ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 11-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
97.450 |
98.050 |
0.600 |
0.6% |
98.455 |
High |
98.070 |
98.155 |
0.085 |
0.1% |
99.020 |
Low |
97.450 |
97.375 |
-0.075 |
-0.1% |
97.305 |
Close |
98.044 |
97.606 |
-0.438 |
-0.4% |
97.606 |
Range |
0.620 |
0.780 |
0.160 |
25.8% |
1.715 |
ATR |
0.773 |
0.774 |
0.000 |
0.1% |
0.000 |
Volume |
46,970 |
40,128 |
-6,842 |
-14.6% |
142,657 |
|
Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.052 |
99.609 |
98.035 |
|
R3 |
99.272 |
98.829 |
97.821 |
|
R2 |
98.492 |
98.492 |
97.749 |
|
R1 |
98.049 |
98.049 |
97.678 |
97.881 |
PP |
97.712 |
97.712 |
97.712 |
97.628 |
S1 |
97.269 |
97.269 |
97.535 |
97.101 |
S2 |
96.932 |
96.932 |
97.463 |
|
S3 |
96.152 |
96.489 |
97.392 |
|
S4 |
95.372 |
95.709 |
97.177 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.122 |
102.079 |
98.549 |
|
R3 |
101.407 |
100.364 |
98.078 |
|
R2 |
99.692 |
99.692 |
97.920 |
|
R1 |
98.649 |
98.649 |
97.763 |
98.313 |
PP |
97.977 |
97.977 |
97.977 |
97.809 |
S1 |
96.934 |
96.934 |
97.449 |
96.598 |
S2 |
96.262 |
96.262 |
97.292 |
|
S3 |
94.547 |
95.219 |
97.134 |
|
S4 |
92.832 |
93.504 |
96.663 |
|
|
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 |
1.8% |
0.756 |
0.8% |
18% |
False |
False |
28,531 |
10 |
100.700 |
97.305 |
3.395 |
3.5% |
0.927 |
0.9% |
9% |
False |
False |
18,915 |
20 |
100.700 |
97.305 |
3.395 |
3.5% |
0.719 |
0.7% |
9% |
False |
False |
10,499 |
40 |
100.700 |
94.810 |
5.890 |
6.0% |
0.699 |
0.7% |
47% |
False |
False |
5,595 |
60 |
100.700 |
94.050 |
6.650 |
6.8% |
0.668 |
0.7% |
53% |
False |
False |
3,802 |
80 |
100.700 |
93.125 |
7.575 |
7.8% |
0.672 |
0.7% |
59% |
False |
False |
2,863 |
100 |
100.700 |
93.125 |
7.575 |
7.8% |
0.646 |
0.7% |
59% |
False |
False |
2,296 |
120 |
100.700 |
93.125 |
7.575 |
7.8% |
0.622 |
0.6% |
59% |
False |
False |
1,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.470 |
2.618 |
100.197 |
1.618 |
99.417 |
1.000 |
98.935 |
0.618 |
98.637 |
HIGH |
98.155 |
0.618 |
97.857 |
0.500 |
97.765 |
0.382 |
97.673 |
LOW |
97.375 |
0.618 |
96.893 |
1.000 |
96.595 |
1.618 |
96.113 |
2.618 |
95.333 |
4.250 |
94.060 |
|
|
Fisher Pivots for day following 11-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
97.765 |
97.968 |
PP |
97.712 |
97.847 |
S1 |
97.659 |
97.727 |
|