ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 30-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
100.075 |
100.275 |
0.200 |
0.2% |
99.840 |
High |
100.405 |
100.475 |
0.070 |
0.1% |
100.405 |
Low |
99.845 |
100.230 |
0.385 |
0.4% |
99.500 |
Close |
100.211 |
100.330 |
0.119 |
0.1% |
100.211 |
Range |
0.560 |
0.245 |
-0.315 |
-56.3% |
0.905 |
ATR |
0.603 |
0.579 |
-0.024 |
-4.0% |
0.000 |
Volume |
2,546 |
2,619 |
73 |
2.9% |
11,493 |
|
Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.080 |
100.950 |
100.465 |
|
R3 |
100.835 |
100.705 |
100.397 |
|
R2 |
100.590 |
100.590 |
100.375 |
|
R1 |
100.460 |
100.460 |
100.352 |
100.525 |
PP |
100.345 |
100.345 |
100.345 |
100.378 |
S1 |
100.215 |
100.215 |
100.308 |
100.280 |
S2 |
100.100 |
100.100 |
100.285 |
|
S3 |
99.855 |
99.970 |
100.263 |
|
S4 |
99.610 |
99.725 |
100.195 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.754 |
102.387 |
100.709 |
|
R3 |
101.849 |
101.482 |
100.460 |
|
R2 |
100.944 |
100.944 |
100.377 |
|
R1 |
100.577 |
100.577 |
100.294 |
100.761 |
PP |
100.039 |
100.039 |
100.039 |
100.130 |
S1 |
99.672 |
99.672 |
100.128 |
99.856 |
S2 |
99.134 |
99.134 |
100.045 |
|
S3 |
98.229 |
98.767 |
99.962 |
|
S4 |
97.324 |
97.862 |
99.713 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.475 |
99.500 |
0.975 |
1.0% |
0.432 |
0.4% |
85% |
True |
False |
2,439 |
10 |
100.475 |
98.980 |
1.495 |
1.5% |
0.481 |
0.5% |
90% |
True |
False |
2,197 |
20 |
100.475 |
97.075 |
3.400 |
3.4% |
0.585 |
0.6% |
96% |
True |
False |
1,619 |
40 |
100.475 |
94.050 |
6.425 |
6.4% |
0.598 |
0.6% |
98% |
True |
False |
1,000 |
60 |
100.475 |
94.050 |
6.425 |
6.4% |
0.608 |
0.6% |
98% |
True |
False |
704 |
80 |
100.475 |
93.125 |
7.350 |
7.3% |
0.622 |
0.6% |
98% |
True |
False |
536 |
100 |
100.475 |
93.125 |
7.350 |
7.3% |
0.594 |
0.6% |
98% |
True |
False |
432 |
120 |
100.475 |
93.125 |
7.350 |
7.3% |
0.569 |
0.6% |
98% |
True |
False |
362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.516 |
2.618 |
101.116 |
1.618 |
100.871 |
1.000 |
100.720 |
0.618 |
100.626 |
HIGH |
100.475 |
0.618 |
100.381 |
0.500 |
100.353 |
0.382 |
100.324 |
LOW |
100.230 |
0.618 |
100.079 |
1.000 |
99.985 |
1.618 |
99.834 |
2.618 |
99.589 |
4.250 |
99.189 |
|
|
Fisher Pivots for day following 30-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
100.353 |
100.273 |
PP |
100.345 |
100.217 |
S1 |
100.338 |
100.160 |
|