0.618 |
98.285 |
0.500 |
98.183 |
0.382 |
98.080 |
LOW |
97.750 |
0.618 |
97.215 |
1.000 |
96.885 |
1.618 |
96.350 |
2.618 |
95.485 |
4.250 |
94.074 |
|
|
Fisher Pivots for day following 04-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
98.290 |
99.095 |
PP |
98.236 |
98.844 |
S1 |
98.183 |
98.594 |
|