ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 17-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
99.290 |
99.690 |
0.400 |
0.4% |
99.590 |
High |
99.731 |
100.020 |
0.289 |
0.3% |
99.790 |
Low |
99.185 |
99.690 |
0.505 |
0.5% |
98.690 |
Close |
99.731 |
99.890 |
0.159 |
0.2% |
99.290 |
Range |
0.546 |
0.330 |
-0.216 |
-39.6% |
1.100 |
ATR |
0.673 |
0.649 |
-0.025 |
-3.6% |
0.000 |
Volume |
1,476 |
1,270 |
-206 |
-14.0% |
5,632 |
|
Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.857 |
100.703 |
100.072 |
|
R3 |
100.527 |
100.373 |
99.981 |
|
R2 |
100.197 |
100.197 |
99.951 |
|
R1 |
100.043 |
100.043 |
99.920 |
100.120 |
PP |
99.867 |
99.867 |
99.867 |
99.905 |
S1 |
99.713 |
99.713 |
99.860 |
99.790 |
S2 |
99.537 |
99.537 |
99.830 |
|
S3 |
99.207 |
99.383 |
99.799 |
|
S4 |
98.877 |
99.053 |
99.709 |
|
|
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 |
100.020 |
98.690 |
1.330 |
1.3% |
0.575 |
0.6% |
90% |
True |
False |
1,312 |
10 |
100.020 |
97.530 |
2.490 |
2.5% |
0.654 |
0.7% |
95% |
True |
False |
1,118 |
20 |
100.020 |
94.970 |
5.050 |
5.1% |
0.685 |
0.7% |
97% |
True |
False |
810 |
40 |
100.020 |
94.050 |
5.970 |
6.0% |
0.627 |
0.6% |
98% |
True |
False |
517 |
60 |
100.020 |
94.010 |
6.010 |
6.0% |
0.616 |
0.6% |
98% |
True |
False |
361 |
80 |
100.020 |
93.125 |
6.895 |
6.9% |
0.627 |
0.6% |
98% |
True |
False |
280 |
100 |
100.020 |
93.125 |
6.895 |
6.9% |
0.589 |
0.6% |
98% |
True |
False |
226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.423 |
2.618 |
100.884 |
1.618 |
100.554 |
1.000 |
100.350 |
0.618 |
100.224 |
HIGH |
100.020 |
0.618 |
99.894 |
0.500 |
99.855 |
0.382 |
99.816 |
LOW |
99.690 |
0.618 |
99.486 |
1.000 |
99.360 |
1.618 |
99.156 |
2.618 |
98.826 |
4.250 |
98.288 |
|
|
Fisher Pivots for day following 17-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
99.878 |
99.733 |
PP |
99.867 |
99.575 |
S1 |
99.855 |
99.418 |
|