ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 09-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
98.745 |
98.485 |
-0.260 |
-0.3% |
100.115 |
High |
98.765 |
98.510 |
-0.255 |
-0.3% |
100.600 |
Low |
98.355 |
97.210 |
-1.145 |
-1.2% |
97.590 |
Close |
98.468 |
97.334 |
-1.134 |
-1.2% |
98.343 |
Range |
0.410 |
1.300 |
0.890 |
217.1% |
3.010 |
ATR |
0.774 |
0.811 |
0.038 |
4.9% |
0.000 |
Volume |
23,938 |
49,354 |
25,416 |
106.2% |
267,100 |
|
Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.585 |
100.759 |
98.049 |
|
R3 |
100.285 |
99.459 |
97.692 |
|
R2 |
98.985 |
98.985 |
97.572 |
|
R1 |
98.159 |
98.159 |
97.453 |
97.922 |
PP |
97.685 |
97.685 |
97.685 |
97.566 |
S1 |
96.859 |
96.859 |
97.215 |
96.622 |
S2 |
96.385 |
96.385 |
97.096 |
|
S3 |
95.085 |
95.559 |
96.977 |
|
S4 |
93.785 |
94.259 |
96.619 |
|
|
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 |
97.210 |
3.390 |
3.5% |
1.244 |
1.3% |
4% |
False |
True |
56,538 |
10 |
100.600 |
97.210 |
3.390 |
3.5% |
0.919 |
0.9% |
4% |
False |
True |
41,379 |
20 |
100.600 |
97.210 |
3.390 |
3.5% |
0.746 |
0.8% |
4% |
False |
True |
36,728 |
40 |
100.600 |
93.830 |
6.770 |
7.0% |
0.729 |
0.7% |
52% |
False |
False |
33,538 |
60 |
100.600 |
93.830 |
6.770 |
7.0% |
0.724 |
0.7% |
52% |
False |
False |
32,790 |
80 |
100.600 |
92.850 |
7.750 |
8.0% |
0.762 |
0.8% |
58% |
False |
False |
27,511 |
100 |
100.600 |
92.850 |
7.750 |
8.0% |
0.762 |
0.8% |
58% |
False |
False |
22,201 |
120 |
100.600 |
92.850 |
7.750 |
8.0% |
0.764 |
0.8% |
58% |
False |
False |
18,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.035 |
2.618 |
101.913 |
1.618 |
100.613 |
1.000 |
99.810 |
0.618 |
99.313 |
HIGH |
98.510 |
0.618 |
98.013 |
0.500 |
97.860 |
0.382 |
97.707 |
LOW |
97.210 |
0.618 |
96.407 |
1.000 |
95.910 |
1.618 |
95.107 |
2.618 |
93.807 |
4.250 |
91.685 |
|
|
Fisher Pivots for day following 09-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
97.860 |
98.058 |
PP |
97.685 |
97.816 |
S1 |
97.509 |
97.575 |
|