ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 01-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
100.275 |
100.360 |
0.085 |
0.1% |
99.840 |
High |
100.475 |
100.370 |
-0.105 |
-0.1% |
100.405 |
Low |
100.230 |
99.890 |
-0.340 |
-0.3% |
99.500 |
Close |
100.330 |
99.955 |
-0.375 |
-0.4% |
100.211 |
Range |
0.245 |
0.480 |
0.235 |
95.9% |
0.905 |
ATR |
0.579 |
0.572 |
-0.007 |
-1.2% |
0.000 |
Volume |
2,619 |
3,688 |
1,069 |
40.8% |
11,493 |
|
Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.512 |
101.213 |
100.219 |
|
R3 |
101.032 |
100.733 |
100.087 |
|
R2 |
100.552 |
100.552 |
100.043 |
|
R1 |
100.253 |
100.253 |
99.999 |
100.163 |
PP |
100.072 |
100.072 |
100.072 |
100.026 |
S1 |
99.773 |
99.773 |
99.911 |
99.683 |
S2 |
99.592 |
99.592 |
99.867 |
|
S3 |
99.112 |
99.293 |
99.823 |
|
S4 |
98.632 |
98.813 |
99.691 |
|
|
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% |
0.464 |
0.5% |
47% |
False |
False |
2,641 |
10 |
100.475 |
98.980 |
1.495 |
1.5% |
0.495 |
0.5% |
65% |
False |
False |
2,439 |
20 |
100.475 |
97.530 |
2.945 |
2.9% |
0.575 |
0.6% |
82% |
False |
False |
1,778 |
40 |
100.475 |
94.050 |
6.425 |
6.4% |
0.591 |
0.6% |
92% |
False |
False |
1,086 |
60 |
100.475 |
94.050 |
6.425 |
6.4% |
0.612 |
0.6% |
92% |
False |
False |
761 |
80 |
100.475 |
93.125 |
7.350 |
7.4% |
0.622 |
0.6% |
93% |
False |
False |
581 |
100 |
100.475 |
93.125 |
7.350 |
7.4% |
0.593 |
0.6% |
93% |
False |
False |
469 |
120 |
100.475 |
93.125 |
7.350 |
7.4% |
0.569 |
0.6% |
93% |
False |
False |
393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.410 |
2.618 |
101.627 |
1.618 |
101.147 |
1.000 |
100.850 |
0.618 |
100.667 |
HIGH |
100.370 |
0.618 |
100.187 |
0.500 |
100.130 |
0.382 |
100.073 |
LOW |
99.890 |
0.618 |
99.593 |
1.000 |
99.410 |
1.618 |
99.113 |
2.618 |
98.633 |
4.250 |
97.850 |
|
|
Fisher Pivots for day following 01-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
100.130 |
100.160 |
PP |
100.072 |
100.092 |
S1 |
100.013 |
100.023 |
|