ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 02-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
97.500 |
97.055 |
-0.445 |
-0.5% |
97.460 |
High |
97.625 |
97.215 |
-0.410 |
-0.4% |
98.075 |
Low |
96.875 |
96.930 |
0.055 |
0.1% |
96.755 |
Close |
97.237 |
97.213 |
-0.024 |
0.0% |
97.237 |
Range |
0.750 |
0.285 |
-0.465 |
-62.0% |
1.320 |
ATR |
0.675 |
0.649 |
-0.026 |
-3.9% |
0.000 |
Volume |
1,307 |
197 |
-1,110 |
-84.9% |
2,906 |
|
Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.974 |
97.879 |
97.370 |
|
R3 |
97.689 |
97.594 |
97.291 |
|
R2 |
97.404 |
97.404 |
97.265 |
|
R1 |
97.309 |
97.309 |
97.239 |
97.357 |
PP |
97.119 |
97.119 |
97.119 |
97.143 |
S1 |
97.024 |
97.024 |
97.187 |
97.072 |
S2 |
96.834 |
96.834 |
97.161 |
|
S3 |
96.549 |
96.739 |
97.135 |
|
S4 |
96.264 |
96.454 |
97.056 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.316 |
100.596 |
97.963 |
|
R3 |
99.996 |
99.276 |
97.600 |
|
R2 |
98.676 |
98.676 |
97.479 |
|
R1 |
97.956 |
97.956 |
97.358 |
97.656 |
PP |
97.356 |
97.356 |
97.356 |
97.206 |
S1 |
96.636 |
96.636 |
97.116 |
96.336 |
S2 |
96.036 |
96.036 |
96.995 |
|
S3 |
94.716 |
95.316 |
96.874 |
|
S4 |
93.396 |
93.996 |
96.511 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.075 |
96.755 |
1.320 |
1.4% |
0.635 |
0.7% |
35% |
False |
False |
556 |
10 |
98.075 |
94.850 |
3.225 |
3.3% |
0.680 |
0.7% |
73% |
False |
False |
460 |
20 |
98.075 |
94.050 |
4.025 |
4.1% |
0.610 |
0.6% |
79% |
False |
False |
380 |
40 |
98.075 |
94.050 |
4.025 |
4.1% |
0.619 |
0.6% |
79% |
False |
False |
246 |
60 |
98.210 |
93.125 |
5.085 |
5.2% |
0.634 |
0.7% |
80% |
False |
False |
175 |
80 |
99.035 |
93.125 |
5.910 |
6.1% |
0.596 |
0.6% |
69% |
False |
False |
136 |
100 |
99.035 |
93.125 |
5.910 |
6.1% |
0.565 |
0.6% |
69% |
False |
False |
111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.426 |
2.618 |
97.961 |
1.618 |
97.676 |
1.000 |
97.500 |
0.618 |
97.391 |
HIGH |
97.215 |
0.618 |
97.106 |
0.500 |
97.073 |
0.382 |
97.039 |
LOW |
96.930 |
0.618 |
96.754 |
1.000 |
96.645 |
1.618 |
96.469 |
2.618 |
96.184 |
4.250 |
95.719 |
|
|
Fisher Pivots for day following 02-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
97.166 |
97.443 |
PP |
97.119 |
97.366 |
S1 |
97.073 |
97.290 |
|