ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 12-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
99.380 |
99.085 |
-0.295 |
-0.3% |
97.055 |
High |
99.495 |
99.585 |
0.090 |
0.1% |
99.650 |
Low |
99.075 |
98.690 |
-0.385 |
-0.4% |
96.930 |
Close |
99.353 |
98.905 |
-0.448 |
-0.5% |
99.457 |
Range |
0.420 |
0.895 |
0.475 |
113.1% |
2.720 |
ATR |
0.666 |
0.683 |
0.016 |
2.4% |
0.000 |
Volume |
843 |
1,442 |
599 |
71.1% |
3,511 |
|
Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.745 |
101.220 |
99.397 |
|
R3 |
100.850 |
100.325 |
99.151 |
|
R2 |
99.955 |
99.955 |
99.069 |
|
R1 |
99.430 |
99.430 |
98.987 |
99.245 |
PP |
99.060 |
99.060 |
99.060 |
98.968 |
S1 |
98.535 |
98.535 |
98.823 |
98.350 |
S2 |
98.165 |
98.165 |
98.741 |
|
S3 |
97.270 |
97.640 |
98.659 |
|
S4 |
96.375 |
96.745 |
98.413 |
|
|
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 |
98.200 |
1.590 |
1.6% |
0.761 |
0.8% |
44% |
False |
False |
1,084 |
10 |
99.790 |
96.875 |
2.915 |
2.9% |
0.670 |
0.7% |
70% |
False |
False |
891 |
20 |
99.790 |
94.685 |
5.105 |
5.2% |
0.659 |
0.7% |
83% |
False |
False |
622 |
40 |
99.790 |
94.050 |
5.740 |
5.8% |
0.655 |
0.7% |
85% |
False |
False |
417 |
60 |
99.790 |
93.125 |
6.665 |
6.7% |
0.661 |
0.7% |
87% |
False |
False |
294 |
80 |
99.790 |
93.125 |
6.665 |
6.7% |
0.623 |
0.6% |
87% |
False |
False |
227 |
100 |
99.790 |
93.125 |
6.665 |
6.7% |
0.598 |
0.6% |
87% |
False |
False |
184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.389 |
2.618 |
101.928 |
1.618 |
101.033 |
1.000 |
100.480 |
0.618 |
100.138 |
HIGH |
99.585 |
0.618 |
99.243 |
0.500 |
99.138 |
0.382 |
99.032 |
LOW |
98.690 |
0.618 |
98.137 |
1.000 |
97.795 |
1.618 |
97.242 |
2.618 |
96.347 |
4.250 |
94.886 |
|
|
Fisher Pivots for day following 12-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
99.138 |
99.240 |
PP |
99.060 |
99.128 |
S1 |
98.983 |
99.017 |
|