ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 10-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
98.485 |
97.365 |
-1.120 |
-1.1% |
100.115 |
High |
98.510 |
97.980 |
-0.530 |
-0.5% |
100.600 |
Low |
97.210 |
97.365 |
0.155 |
0.2% |
97.590 |
Close |
97.334 |
97.960 |
0.626 |
0.6% |
98.343 |
Range |
1.300 |
0.615 |
-0.685 |
-52.7% |
3.010 |
ATR |
0.811 |
0.800 |
-0.012 |
-1.5% |
0.000 |
Volume |
49,354 |
39,189 |
-10,165 |
-20.6% |
267,100 |
|
Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.613 |
99.402 |
98.298 |
|
R3 |
98.998 |
98.787 |
98.129 |
|
R2 |
98.383 |
98.383 |
98.073 |
|
R1 |
98.172 |
98.172 |
98.016 |
98.278 |
PP |
97.768 |
97.768 |
97.768 |
97.821 |
S1 |
97.557 |
97.557 |
97.904 |
97.663 |
S2 |
97.153 |
97.153 |
97.847 |
|
S3 |
96.538 |
96.942 |
97.791 |
|
S4 |
95.923 |
96.327 |
97.622 |
|
|
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 |
98.905 |
97.210 |
1.695 |
1.7% |
0.765 |
0.8% |
44% |
False |
False |
39,332 |
10 |
100.600 |
97.210 |
3.390 |
3.5% |
0.894 |
0.9% |
22% |
False |
False |
42,271 |
20 |
100.600 |
97.210 |
3.390 |
3.5% |
0.754 |
0.8% |
22% |
False |
False |
37,290 |
40 |
100.600 |
93.830 |
6.770 |
6.9% |
0.721 |
0.7% |
61% |
False |
False |
33,617 |
60 |
100.600 |
93.830 |
6.770 |
6.9% |
0.722 |
0.7% |
61% |
False |
False |
32,997 |
80 |
100.600 |
92.850 |
7.750 |
7.9% |
0.766 |
0.8% |
66% |
False |
False |
27,992 |
100 |
100.600 |
92.850 |
7.750 |
7.9% |
0.758 |
0.8% |
66% |
False |
False |
22,589 |
120 |
100.600 |
92.850 |
7.750 |
7.9% |
0.758 |
0.8% |
66% |
False |
False |
18,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.594 |
2.618 |
99.590 |
1.618 |
98.975 |
1.000 |
98.595 |
0.618 |
98.360 |
HIGH |
97.980 |
0.618 |
97.745 |
0.500 |
97.673 |
0.382 |
97.600 |
LOW |
97.365 |
0.618 |
96.985 |
1.000 |
96.750 |
1.618 |
96.370 |
2.618 |
95.755 |
4.250 |
94.751 |
|
|
Fisher Pivots for day following 10-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
97.864 |
97.988 |
PP |
97.768 |
97.978 |
S1 |
97.673 |
97.969 |
|