ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 13-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
99.085 |
98.860 |
-0.225 |
-0.2% |
99.590 |
High |
99.585 |
99.500 |
-0.085 |
-0.1% |
99.790 |
Low |
98.690 |
98.815 |
0.125 |
0.1% |
98.690 |
Close |
98.905 |
99.290 |
0.385 |
0.4% |
99.290 |
Range |
0.895 |
0.685 |
-0.210 |
-23.5% |
1.100 |
ATR |
0.683 |
0.683 |
0.000 |
0.0% |
0.000 |
Volume |
1,442 |
1,532 |
90 |
6.2% |
5,632 |
|
Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.257 |
100.958 |
99.667 |
|
R3 |
100.572 |
100.273 |
99.478 |
|
R2 |
99.887 |
99.887 |
99.416 |
|
R1 |
99.588 |
99.588 |
99.353 |
99.738 |
PP |
99.202 |
99.202 |
99.202 |
99.276 |
S1 |
98.903 |
98.903 |
99.227 |
99.053 |
S2 |
98.517 |
98.517 |
99.164 |
|
S3 |
97.832 |
98.218 |
99.102 |
|
S4 |
97.147 |
97.533 |
98.913 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.557 |
102.023 |
99.895 |
|
R3 |
101.457 |
100.923 |
99.593 |
|
R2 |
100.357 |
100.357 |
99.492 |
|
R1 |
99.823 |
99.823 |
99.391 |
99.540 |
PP |
99.257 |
99.257 |
99.257 |
99.115 |
S1 |
98.723 |
98.723 |
99.189 |
98.440 |
S2 |
98.157 |
98.157 |
99.088 |
|
S3 |
97.057 |
97.623 |
98.988 |
|
S4 |
95.957 |
96.523 |
98.685 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.790 |
98.690 |
1.100 |
1.1% |
0.608 |
0.6% |
55% |
False |
False |
1,126 |
10 |
99.790 |
96.930 |
2.860 |
2.9% |
0.664 |
0.7% |
83% |
False |
False |
914 |
20 |
99.790 |
94.810 |
4.980 |
5.0% |
0.679 |
0.7% |
90% |
False |
False |
690 |
40 |
99.790 |
94.050 |
5.740 |
5.8% |
0.643 |
0.6% |
91% |
False |
False |
453 |
60 |
99.790 |
93.125 |
6.665 |
6.7% |
0.657 |
0.7% |
92% |
False |
False |
318 |
80 |
99.790 |
93.125 |
6.665 |
6.7% |
0.628 |
0.6% |
92% |
False |
False |
246 |
100 |
99.790 |
93.125 |
6.665 |
6.7% |
0.603 |
0.6% |
92% |
False |
False |
200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.411 |
2.618 |
101.293 |
1.618 |
100.608 |
1.000 |
100.185 |
0.618 |
99.923 |
HIGH |
99.500 |
0.618 |
99.238 |
0.500 |
99.158 |
0.382 |
99.077 |
LOW |
98.815 |
0.618 |
98.392 |
1.000 |
98.130 |
1.618 |
97.707 |
2.618 |
97.022 |
4.250 |
95.904 |
|
|
Fisher Pivots for day following 13-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
99.246 |
99.239 |
PP |
99.202 |
99.188 |
S1 |
99.158 |
99.138 |
|