ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 08-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
98.330 |
98.745 |
0.415 |
0.4% |
100.115 |
High |
98.905 |
98.765 |
-0.140 |
-0.1% |
100.600 |
Low |
98.270 |
98.355 |
0.085 |
0.1% |
97.590 |
Close |
98.669 |
98.468 |
-0.201 |
-0.2% |
98.343 |
Range |
0.635 |
0.410 |
-0.225 |
-35.4% |
3.010 |
ATR |
0.802 |
0.774 |
-0.028 |
-3.5% |
0.000 |
Volume |
29,004 |
23,938 |
-5,066 |
-17.5% |
267,100 |
|
Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.759 |
99.524 |
98.694 |
|
R3 |
99.349 |
99.114 |
98.581 |
|
R2 |
98.939 |
98.939 |
98.543 |
|
R1 |
98.704 |
98.704 |
98.506 |
98.617 |
PP |
98.529 |
98.529 |
98.529 |
98.486 |
S1 |
98.294 |
98.294 |
98.430 |
98.207 |
S2 |
98.119 |
98.119 |
98.393 |
|
S3 |
97.709 |
97.884 |
98.355 |
|
S4 |
97.299 |
97.474 |
98.243 |
|
|
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% |
1.126 |
1.1% |
29% |
False |
False |
54,206 |
10 |
100.600 |
97.590 |
3.010 |
3.1% |
0.822 |
0.8% |
29% |
False |
False |
38,767 |
20 |
100.600 |
97.590 |
3.010 |
3.1% |
0.708 |
0.7% |
29% |
False |
False |
35,432 |
40 |
100.600 |
93.830 |
6.770 |
6.9% |
0.708 |
0.7% |
69% |
False |
False |
32,835 |
60 |
100.600 |
93.830 |
6.770 |
6.9% |
0.711 |
0.7% |
69% |
False |
False |
32,340 |
80 |
100.600 |
92.850 |
7.750 |
7.9% |
0.751 |
0.8% |
72% |
False |
False |
26,934 |
100 |
100.600 |
92.850 |
7.750 |
7.9% |
0.753 |
0.8% |
72% |
False |
False |
21,711 |
120 |
100.600 |
92.850 |
7.750 |
7.9% |
0.758 |
0.8% |
72% |
False |
False |
18,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.508 |
2.618 |
99.838 |
1.618 |
99.428 |
1.000 |
99.175 |
0.618 |
99.018 |
HIGH |
98.765 |
0.618 |
98.608 |
0.500 |
98.560 |
0.382 |
98.512 |
LOW |
98.355 |
0.618 |
98.102 |
1.000 |
97.945 |
1.618 |
97.692 |
2.618 |
97.282 |
4.250 |
96.613 |
|
|
Fisher Pivots for day following 08-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
98.560 |
98.421 |
PP |
98.529 |
98.374 |
S1 |
98.499 |
98.328 |
|