ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 10-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
98.615 |
97.450 |
-1.165 |
-1.2% |
100.275 |
High |
98.630 |
98.070 |
-0.560 |
-0.6% |
100.700 |
Low |
97.305 |
97.450 |
0.145 |
0.1% |
97.660 |
Close |
97.426 |
98.044 |
0.618 |
0.6% |
98.453 |
Range |
1.325 |
0.620 |
-0.705 |
-53.2% |
3.040 |
ATR |
0.783 |
0.773 |
-0.010 |
-1.3% |
0.000 |
Volume |
30,210 |
46,970 |
16,760 |
55.5% |
46,502 |
|
Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.715 |
99.499 |
98.385 |
|
R3 |
99.095 |
98.879 |
98.215 |
|
R2 |
98.475 |
98.475 |
98.158 |
|
R1 |
98.259 |
98.259 |
98.101 |
98.367 |
PP |
97.855 |
97.855 |
97.855 |
97.909 |
S1 |
97.639 |
97.639 |
97.987 |
97.747 |
S2 |
97.235 |
97.235 |
97.930 |
|
S3 |
96.615 |
97.019 |
97.874 |
|
S4 |
95.995 |
96.399 |
97.703 |
|
|
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 |
99.020 |
97.305 |
1.715 |
1.7% |
0.816 |
0.8% |
43% |
False |
False |
22,463 |
10 |
100.700 |
97.305 |
3.395 |
3.5% |
0.905 |
0.9% |
22% |
False |
False |
15,157 |
20 |
100.700 |
97.305 |
3.395 |
3.5% |
0.714 |
0.7% |
22% |
False |
False |
8,569 |
40 |
100.700 |
94.685 |
6.015 |
6.1% |
0.686 |
0.7% |
56% |
False |
False |
4,596 |
60 |
100.700 |
94.050 |
6.650 |
6.8% |
0.674 |
0.7% |
60% |
False |
False |
3,135 |
80 |
100.700 |
93.125 |
7.575 |
7.7% |
0.674 |
0.7% |
65% |
False |
False |
2,363 |
100 |
100.700 |
93.125 |
7.575 |
7.7% |
0.642 |
0.7% |
65% |
False |
False |
1,895 |
120 |
100.700 |
93.125 |
7.575 |
7.7% |
0.617 |
0.6% |
65% |
False |
False |
1,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.705 |
2.618 |
99.693 |
1.618 |
99.073 |
1.000 |
98.690 |
0.618 |
98.453 |
HIGH |
98.070 |
0.618 |
97.833 |
0.500 |
97.760 |
0.382 |
97.687 |
LOW |
97.450 |
0.618 |
97.067 |
1.000 |
96.830 |
1.618 |
96.447 |
2.618 |
95.827 |
4.250 |
94.815 |
|
|
Fisher Pivots for day following 10-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
97.949 |
98.095 |
PP |
97.855 |
98.078 |
S1 |
97.760 |
98.061 |
|