ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 18-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
98.655 |
99.050 |
0.395 |
0.4% |
97.770 |
High |
99.345 |
99.290 |
-0.055 |
-0.1% |
99.345 |
Low |
98.645 |
98.665 |
0.020 |
0.0% |
97.225 |
Close |
99.320 |
98.731 |
-0.589 |
-0.6% |
98.731 |
Range |
0.700 |
0.625 |
-0.075 |
-10.7% |
2.120 |
ATR |
0.855 |
0.841 |
-0.014 |
-1.7% |
0.000 |
Volume |
30,971 |
29,688 |
-1,283 |
-4.1% |
158,919 |
|
Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.770 |
100.376 |
99.075 |
|
R3 |
100.145 |
99.751 |
98.903 |
|
R2 |
99.520 |
99.520 |
98.846 |
|
R1 |
99.126 |
99.126 |
98.788 |
99.011 |
PP |
98.895 |
98.895 |
98.895 |
98.838 |
S1 |
98.501 |
98.501 |
98.674 |
98.386 |
S2 |
98.270 |
98.270 |
98.616 |
|
S3 |
97.645 |
97.876 |
98.559 |
|
S4 |
97.020 |
97.251 |
98.387 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.794 |
103.882 |
99.897 |
|
R3 |
102.674 |
101.762 |
99.314 |
|
R2 |
100.554 |
100.554 |
99.120 |
|
R1 |
99.642 |
99.642 |
98.925 |
100.098 |
PP |
98.434 |
98.434 |
98.434 |
98.662 |
S1 |
97.522 |
97.522 |
98.537 |
97.978 |
S2 |
96.314 |
96.314 |
98.342 |
|
S3 |
94.194 |
95.402 |
98.148 |
|
S4 |
92.074 |
93.282 |
97.565 |
|
|
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% |
0.830 |
0.8% |
71% |
False |
False |
31,783 |
10 |
99.345 |
97.225 |
2.120 |
2.1% |
0.793 |
0.8% |
71% |
False |
False |
30,157 |
20 |
100.700 |
97.225 |
3.475 |
3.5% |
0.789 |
0.8% |
43% |
False |
False |
17,978 |
40 |
100.700 |
96.755 |
3.945 |
4.0% |
0.713 |
0.7% |
50% |
False |
False |
9,523 |
60 |
100.700 |
94.050 |
6.650 |
6.7% |
0.684 |
0.7% |
70% |
False |
False |
6,441 |
80 |
100.700 |
94.050 |
6.650 |
6.7% |
0.642 |
0.7% |
70% |
False |
False |
4,847 |
100 |
100.700 |
93.125 |
7.575 |
7.7% |
0.659 |
0.7% |
74% |
False |
False |
3,885 |
120 |
100.700 |
93.125 |
7.575 |
7.7% |
0.634 |
0.6% |
74% |
False |
False |
3,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.946 |
2.618 |
100.926 |
1.618 |
100.301 |
1.000 |
99.915 |
0.618 |
99.676 |
HIGH |
99.290 |
0.618 |
99.051 |
0.500 |
98.978 |
0.382 |
98.904 |
LOW |
98.665 |
0.618 |
98.279 |
1.000 |
98.040 |
1.618 |
97.654 |
2.618 |
97.029 |
4.250 |
96.009 |
|
|
Fisher Pivots for day following 18-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
98.978 |
98.649 |
PP |
98.895 |
98.567 |
S1 |
98.813 |
98.485 |
|