ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 17-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
98.180 |
98.655 |
0.475 |
0.5% |
98.455 |
High |
98.645 |
99.345 |
0.700 |
0.7% |
99.020 |
Low |
97.625 |
98.645 |
1.020 |
1.0% |
97.305 |
Close |
97.884 |
99.320 |
1.436 |
1.5% |
97.606 |
Range |
1.020 |
0.700 |
-0.320 |
-31.4% |
1.715 |
ATR |
0.809 |
0.855 |
0.047 |
5.8% |
0.000 |
Volume |
47,385 |
30,971 |
-16,414 |
-34.6% |
142,657 |
|
Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.203 |
100.962 |
99.705 |
|
R3 |
100.503 |
100.262 |
99.513 |
|
R2 |
99.803 |
99.803 |
99.448 |
|
R1 |
99.562 |
99.562 |
99.384 |
99.683 |
PP |
99.103 |
99.103 |
99.103 |
99.164 |
S1 |
98.862 |
98.862 |
99.256 |
98.983 |
S2 |
98.403 |
98.403 |
99.192 |
|
S3 |
97.703 |
98.162 |
99.128 |
|
S4 |
97.003 |
97.462 |
98.935 |
|
|
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 |
99.345 |
97.225 |
2.120 |
2.1% |
0.861 |
0.9% |
99% |
True |
False |
33,871 |
10 |
99.345 |
97.225 |
2.120 |
2.1% |
0.839 |
0.8% |
99% |
True |
False |
28,167 |
20 |
100.700 |
97.225 |
3.475 |
3.5% |
0.789 |
0.8% |
60% |
False |
False |
16,616 |
40 |
100.700 |
96.430 |
4.270 |
4.3% |
0.724 |
0.7% |
68% |
False |
False |
8,796 |
60 |
100.700 |
94.050 |
6.650 |
6.7% |
0.682 |
0.7% |
79% |
False |
False |
5,949 |
80 |
100.700 |
94.050 |
6.650 |
6.7% |
0.642 |
0.6% |
79% |
False |
False |
4,476 |
100 |
100.700 |
93.125 |
7.575 |
7.6% |
0.663 |
0.7% |
82% |
False |
False |
3,588 |
120 |
100.700 |
93.125 |
7.575 |
7.6% |
0.629 |
0.6% |
82% |
False |
False |
2,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.320 |
2.618 |
101.178 |
1.618 |
100.478 |
1.000 |
100.045 |
0.618 |
99.778 |
HIGH |
99.345 |
0.618 |
99.078 |
0.500 |
98.995 |
0.382 |
98.912 |
LOW |
98.645 |
0.618 |
98.212 |
1.000 |
97.945 |
1.618 |
97.512 |
2.618 |
96.812 |
4.250 |
95.670 |
|
|
Fisher Pivots for day following 17-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
99.212 |
98.975 |
PP |
99.103 |
98.630 |
S1 |
98.995 |
98.285 |
|