ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 11-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
99.285 |
99.380 |
0.095 |
0.1% |
97.055 |
High |
99.790 |
99.495 |
-0.295 |
-0.3% |
99.650 |
Low |
99.260 |
99.075 |
-0.185 |
-0.2% |
96.930 |
Close |
99.585 |
99.353 |
-0.232 |
-0.2% |
99.457 |
Range |
0.530 |
0.420 |
-0.110 |
-20.8% |
2.720 |
ATR |
0.679 |
0.666 |
-0.012 |
-1.8% |
0.000 |
Volume |
834 |
843 |
9 |
1.1% |
3,511 |
|
Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.568 |
100.380 |
99.584 |
|
R3 |
100.148 |
99.960 |
99.469 |
|
R2 |
99.728 |
99.728 |
99.430 |
|
R1 |
99.540 |
99.540 |
99.392 |
99.424 |
PP |
99.308 |
99.308 |
99.308 |
99.250 |
S1 |
99.120 |
99.120 |
99.315 |
99.004 |
S2 |
98.888 |
98.888 |
99.276 |
|
S3 |
98.468 |
98.700 |
99.238 |
|
S4 |
98.048 |
98.280 |
99.122 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.839 |
105.868 |
100.953 |
|
R3 |
104.119 |
103.148 |
100.205 |
|
R2 |
101.399 |
101.399 |
99.956 |
|
R1 |
100.428 |
100.428 |
99.706 |
100.914 |
PP |
98.679 |
98.679 |
98.679 |
98.922 |
S1 |
97.708 |
97.708 |
99.208 |
98.194 |
S2 |
95.959 |
95.959 |
98.958 |
|
S3 |
93.239 |
94.988 |
98.709 |
|
S4 |
90.519 |
92.268 |
97.961 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.790 |
98.080 |
1.710 |
1.7% |
0.654 |
0.7% |
74% |
False |
False |
906 |
10 |
99.790 |
96.875 |
2.915 |
2.9% |
0.624 |
0.6% |
85% |
False |
False |
780 |
20 |
99.790 |
94.050 |
5.740 |
5.8% |
0.652 |
0.7% |
92% |
False |
False |
573 |
40 |
99.790 |
94.050 |
5.740 |
5.8% |
0.658 |
0.7% |
92% |
False |
False |
385 |
60 |
99.790 |
93.125 |
6.665 |
6.7% |
0.659 |
0.7% |
93% |
False |
False |
271 |
80 |
99.790 |
93.125 |
6.665 |
6.7% |
0.618 |
0.6% |
93% |
False |
False |
209 |
100 |
99.790 |
93.125 |
6.665 |
6.7% |
0.590 |
0.6% |
93% |
False |
False |
170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.280 |
2.618 |
100.595 |
1.618 |
100.175 |
1.000 |
99.915 |
0.618 |
99.755 |
HIGH |
99.495 |
0.618 |
99.335 |
0.500 |
99.285 |
0.382 |
99.235 |
LOW |
99.075 |
0.618 |
98.815 |
1.000 |
98.655 |
1.618 |
98.395 |
2.618 |
97.975 |
4.250 |
97.290 |
|
|
Fisher Pivots for day following 11-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
99.330 |
99.433 |
PP |
99.308 |
99.406 |
S1 |
99.285 |
99.380 |
|