ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 04-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
100.190 |
98.110 |
-2.080 |
-2.1% |
100.275 |
High |
100.700 |
98.740 |
-1.960 |
-1.9% |
100.700 |
Low |
97.705 |
97.660 |
-0.045 |
0.0% |
97.660 |
Close |
97.754 |
98.453 |
0.699 |
0.7% |
98.453 |
Range |
2.995 |
1.080 |
-1.915 |
-63.9% |
3.040 |
ATR |
0.753 |
0.776 |
0.023 |
3.1% |
0.000 |
Volume |
24,342 |
9,788 |
-14,554 |
-59.8% |
46,502 |
|
Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.524 |
101.069 |
99.047 |
|
R3 |
100.444 |
99.989 |
98.750 |
|
R2 |
99.364 |
99.364 |
98.651 |
|
R1 |
98.909 |
98.909 |
98.552 |
99.137 |
PP |
98.284 |
98.284 |
98.284 |
98.398 |
S1 |
97.829 |
97.829 |
98.354 |
98.057 |
S2 |
97.204 |
97.204 |
98.255 |
|
S3 |
96.124 |
96.749 |
98.156 |
|
S4 |
95.044 |
95.669 |
97.859 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.058 |
106.295 |
100.125 |
|
R3 |
105.018 |
103.255 |
99.289 |
|
R2 |
101.978 |
101.978 |
99.010 |
|
R1 |
100.215 |
100.215 |
98.732 |
99.577 |
PP |
98.938 |
98.938 |
98.938 |
98.618 |
S1 |
97.175 |
97.175 |
98.174 |
96.537 |
S2 |
95.898 |
95.898 |
97.896 |
|
S3 |
92.858 |
94.135 |
97.617 |
|
S4 |
89.818 |
91.095 |
96.781 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.700 |
97.660 |
3.040 |
3.1% |
1.098 |
1.1% |
26% |
False |
True |
9,300 |
10 |
100.700 |
97.660 |
3.040 |
3.1% |
0.785 |
0.8% |
26% |
False |
True |
5,799 |
20 |
100.700 |
97.660 |
3.040 |
3.1% |
0.682 |
0.7% |
26% |
False |
True |
3,648 |
40 |
100.700 |
94.050 |
6.650 |
6.8% |
0.671 |
0.7% |
66% |
False |
False |
2,071 |
60 |
100.700 |
94.050 |
6.650 |
6.8% |
0.667 |
0.7% |
66% |
False |
False |
1,430 |
80 |
100.700 |
93.125 |
7.575 |
7.7% |
0.658 |
0.7% |
70% |
False |
False |
1,082 |
100 |
100.700 |
93.125 |
7.575 |
7.7% |
0.635 |
0.6% |
70% |
False |
False |
871 |
120 |
100.700 |
93.125 |
7.575 |
7.7% |
0.597 |
0.6% |
70% |
False |
False |
728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.330 |
2.618 |
101.567 |
1.618 |
100.487 |
1.000 |
99.820 |
0.618 |
99.407 |
HIGH |
98.740 |
0.618 |
98.327 |
0.500 |
98.200 |
0.382 |
98.073 |
LOW |
97.660 |
0.618 |
96.993 |
1.000 |
96.580 |
1.618 |
95.913 |
2.618 |
94.833 |
4.250 |
93.070 |
|
|
Fisher Pivots for day following 04-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
98.369 |
99.180 |
PP |
98.284 |
98.938 |
S1 |
98.200 |
98.695 |
|