ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 16-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
97.655 |
98.180 |
0.525 |
0.5% |
98.455 |
High |
98.350 |
98.645 |
0.295 |
0.3% |
99.020 |
Low |
97.225 |
97.625 |
0.400 |
0.4% |
97.305 |
Close |
98.288 |
97.884 |
-0.404 |
-0.4% |
97.606 |
Range |
1.125 |
1.020 |
-0.105 |
-9.3% |
1.715 |
ATR |
0.793 |
0.809 |
0.016 |
2.0% |
0.000 |
Volume |
24,917 |
47,385 |
22,468 |
90.2% |
142,657 |
|
Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.111 |
100.518 |
98.445 |
|
R3 |
100.091 |
99.498 |
98.165 |
|
R2 |
99.071 |
99.071 |
98.071 |
|
R1 |
98.478 |
98.478 |
97.978 |
98.265 |
PP |
98.051 |
98.051 |
98.051 |
97.945 |
S1 |
97.458 |
97.458 |
97.791 |
97.245 |
S2 |
97.031 |
97.031 |
97.697 |
|
S3 |
96.011 |
96.438 |
97.604 |
|
S4 |
94.991 |
95.418 |
97.323 |
|
|
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 |
98.645 |
97.225 |
1.420 |
1.5% |
0.845 |
0.9% |
46% |
True |
False |
37,071 |
10 |
100.700 |
97.225 |
3.475 |
3.6% |
1.068 |
1.1% |
19% |
False |
False |
27,504 |
20 |
100.700 |
97.225 |
3.475 |
3.6% |
0.790 |
0.8% |
19% |
False |
False |
15,198 |
40 |
100.700 |
95.205 |
5.495 |
5.6% |
0.743 |
0.8% |
49% |
False |
False |
8,037 |
60 |
100.700 |
94.050 |
6.650 |
6.8% |
0.682 |
0.7% |
58% |
False |
False |
5,435 |
80 |
100.700 |
94.050 |
6.650 |
6.8% |
0.645 |
0.7% |
58% |
False |
False |
4,089 |
100 |
100.700 |
93.125 |
7.575 |
7.7% |
0.661 |
0.7% |
63% |
False |
False |
3,279 |
120 |
100.700 |
93.125 |
7.575 |
7.7% |
0.625 |
0.6% |
63% |
False |
False |
2,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.980 |
2.618 |
101.315 |
1.618 |
100.295 |
1.000 |
99.665 |
0.618 |
99.275 |
HIGH |
98.645 |
0.618 |
98.255 |
0.500 |
98.135 |
0.382 |
98.015 |
LOW |
97.625 |
0.618 |
96.995 |
1.000 |
96.605 |
1.618 |
95.975 |
2.618 |
94.955 |
4.250 |
93.290 |
|
|
Fisher Pivots for day following 16-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
98.135 |
97.935 |
PP |
98.051 |
97.918 |
S1 |
97.968 |
97.901 |
|