ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 24-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
99.840 |
99.950 |
0.110 |
0.1% |
99.290 |
High |
100.205 |
99.985 |
-0.220 |
-0.2% |
100.100 |
Low |
99.760 |
99.665 |
-0.095 |
-0.1% |
98.980 |
Close |
100.000 |
99.718 |
-0.282 |
-0.3% |
99.772 |
Range |
0.445 |
0.320 |
-0.125 |
-28.1% |
1.120 |
ATR |
0.645 |
0.622 |
-0.022 |
-3.4% |
0.000 |
Volume |
1,917 |
2,674 |
757 |
39.5% |
9,339 |
|
Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.749 |
100.554 |
99.894 |
|
R3 |
100.429 |
100.234 |
99.806 |
|
R2 |
100.109 |
100.109 |
99.777 |
|
R1 |
99.914 |
99.914 |
99.747 |
99.852 |
PP |
99.789 |
99.789 |
99.789 |
99.758 |
S1 |
99.594 |
99.594 |
99.689 |
99.532 |
S2 |
99.469 |
99.469 |
99.659 |
|
S3 |
99.149 |
99.274 |
99.630 |
|
S4 |
98.829 |
98.954 |
99.542 |
|
|
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% |
0.527 |
0.5% |
60% |
False |
False |
2,236 |
10 |
100.205 |
98.690 |
1.515 |
1.5% |
0.551 |
0.6% |
68% |
False |
False |
1,774 |
20 |
100.205 |
96.755 |
3.450 |
3.5% |
0.633 |
0.6% |
86% |
False |
False |
1,272 |
40 |
100.205 |
94.050 |
6.155 |
6.2% |
0.624 |
0.6% |
92% |
False |
False |
780 |
60 |
100.205 |
94.050 |
6.155 |
6.2% |
0.594 |
0.6% |
92% |
False |
False |
545 |
80 |
100.205 |
93.125 |
7.080 |
7.1% |
0.625 |
0.6% |
93% |
False |
False |
418 |
100 |
100.205 |
93.125 |
7.080 |
7.1% |
0.602 |
0.6% |
93% |
False |
False |
338 |
120 |
100.205 |
93.125 |
7.080 |
7.1% |
0.567 |
0.6% |
93% |
False |
False |
283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.345 |
2.618 |
100.823 |
1.618 |
100.503 |
1.000 |
100.305 |
0.618 |
100.183 |
HIGH |
99.985 |
0.618 |
99.863 |
0.500 |
99.825 |
0.382 |
99.787 |
LOW |
99.665 |
0.618 |
99.467 |
1.000 |
99.345 |
1.618 |
99.147 |
2.618 |
98.827 |
4.250 |
98.305 |
|
|
Fisher Pivots for day following 24-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
99.825 |
99.716 |
PP |
99.789 |
99.714 |
S1 |
99.754 |
99.713 |
|