ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 04-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
97.210 |
97.580 |
0.370 |
0.4% |
97.460 |
High |
97.760 |
98.345 |
0.585 |
0.6% |
98.075 |
Low |
97.075 |
97.530 |
0.455 |
0.5% |
96.755 |
Close |
97.458 |
98.237 |
0.779 |
0.8% |
97.237 |
Range |
0.685 |
0.815 |
0.130 |
19.0% |
1.320 |
ATR |
0.652 |
0.668 |
0.017 |
2.6% |
0.000 |
Volume |
508 |
930 |
422 |
83.1% |
2,906 |
|
Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.482 |
100.175 |
98.685 |
|
R3 |
99.667 |
99.360 |
98.461 |
|
R2 |
98.852 |
98.852 |
98.386 |
|
R1 |
98.545 |
98.545 |
98.312 |
98.699 |
PP |
98.037 |
98.037 |
98.037 |
98.114 |
S1 |
97.730 |
97.730 |
98.162 |
97.884 |
S2 |
97.222 |
97.222 |
98.088 |
|
S3 |
96.407 |
96.915 |
98.013 |
|
S4 |
95.592 |
96.100 |
97.789 |
|
|
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 |
98.345 |
96.875 |
1.470 |
1.5% |
0.594 |
0.6% |
93% |
True |
False |
655 |
10 |
98.345 |
95.205 |
3.140 |
3.2% |
0.767 |
0.8% |
97% |
True |
False |
576 |
20 |
98.345 |
94.050 |
4.295 |
4.4% |
0.630 |
0.6% |
97% |
True |
False |
421 |
40 |
98.345 |
94.050 |
4.295 |
4.4% |
0.642 |
0.7% |
97% |
True |
False |
275 |
60 |
98.345 |
93.125 |
5.220 |
5.3% |
0.631 |
0.6% |
98% |
True |
False |
197 |
80 |
99.035 |
93.125 |
5.910 |
6.0% |
0.606 |
0.6% |
86% |
False |
False |
153 |
100 |
99.035 |
93.125 |
5.910 |
6.0% |
0.571 |
0.6% |
86% |
False |
False |
125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.809 |
2.618 |
100.479 |
1.618 |
99.664 |
1.000 |
99.160 |
0.618 |
98.849 |
HIGH |
98.345 |
0.618 |
98.034 |
0.500 |
97.938 |
0.382 |
97.841 |
LOW |
97.530 |
0.618 |
97.026 |
1.000 |
96.715 |
1.618 |
96.211 |
2.618 |
95.396 |
4.250 |
94.066 |
|
|
Fisher Pivots for day following 04-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
98.137 |
98.037 |
PP |
98.037 |
97.837 |
S1 |
97.938 |
97.638 |
|