ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 25-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
99.950 |
99.760 |
-0.190 |
-0.2% |
99.290 |
High |
99.985 |
100.360 |
0.375 |
0.4% |
100.100 |
Low |
99.665 |
99.500 |
-0.165 |
-0.2% |
98.980 |
Close |
99.718 |
99.960 |
0.242 |
0.2% |
99.772 |
Range |
0.320 |
0.860 |
0.540 |
168.8% |
1.120 |
ATR |
0.622 |
0.639 |
0.017 |
2.7% |
0.000 |
Volume |
2,674 |
3,344 |
670 |
25.1% |
9,339 |
|
Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.520 |
102.100 |
100.433 |
|
R3 |
101.660 |
101.240 |
100.197 |
|
R2 |
100.800 |
100.800 |
100.118 |
|
R1 |
100.380 |
100.380 |
100.039 |
100.590 |
PP |
99.940 |
99.940 |
99.940 |
100.045 |
S1 |
99.520 |
99.520 |
99.881 |
99.730 |
S2 |
99.080 |
99.080 |
99.802 |
|
S3 |
98.220 |
98.660 |
99.724 |
|
S4 |
97.360 |
97.800 |
99.487 |
|
|
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 |
100.360 |
98.980 |
1.380 |
1.4% |
0.594 |
0.6% |
71% |
True |
False |
2,599 |
10 |
100.360 |
98.690 |
1.670 |
1.7% |
0.595 |
0.6% |
76% |
True |
False |
2,024 |
20 |
100.360 |
96.875 |
3.485 |
3.5% |
0.610 |
0.6% |
89% |
True |
False |
1,402 |
40 |
100.360 |
94.050 |
6.310 |
6.3% |
0.630 |
0.6% |
94% |
True |
False |
859 |
60 |
100.360 |
94.050 |
6.310 |
6.3% |
0.600 |
0.6% |
94% |
True |
False |
601 |
80 |
100.360 |
93.125 |
7.235 |
7.2% |
0.631 |
0.6% |
94% |
True |
False |
460 |
100 |
100.360 |
93.125 |
7.235 |
7.2% |
0.604 |
0.6% |
94% |
True |
False |
371 |
120 |
100.360 |
93.125 |
7.235 |
7.2% |
0.571 |
0.6% |
94% |
True |
False |
311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.015 |
2.618 |
102.611 |
1.618 |
101.751 |
1.000 |
101.220 |
0.618 |
100.891 |
HIGH |
100.360 |
0.618 |
100.031 |
0.500 |
99.930 |
0.382 |
99.829 |
LOW |
99.500 |
0.618 |
98.969 |
1.000 |
98.640 |
1.618 |
98.109 |
2.618 |
97.249 |
4.250 |
95.845 |
|
|
Fisher Pivots for day following 25-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
99.950 |
99.950 |
PP |
99.940 |
99.940 |
S1 |
99.930 |
99.930 |
|