ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 11-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
97.365 |
97.980 |
0.615 |
0.6% |
98.330 |
High |
97.980 |
98.195 |
0.215 |
0.2% |
98.905 |
Low |
97.365 |
97.325 |
-0.040 |
0.0% |
97.210 |
Close |
97.960 |
97.551 |
-0.409 |
-0.4% |
97.551 |
Range |
0.615 |
0.870 |
0.255 |
41.5% |
1.695 |
ATR |
0.800 |
0.805 |
0.005 |
0.6% |
0.000 |
Volume |
39,189 |
14,989 |
-24,200 |
-61.8% |
156,474 |
|
Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.300 |
99.796 |
98.030 |
|
R3 |
99.430 |
98.926 |
97.790 |
|
R2 |
98.560 |
98.560 |
97.711 |
|
R1 |
98.056 |
98.056 |
97.631 |
97.873 |
PP |
97.690 |
97.690 |
97.690 |
97.599 |
S1 |
97.186 |
97.186 |
97.471 |
97.003 |
S2 |
96.820 |
96.820 |
97.392 |
|
S3 |
95.950 |
96.316 |
97.312 |
|
S4 |
95.080 |
95.446 |
97.073 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.974 |
101.957 |
98.483 |
|
R3 |
101.279 |
100.262 |
98.017 |
|
R2 |
99.584 |
99.584 |
97.862 |
|
R1 |
98.567 |
98.567 |
97.706 |
98.228 |
PP |
97.889 |
97.889 |
97.889 |
97.719 |
S1 |
96.872 |
96.872 |
97.396 |
96.533 |
S2 |
96.194 |
96.194 |
97.240 |
|
S3 |
94.499 |
95.177 |
97.085 |
|
S4 |
92.804 |
93.482 |
96.619 |
|
|
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% |
0.766 |
0.8% |
20% |
False |
False |
31,294 |
10 |
100.600 |
97.210 |
3.390 |
3.5% |
0.926 |
0.9% |
10% |
False |
False |
42,357 |
20 |
100.600 |
97.210 |
3.390 |
3.5% |
0.752 |
0.8% |
10% |
False |
False |
35,813 |
40 |
100.600 |
94.415 |
6.185 |
6.3% |
0.723 |
0.7% |
51% |
False |
False |
33,158 |
60 |
100.600 |
93.830 |
6.770 |
6.9% |
0.719 |
0.7% |
55% |
False |
False |
32,431 |
80 |
100.600 |
92.850 |
7.750 |
7.9% |
0.767 |
0.8% |
61% |
False |
False |
28,174 |
100 |
100.600 |
92.850 |
7.750 |
7.9% |
0.759 |
0.8% |
61% |
False |
False |
22,732 |
120 |
100.600 |
92.850 |
7.750 |
7.9% |
0.760 |
0.8% |
61% |
False |
False |
19,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.893 |
2.618 |
100.473 |
1.618 |
99.603 |
1.000 |
99.065 |
0.618 |
98.733 |
HIGH |
98.195 |
0.618 |
97.863 |
0.500 |
97.760 |
0.382 |
97.657 |
LOW |
97.325 |
0.618 |
96.787 |
1.000 |
96.455 |
1.618 |
95.917 |
2.618 |
95.047 |
4.250 |
93.628 |
|
|
Fisher Pivots for day following 11-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
97.760 |
97.860 |
PP |
97.690 |
97.757 |
S1 |
97.621 |
97.654 |
|