ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 26-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
26-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
99.760 |
99.925 |
0.165 |
0.2% |
99.290 |
High |
100.360 |
100.080 |
-0.280 |
-0.3% |
100.100 |
Low |
99.500 |
99.905 |
0.405 |
0.4% |
98.980 |
Close |
99.960 |
99.960 |
0.000 |
0.0% |
99.772 |
Range |
0.860 |
0.175 |
-0.685 |
-79.7% |
1.120 |
ATR |
0.639 |
0.606 |
-0.033 |
-5.2% |
0.000 |
Volume |
3,344 |
1,012 |
-2,332 |
-69.7% |
9,339 |
|
Daily Pivots for day following 26-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.507 |
100.408 |
100.056 |
|
R3 |
100.332 |
100.233 |
100.008 |
|
R2 |
100.157 |
100.157 |
99.992 |
|
R1 |
100.058 |
100.058 |
99.976 |
100.108 |
PP |
99.982 |
99.982 |
99.982 |
100.006 |
S1 |
99.883 |
99.883 |
99.944 |
99.933 |
S2 |
99.807 |
99.807 |
99.928 |
|
S3 |
99.632 |
99.708 |
99.912 |
|
S4 |
99.457 |
99.533 |
99.864 |
|
|
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 |
99.220 |
1.140 |
1.1% |
0.487 |
0.5% |
65% |
False |
False |
2,279 |
10 |
100.360 |
98.815 |
1.545 |
1.5% |
0.523 |
0.5% |
74% |
False |
False |
1,981 |
20 |
100.360 |
96.875 |
3.485 |
3.5% |
0.597 |
0.6% |
89% |
False |
False |
1,436 |
40 |
100.360 |
94.050 |
6.310 |
6.3% |
0.623 |
0.6% |
94% |
False |
False |
884 |
60 |
100.360 |
94.050 |
6.310 |
6.3% |
0.599 |
0.6% |
94% |
False |
False |
618 |
80 |
100.360 |
93.125 |
7.235 |
7.2% |
0.631 |
0.6% |
94% |
False |
False |
472 |
100 |
100.360 |
93.125 |
7.235 |
7.2% |
0.606 |
0.6% |
94% |
False |
False |
381 |
120 |
100.360 |
93.125 |
7.235 |
7.2% |
0.569 |
0.6% |
94% |
False |
False |
319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.824 |
2.618 |
100.538 |
1.618 |
100.363 |
1.000 |
100.255 |
0.618 |
100.188 |
HIGH |
100.080 |
0.618 |
100.013 |
0.500 |
99.993 |
0.382 |
99.972 |
LOW |
99.905 |
0.618 |
99.797 |
1.000 |
99.730 |
1.618 |
99.622 |
2.618 |
99.447 |
4.250 |
99.161 |
|
|
Fisher Pivots for day following 26-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
99.993 |
99.950 |
PP |
99.982 |
99.940 |
S1 |
99.971 |
99.930 |
|