ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 23-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
99.350 |
99.840 |
0.490 |
0.5% |
99.290 |
High |
99.855 |
100.205 |
0.350 |
0.4% |
100.100 |
Low |
99.220 |
99.760 |
0.540 |
0.5% |
98.980 |
Close |
99.772 |
100.000 |
0.228 |
0.2% |
99.772 |
Range |
0.635 |
0.445 |
-0.190 |
-29.9% |
1.120 |
ATR |
0.660 |
0.645 |
-0.015 |
-2.3% |
0.000 |
Volume |
2,448 |
1,917 |
-531 |
-21.7% |
9,339 |
|
Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.323 |
101.107 |
100.245 |
|
R3 |
100.878 |
100.662 |
100.122 |
|
R2 |
100.433 |
100.433 |
100.082 |
|
R1 |
100.217 |
100.217 |
100.041 |
100.325 |
PP |
99.988 |
99.988 |
99.988 |
100.043 |
S1 |
99.772 |
99.772 |
99.959 |
99.880 |
S2 |
99.543 |
99.543 |
99.918 |
|
S3 |
99.098 |
99.327 |
99.878 |
|
S4 |
98.653 |
98.882 |
99.755 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.977 |
102.495 |
100.388 |
|
R3 |
101.857 |
101.375 |
100.080 |
|
R2 |
100.737 |
100.737 |
99.977 |
|
R1 |
100.255 |
100.255 |
99.875 |
100.496 |
PP |
99.617 |
99.617 |
99.617 |
99.738 |
S1 |
99.135 |
99.135 |
99.669 |
99.376 |
S2 |
98.497 |
98.497 |
99.567 |
|
S3 |
97.377 |
98.015 |
99.464 |
|
S4 |
96.257 |
96.895 |
99.156 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.205 |
98.980 |
1.225 |
1.2% |
0.529 |
0.5% |
83% |
True |
False |
1,956 |
10 |
100.205 |
98.690 |
1.515 |
1.5% |
0.572 |
0.6% |
86% |
True |
False |
1,590 |
20 |
100.205 |
96.755 |
3.450 |
3.5% |
0.636 |
0.6% |
94% |
True |
False |
1,149 |
40 |
100.205 |
94.050 |
6.155 |
6.2% |
0.629 |
0.6% |
97% |
True |
False |
717 |
60 |
100.205 |
94.050 |
6.155 |
6.2% |
0.592 |
0.6% |
97% |
True |
False |
501 |
80 |
100.205 |
93.125 |
7.080 |
7.1% |
0.629 |
0.6% |
97% |
True |
False |
385 |
100 |
100.205 |
93.125 |
7.080 |
7.1% |
0.606 |
0.6% |
97% |
True |
False |
311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.096 |
2.618 |
101.370 |
1.618 |
100.925 |
1.000 |
100.650 |
0.618 |
100.480 |
HIGH |
100.205 |
0.618 |
100.035 |
0.500 |
99.983 |
0.382 |
99.930 |
LOW |
99.760 |
0.618 |
99.485 |
1.000 |
99.315 |
1.618 |
99.040 |
2.618 |
98.595 |
4.250 |
97.869 |
|
|
Fisher Pivots for day following 23-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
99.994 |
99.864 |
PP |
99.988 |
99.728 |
S1 |
99.983 |
99.593 |
|