ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 09-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
98.860 |
98.615 |
-0.245 |
-0.2% |
100.275 |
High |
98.885 |
98.630 |
-0.255 |
-0.3% |
100.700 |
Low |
98.470 |
97.305 |
-1.165 |
-1.2% |
97.660 |
Close |
98.583 |
97.426 |
-1.157 |
-1.2% |
98.453 |
Range |
0.415 |
1.325 |
0.910 |
219.3% |
3.040 |
ATR |
0.741 |
0.783 |
0.042 |
5.6% |
0.000 |
Volume |
12,649 |
30,210 |
17,561 |
138.8% |
46,502 |
|
Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.762 |
100.919 |
98.155 |
|
R3 |
100.437 |
99.594 |
97.790 |
|
R2 |
99.112 |
99.112 |
97.669 |
|
R1 |
98.269 |
98.269 |
97.547 |
98.028 |
PP |
97.787 |
97.787 |
97.787 |
97.667 |
S1 |
96.944 |
96.944 |
97.305 |
96.703 |
S2 |
96.462 |
96.462 |
97.183 |
|
S3 |
95.137 |
95.619 |
97.062 |
|
S4 |
93.812 |
94.294 |
96.697 |
|
|
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 |
97.305 |
3.395 |
3.5% |
1.291 |
1.3% |
4% |
False |
True |
17,937 |
10 |
100.700 |
97.305 |
3.395 |
3.5% |
0.860 |
0.9% |
4% |
False |
True |
10,561 |
20 |
100.700 |
97.305 |
3.395 |
3.5% |
0.728 |
0.7% |
4% |
False |
True |
6,293 |
40 |
100.700 |
94.050 |
6.650 |
6.8% |
0.690 |
0.7% |
51% |
False |
False |
3,433 |
60 |
100.700 |
94.050 |
6.650 |
6.8% |
0.681 |
0.7% |
51% |
False |
False |
2,354 |
80 |
100.700 |
93.125 |
7.575 |
7.8% |
0.676 |
0.7% |
57% |
False |
False |
1,776 |
100 |
100.700 |
93.125 |
7.575 |
7.8% |
0.640 |
0.7% |
57% |
False |
False |
1,426 |
120 |
100.700 |
93.125 |
7.575 |
7.8% |
0.613 |
0.6% |
57% |
False |
False |
1,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.261 |
2.618 |
102.099 |
1.618 |
100.774 |
1.000 |
99.955 |
0.618 |
99.449 |
HIGH |
98.630 |
0.618 |
98.124 |
0.500 |
97.968 |
0.382 |
97.811 |
LOW |
97.305 |
0.618 |
96.486 |
1.000 |
95.980 |
1.618 |
95.161 |
2.618 |
93.836 |
4.250 |
91.674 |
|
|
Fisher Pivots for day following 09-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
97.968 |
98.163 |
PP |
97.787 |
97.917 |
S1 |
97.607 |
97.672 |
|