ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 07-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
98.015 |
98.330 |
0.315 |
0.3% |
100.115 |
High |
98.615 |
98.905 |
0.290 |
0.3% |
100.600 |
Low |
97.750 |
98.270 |
0.520 |
0.5% |
97.590 |
Close |
98.343 |
98.669 |
0.326 |
0.3% |
98.343 |
Range |
0.865 |
0.635 |
-0.230 |
-26.6% |
3.010 |
ATR |
0.815 |
0.802 |
-0.013 |
-1.6% |
0.000 |
Volume |
55,178 |
29,004 |
-26,174 |
-47.4% |
267,100 |
|
Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.520 |
100.229 |
99.018 |
|
R3 |
99.885 |
99.594 |
98.844 |
|
R2 |
99.250 |
99.250 |
98.785 |
|
R1 |
98.959 |
98.959 |
98.727 |
99.105 |
PP |
98.615 |
98.615 |
98.615 |
98.687 |
S1 |
98.324 |
98.324 |
98.611 |
98.470 |
S2 |
97.980 |
97.980 |
98.553 |
|
S3 |
97.345 |
97.689 |
98.494 |
|
S4 |
96.710 |
97.054 |
98.320 |
|
|
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% |
1.144 |
1.2% |
36% |
False |
False |
54,801 |
10 |
100.600 |
97.590 |
3.010 |
3.1% |
0.830 |
0.8% |
36% |
False |
False |
39,203 |
20 |
100.600 |
97.590 |
3.010 |
3.1% |
0.714 |
0.7% |
36% |
False |
False |
35,565 |
40 |
100.600 |
93.830 |
6.770 |
6.9% |
0.705 |
0.7% |
71% |
False |
False |
32,626 |
60 |
100.600 |
93.830 |
6.770 |
6.9% |
0.714 |
0.7% |
71% |
False |
False |
32,278 |
80 |
100.600 |
92.850 |
7.750 |
7.9% |
0.753 |
0.8% |
75% |
False |
False |
26,646 |
100 |
100.600 |
92.850 |
7.750 |
7.9% |
0.754 |
0.8% |
75% |
False |
False |
21,479 |
120 |
100.600 |
92.850 |
7.750 |
7.9% |
0.758 |
0.8% |
75% |
False |
False |
17,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.604 |
2.618 |
100.567 |
1.618 |
99.932 |
1.000 |
99.540 |
0.618 |
99.297 |
HIGH |
98.905 |
0.618 |
98.662 |
0.500 |
98.588 |
0.382 |
98.513 |
LOW |
98.270 |
0.618 |
97.878 |
1.000 |
97.635 |
1.618 |
97.243 |
2.618 |
96.608 |
4.250 |
95.571 |
|
|
Fisher Pivots for day following 07-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
98.642 |
99.095 |
PP |
98.615 |
98.953 |
S1 |
98.588 |
98.811 |
|