ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 08-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
98.455 |
98.860 |
0.405 |
0.4% |
100.275 |
High |
99.020 |
98.885 |
-0.135 |
-0.1% |
100.700 |
Low |
98.380 |
98.470 |
0.090 |
0.1% |
97.660 |
Close |
98.784 |
98.583 |
-0.201 |
-0.2% |
98.453 |
Range |
0.640 |
0.415 |
-0.225 |
-35.2% |
3.040 |
ATR |
0.767 |
0.741 |
-0.025 |
-3.3% |
0.000 |
Volume |
12,700 |
12,649 |
-51 |
-0.4% |
46,502 |
|
Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.891 |
99.652 |
98.811 |
|
R3 |
99.476 |
99.237 |
98.697 |
|
R2 |
99.061 |
99.061 |
98.659 |
|
R1 |
98.822 |
98.822 |
98.621 |
98.734 |
PP |
98.646 |
98.646 |
98.646 |
98.602 |
S1 |
98.407 |
98.407 |
98.545 |
98.319 |
S2 |
98.231 |
98.231 |
98.507 |
|
S3 |
97.816 |
97.992 |
98.469 |
|
S4 |
97.401 |
97.577 |
98.355 |
|
|
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% |
1.164 |
1.2% |
30% |
False |
False |
13,108 |
10 |
100.700 |
97.660 |
3.040 |
3.1% |
0.814 |
0.8% |
30% |
False |
False |
7,875 |
20 |
100.700 |
97.660 |
3.040 |
3.1% |
0.683 |
0.7% |
30% |
False |
False |
4,825 |
40 |
100.700 |
94.050 |
6.650 |
6.7% |
0.680 |
0.7% |
68% |
False |
False |
2,686 |
60 |
100.700 |
94.050 |
6.650 |
6.7% |
0.669 |
0.7% |
68% |
False |
False |
1,851 |
80 |
100.700 |
93.125 |
7.575 |
7.7% |
0.667 |
0.7% |
72% |
False |
False |
1,399 |
100 |
100.700 |
93.125 |
7.575 |
7.7% |
0.632 |
0.6% |
72% |
False |
False |
1,124 |
120 |
100.700 |
93.125 |
7.575 |
7.7% |
0.604 |
0.6% |
72% |
False |
False |
939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.649 |
2.618 |
99.971 |
1.618 |
99.556 |
1.000 |
99.300 |
0.618 |
99.141 |
HIGH |
98.885 |
0.618 |
98.726 |
0.500 |
98.678 |
0.382 |
98.629 |
LOW |
98.470 |
0.618 |
98.214 |
1.000 |
98.055 |
1.618 |
97.799 |
2.618 |
97.384 |
4.250 |
96.706 |
|
|
Fisher Pivots for day following 08-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
98.678 |
98.502 |
PP |
98.646 |
98.421 |
S1 |
98.615 |
98.340 |
|