ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 22-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
98.780 |
98.500 |
-0.280 |
-0.3% |
97.770 |
High |
98.855 |
98.515 |
-0.340 |
-0.3% |
99.345 |
Low |
98.295 |
98.005 |
-0.290 |
-0.3% |
97.225 |
Close |
98.369 |
98.244 |
-0.125 |
-0.1% |
98.731 |
Range |
0.560 |
0.510 |
-0.050 |
-8.9% |
2.120 |
ATR |
0.821 |
0.799 |
-0.022 |
-2.7% |
0.000 |
Volume |
20,929 |
17,747 |
-3,182 |
-15.2% |
158,919 |
|
Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.785 |
99.524 |
98.525 |
|
R3 |
99.275 |
99.014 |
98.384 |
|
R2 |
98.765 |
98.765 |
98.338 |
|
R1 |
98.504 |
98.504 |
98.291 |
98.380 |
PP |
98.255 |
98.255 |
98.255 |
98.192 |
S1 |
97.994 |
97.994 |
98.197 |
97.870 |
S2 |
97.745 |
97.745 |
98.151 |
|
S3 |
97.235 |
97.484 |
98.104 |
|
S4 |
96.725 |
96.974 |
97.964 |
|
|
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 |
97.625 |
1.720 |
1.8% |
0.683 |
0.7% |
36% |
False |
False |
29,344 |
10 |
99.345 |
97.225 |
2.120 |
2.2% |
0.795 |
0.8% |
48% |
False |
False |
31,490 |
20 |
100.700 |
97.225 |
3.475 |
3.5% |
0.804 |
0.8% |
29% |
False |
False |
19,682 |
40 |
100.700 |
96.755 |
3.945 |
4.0% |
0.718 |
0.7% |
38% |
False |
False |
10,477 |
60 |
100.700 |
94.050 |
6.650 |
6.8% |
0.684 |
0.7% |
63% |
False |
False |
7,081 |
80 |
100.700 |
94.050 |
6.650 |
6.8% |
0.646 |
0.7% |
63% |
False |
False |
5,330 |
100 |
100.700 |
93.125 |
7.575 |
7.7% |
0.661 |
0.7% |
68% |
False |
False |
4,271 |
120 |
100.700 |
93.125 |
7.575 |
7.7% |
0.636 |
0.6% |
68% |
False |
False |
3,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.683 |
2.618 |
99.850 |
1.618 |
99.340 |
1.000 |
99.025 |
0.618 |
98.830 |
HIGH |
98.515 |
0.618 |
98.320 |
0.500 |
98.260 |
0.382 |
98.200 |
LOW |
98.005 |
0.618 |
97.690 |
1.000 |
97.495 |
1.618 |
97.180 |
2.618 |
96.670 |
4.250 |
95.838 |
|
|
Fisher Pivots for day following 22-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
98.260 |
98.648 |
PP |
98.255 |
98.513 |
S1 |
98.249 |
98.379 |
|