ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 05-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
97.580 |
98.205 |
0.625 |
0.6% |
97.460 |
High |
98.345 |
98.440 |
0.095 |
0.1% |
98.075 |
Low |
97.530 |
98.080 |
0.550 |
0.6% |
96.755 |
Close |
98.237 |
98.248 |
0.011 |
0.0% |
97.237 |
Range |
0.815 |
0.360 |
-0.455 |
-55.8% |
1.320 |
ATR |
0.668 |
0.646 |
-0.022 |
-3.3% |
0.000 |
Volume |
930 |
556 |
-374 |
-40.2% |
2,906 |
|
Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.336 |
99.152 |
98.446 |
|
R3 |
98.976 |
98.792 |
98.347 |
|
R2 |
98.616 |
98.616 |
98.314 |
|
R1 |
98.432 |
98.432 |
98.281 |
98.524 |
PP |
98.256 |
98.256 |
98.256 |
98.302 |
S1 |
98.072 |
98.072 |
98.215 |
98.164 |
S2 |
97.896 |
97.896 |
98.182 |
|
S3 |
97.536 |
97.712 |
98.149 |
|
S4 |
97.176 |
97.352 |
98.050 |
|
|
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 |
98.440 |
96.875 |
1.565 |
1.6% |
0.579 |
0.6% |
88% |
True |
False |
699 |
10 |
98.440 |
96.430 |
2.010 |
2.0% |
0.658 |
0.7% |
90% |
True |
False |
570 |
20 |
98.440 |
94.050 |
4.390 |
4.5% |
0.617 |
0.6% |
96% |
True |
False |
436 |
40 |
98.440 |
94.050 |
4.390 |
4.5% |
0.633 |
0.6% |
96% |
True |
False |
289 |
60 |
98.440 |
93.125 |
5.315 |
5.4% |
0.632 |
0.6% |
96% |
True |
False |
205 |
80 |
99.035 |
93.125 |
5.910 |
6.0% |
0.606 |
0.6% |
87% |
False |
False |
160 |
100 |
99.035 |
93.125 |
5.910 |
6.0% |
0.567 |
0.6% |
87% |
False |
False |
130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.970 |
2.618 |
99.382 |
1.618 |
99.022 |
1.000 |
98.800 |
0.618 |
98.662 |
HIGH |
98.440 |
0.618 |
98.302 |
0.500 |
98.260 |
0.382 |
98.218 |
LOW |
98.080 |
0.618 |
97.858 |
1.000 |
97.720 |
1.618 |
97.498 |
2.618 |
97.138 |
4.250 |
96.550 |
|
|
Fisher Pivots for day following 05-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
98.260 |
98.085 |
PP |
98.256 |
97.921 |
S1 |
98.252 |
97.758 |
|