ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 03-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
99.980 |
100.190 |
0.210 |
0.2% |
99.840 |
High |
100.650 |
100.700 |
0.050 |
0.0% |
100.405 |
Low |
99.960 |
97.705 |
-2.255 |
-2.3% |
99.500 |
Close |
100.145 |
97.754 |
-2.391 |
-2.4% |
100.211 |
Range |
0.690 |
2.995 |
2.305 |
334.1% |
0.905 |
ATR |
0.580 |
0.753 |
0.172 |
29.7% |
0.000 |
Volume |
6,065 |
24,342 |
18,277 |
301.4% |
11,493 |
|
Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.705 |
105.724 |
99.401 |
|
R3 |
104.710 |
102.729 |
98.578 |
|
R2 |
101.715 |
101.715 |
98.303 |
|
R1 |
99.734 |
99.734 |
98.029 |
99.227 |
PP |
98.720 |
98.720 |
98.720 |
98.466 |
S1 |
96.739 |
96.739 |
97.479 |
96.232 |
S2 |
95.725 |
95.725 |
97.205 |
|
S3 |
92.730 |
93.744 |
96.930 |
|
S4 |
89.735 |
90.749 |
96.107 |
|
|
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 |
100.700 |
97.705 |
2.995 |
3.1% |
0.994 |
1.0% |
2% |
True |
True |
7,852 |
10 |
100.700 |
97.705 |
2.995 |
3.1% |
0.740 |
0.8% |
2% |
True |
True |
5,065 |
20 |
100.700 |
97.705 |
2.995 |
3.1% |
0.700 |
0.7% |
2% |
True |
True |
3,224 |
40 |
100.700 |
94.050 |
6.650 |
6.8% |
0.659 |
0.7% |
56% |
True |
False |
1,830 |
60 |
100.700 |
94.050 |
6.650 |
6.8% |
0.656 |
0.7% |
56% |
True |
False |
1,267 |
80 |
100.700 |
93.125 |
7.575 |
7.7% |
0.649 |
0.7% |
61% |
True |
False |
960 |
100 |
100.700 |
93.125 |
7.575 |
7.7% |
0.625 |
0.6% |
61% |
True |
False |
773 |
120 |
100.700 |
93.125 |
7.575 |
7.7% |
0.589 |
0.6% |
61% |
True |
False |
646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.429 |
2.618 |
108.541 |
1.618 |
105.546 |
1.000 |
103.695 |
0.618 |
102.551 |
HIGH |
100.700 |
0.618 |
99.556 |
0.500 |
99.203 |
0.382 |
98.849 |
LOW |
97.705 |
0.618 |
95.854 |
1.000 |
94.710 |
1.618 |
92.859 |
2.618 |
89.864 |
4.250 |
84.976 |
|
|
Fisher Pivots for day following 03-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
99.203 |
99.203 |
PP |
98.720 |
98.720 |
S1 |
98.237 |
98.237 |
|