ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 07-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
98.110 |
98.455 |
0.345 |
0.4% |
100.275 |
High |
98.740 |
99.020 |
0.280 |
0.3% |
100.700 |
Low |
97.660 |
98.380 |
0.720 |
0.7% |
97.660 |
Close |
98.453 |
98.784 |
0.331 |
0.3% |
98.453 |
Range |
1.080 |
0.640 |
-0.440 |
-40.7% |
3.040 |
ATR |
0.776 |
0.767 |
-0.010 |
-1.3% |
0.000 |
Volume |
9,788 |
12,700 |
2,912 |
29.8% |
46,502 |
|
Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.648 |
100.356 |
99.136 |
|
R3 |
100.008 |
99.716 |
98.960 |
|
R2 |
99.368 |
99.368 |
98.901 |
|
R1 |
99.076 |
99.076 |
98.843 |
99.222 |
PP |
98.728 |
98.728 |
98.728 |
98.801 |
S1 |
98.436 |
98.436 |
98.725 |
98.582 |
S2 |
98.088 |
98.088 |
98.667 |
|
S3 |
97.448 |
97.796 |
98.608 |
|
S4 |
96.808 |
97.156 |
98.432 |
|
|
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% |
1.177 |
1.2% |
37% |
False |
False |
11,316 |
10 |
100.700 |
97.660 |
3.040 |
3.1% |
0.804 |
0.8% |
37% |
False |
False |
6,877 |
20 |
100.700 |
97.660 |
3.040 |
3.1% |
0.688 |
0.7% |
37% |
False |
False |
4,234 |
40 |
100.700 |
94.050 |
6.650 |
6.7% |
0.681 |
0.7% |
71% |
False |
False |
2,375 |
60 |
100.700 |
94.050 |
6.650 |
6.7% |
0.669 |
0.7% |
71% |
False |
False |
1,641 |
80 |
100.700 |
93.125 |
7.575 |
7.7% |
0.662 |
0.7% |
75% |
False |
False |
1,241 |
100 |
100.700 |
93.125 |
7.575 |
7.7% |
0.637 |
0.6% |
75% |
False |
False |
998 |
120 |
100.700 |
93.125 |
7.575 |
7.7% |
0.603 |
0.6% |
75% |
False |
False |
833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.740 |
2.618 |
100.696 |
1.618 |
100.056 |
1.000 |
99.660 |
0.618 |
99.416 |
HIGH |
99.020 |
0.618 |
98.776 |
0.500 |
98.700 |
0.382 |
98.624 |
LOW |
98.380 |
0.618 |
97.984 |
1.000 |
97.740 |
1.618 |
97.344 |
2.618 |
96.704 |
4.250 |
95.660 |
|
|
Fisher Pivots for day following 07-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
98.756 |
99.180 |
PP |
98.728 |
99.048 |
S1 |
98.700 |
98.916 |
|