ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 21-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
99.050 |
98.780 |
-0.270 |
-0.3% |
97.770 |
High |
99.290 |
98.855 |
-0.435 |
-0.4% |
99.345 |
Low |
98.665 |
98.295 |
-0.370 |
-0.4% |
97.225 |
Close |
98.731 |
98.369 |
-0.362 |
-0.4% |
98.731 |
Range |
0.625 |
0.560 |
-0.065 |
-10.4% |
2.120 |
ATR |
0.841 |
0.821 |
-0.020 |
-2.4% |
0.000 |
Volume |
29,688 |
20,929 |
-8,759 |
-29.5% |
158,919 |
|
Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.186 |
99.838 |
98.677 |
|
R3 |
99.626 |
99.278 |
98.523 |
|
R2 |
99.066 |
99.066 |
98.472 |
|
R1 |
98.718 |
98.718 |
98.420 |
98.612 |
PP |
98.506 |
98.506 |
98.506 |
98.454 |
S1 |
98.158 |
98.158 |
98.318 |
98.052 |
S2 |
97.946 |
97.946 |
98.266 |
|
S3 |
97.386 |
97.598 |
98.215 |
|
S4 |
96.826 |
97.038 |
98.061 |
|
|
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 |
2.2% |
0.806 |
0.8% |
54% |
False |
False |
30,778 |
10 |
99.345 |
97.225 |
2.120 |
2.2% |
0.785 |
0.8% |
54% |
False |
False |
30,980 |
20 |
100.700 |
97.225 |
3.475 |
3.5% |
0.795 |
0.8% |
33% |
False |
False |
18,929 |
40 |
100.700 |
96.755 |
3.945 |
4.0% |
0.715 |
0.7% |
41% |
False |
False |
10,039 |
60 |
100.700 |
94.050 |
6.650 |
6.8% |
0.684 |
0.7% |
65% |
False |
False |
6,787 |
80 |
100.700 |
94.050 |
6.650 |
6.8% |
0.643 |
0.7% |
65% |
False |
False |
5,108 |
100 |
100.700 |
93.125 |
7.575 |
7.7% |
0.662 |
0.7% |
69% |
False |
False |
4,094 |
120 |
100.700 |
93.125 |
7.575 |
7.7% |
0.637 |
0.6% |
69% |
False |
False |
3,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.235 |
2.618 |
100.321 |
1.618 |
99.761 |
1.000 |
99.415 |
0.618 |
99.201 |
HIGH |
98.855 |
0.618 |
98.641 |
0.500 |
98.575 |
0.382 |
98.509 |
LOW |
98.295 |
0.618 |
97.949 |
1.000 |
97.735 |
1.618 |
97.389 |
2.618 |
96.829 |
4.250 |
95.915 |
|
|
Fisher Pivots for day following 21-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
98.575 |
98.820 |
PP |
98.506 |
98.670 |
S1 |
98.438 |
98.519 |
|