ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 02-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
100.360 |
99.980 |
-0.380 |
-0.4% |
99.840 |
High |
100.370 |
100.650 |
0.280 |
0.3% |
100.405 |
Low |
99.890 |
99.960 |
0.070 |
0.1% |
99.500 |
Close |
99.955 |
100.145 |
0.190 |
0.2% |
100.211 |
Range |
0.480 |
0.690 |
0.210 |
43.8% |
0.905 |
ATR |
0.572 |
0.580 |
0.009 |
1.5% |
0.000 |
Volume |
3,688 |
6,065 |
2,377 |
64.5% |
11,493 |
|
Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.322 |
101.923 |
100.525 |
|
R3 |
101.632 |
101.233 |
100.335 |
|
R2 |
100.942 |
100.942 |
100.272 |
|
R1 |
100.543 |
100.543 |
100.208 |
100.743 |
PP |
100.252 |
100.252 |
100.252 |
100.351 |
S1 |
99.853 |
99.853 |
100.082 |
100.053 |
S2 |
99.562 |
99.562 |
100.019 |
|
S3 |
98.872 |
99.163 |
99.955 |
|
S4 |
98.182 |
98.473 |
99.766 |
|
|
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 |
100.650 |
99.845 |
0.805 |
0.8% |
0.430 |
0.4% |
37% |
True |
False |
3,186 |
10 |
100.650 |
98.980 |
1.670 |
1.7% |
0.512 |
0.5% |
70% |
True |
False |
2,892 |
20 |
100.650 |
98.080 |
2.570 |
2.6% |
0.569 |
0.6% |
80% |
True |
False |
2,035 |
40 |
100.650 |
94.050 |
6.600 |
6.6% |
0.599 |
0.6% |
92% |
True |
False |
1,228 |
60 |
100.650 |
94.050 |
6.600 |
6.6% |
0.618 |
0.6% |
92% |
True |
False |
862 |
80 |
100.650 |
93.125 |
7.525 |
7.5% |
0.615 |
0.6% |
93% |
True |
False |
657 |
100 |
100.650 |
93.125 |
7.525 |
7.5% |
0.598 |
0.6% |
93% |
True |
False |
530 |
120 |
100.650 |
93.125 |
7.525 |
7.5% |
0.570 |
0.6% |
93% |
True |
False |
443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.583 |
2.618 |
102.456 |
1.618 |
101.766 |
1.000 |
101.340 |
0.618 |
101.076 |
HIGH |
100.650 |
0.618 |
100.386 |
0.500 |
100.305 |
0.382 |
100.224 |
LOW |
99.960 |
0.618 |
99.534 |
1.000 |
99.270 |
1.618 |
98.844 |
2.618 |
98.154 |
4.250 |
97.028 |
|
|
Fisher Pivots for day following 02-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
100.305 |
100.270 |
PP |
100.252 |
100.228 |
S1 |
100.198 |
100.187 |
|