ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 19-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
99.925 |
99.660 |
-0.265 |
-0.3% |
99.590 |
High |
100.100 |
99.690 |
-0.410 |
-0.4% |
99.790 |
Low |
99.575 |
98.980 |
-0.595 |
-0.6% |
98.690 |
Close |
99.928 |
99.222 |
-0.706 |
-0.7% |
99.290 |
Range |
0.525 |
0.710 |
0.185 |
35.2% |
1.100 |
ATR |
0.640 |
0.662 |
0.022 |
3.4% |
0.000 |
Volume |
1,532 |
2,613 |
1,081 |
70.6% |
5,632 |
|
Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.427 |
101.035 |
99.613 |
|
R3 |
100.717 |
100.325 |
99.417 |
|
R2 |
100.007 |
100.007 |
99.352 |
|
R1 |
99.615 |
99.615 |
99.287 |
99.456 |
PP |
99.297 |
99.297 |
99.297 |
99.218 |
S1 |
98.905 |
98.905 |
99.157 |
98.746 |
S2 |
98.587 |
98.587 |
99.092 |
|
S3 |
97.877 |
98.195 |
99.027 |
|
S4 |
97.167 |
97.485 |
98.832 |
|
|
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 |
100.100 |
98.815 |
1.285 |
1.3% |
0.559 |
0.6% |
32% |
False |
False |
1,684 |
10 |
100.100 |
98.200 |
1.900 |
1.9% |
0.660 |
0.7% |
54% |
False |
False |
1,384 |
20 |
100.100 |
96.430 |
3.670 |
3.7% |
0.659 |
0.7% |
76% |
False |
False |
977 |
40 |
100.100 |
94.050 |
6.050 |
6.1% |
0.628 |
0.6% |
85% |
False |
False |
615 |
60 |
100.100 |
94.050 |
6.050 |
6.1% |
0.593 |
0.6% |
85% |
False |
False |
429 |
80 |
100.100 |
93.125 |
6.975 |
7.0% |
0.632 |
0.6% |
87% |
False |
False |
331 |
100 |
100.100 |
93.125 |
6.975 |
7.0% |
0.597 |
0.6% |
87% |
False |
False |
268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.708 |
2.618 |
101.549 |
1.618 |
100.839 |
1.000 |
100.400 |
0.618 |
100.129 |
HIGH |
99.690 |
0.618 |
99.419 |
0.500 |
99.335 |
0.382 |
99.251 |
LOW |
98.980 |
0.618 |
98.541 |
1.000 |
98.270 |
1.618 |
97.831 |
2.618 |
97.121 |
4.250 |
95.963 |
|
|
Fisher Pivots for day following 19-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
99.335 |
99.540 |
PP |
99.297 |
99.434 |
S1 |
99.260 |
99.328 |
|