ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 14-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
98.050 |
97.770 |
-0.280 |
-0.3% |
98.455 |
High |
98.155 |
97.990 |
-0.165 |
-0.2% |
99.020 |
Low |
97.375 |
97.310 |
-0.065 |
-0.1% |
97.305 |
Close |
97.606 |
97.653 |
0.047 |
0.0% |
97.606 |
Range |
0.780 |
0.680 |
-0.100 |
-12.8% |
1.715 |
ATR |
0.774 |
0.767 |
-0.007 |
-0.9% |
0.000 |
Volume |
40,128 |
25,958 |
-14,170 |
-35.3% |
142,657 |
|
Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.691 |
99.352 |
98.027 |
|
R3 |
99.011 |
98.672 |
97.840 |
|
R2 |
98.331 |
98.331 |
97.778 |
|
R1 |
97.992 |
97.992 |
97.715 |
97.822 |
PP |
97.651 |
97.651 |
97.651 |
97.566 |
S1 |
97.312 |
97.312 |
97.591 |
97.142 |
S2 |
96.971 |
96.971 |
97.528 |
|
S3 |
96.291 |
96.632 |
97.466 |
|
S4 |
95.611 |
95.952 |
97.279 |
|
|
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 |
98.885 |
97.305 |
1.580 |
1.6% |
0.764 |
0.8% |
22% |
False |
False |
31,183 |
10 |
100.700 |
97.305 |
3.395 |
3.5% |
0.970 |
1.0% |
10% |
False |
False |
21,249 |
20 |
100.700 |
97.305 |
3.395 |
3.5% |
0.725 |
0.7% |
10% |
False |
False |
11,723 |
40 |
100.700 |
94.850 |
5.850 |
6.0% |
0.705 |
0.7% |
48% |
False |
False |
6,237 |
60 |
100.700 |
94.050 |
6.650 |
6.8% |
0.665 |
0.7% |
54% |
False |
False |
4,232 |
80 |
100.700 |
94.010 |
6.690 |
6.9% |
0.653 |
0.7% |
54% |
False |
False |
3,186 |
100 |
100.700 |
93.125 |
7.575 |
7.8% |
0.644 |
0.7% |
60% |
False |
False |
2,556 |
120 |
100.700 |
93.125 |
7.575 |
7.8% |
0.614 |
0.6% |
60% |
False |
False |
2,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.880 |
2.618 |
99.770 |
1.618 |
99.090 |
1.000 |
98.670 |
0.618 |
98.410 |
HIGH |
97.990 |
0.618 |
97.730 |
0.500 |
97.650 |
0.382 |
97.570 |
LOW |
97.310 |
0.618 |
96.890 |
1.000 |
96.630 |
1.618 |
96.210 |
2.618 |
95.530 |
4.250 |
94.420 |
|
|
Fisher Pivots for day following 14-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
97.652 |
97.733 |
PP |
97.651 |
97.706 |
S1 |
97.650 |
97.680 |
|