ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 24-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
98.225 |
98.390 |
0.165 |
0.2% |
97.770 |
High |
98.665 |
98.390 |
-0.275 |
-0.3% |
99.345 |
Low |
98.210 |
97.935 |
-0.275 |
-0.3% |
97.225 |
Close |
98.367 |
98.016 |
-0.351 |
-0.4% |
98.731 |
Range |
0.455 |
0.455 |
0.000 |
0.0% |
2.120 |
ATR |
0.774 |
0.751 |
-0.023 |
-2.9% |
0.000 |
Volume |
16,785 |
9,145 |
-7,640 |
-45.5% |
158,919 |
|
Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.479 |
99.202 |
98.266 |
|
R3 |
99.024 |
98.747 |
98.141 |
|
R2 |
98.569 |
98.569 |
98.099 |
|
R1 |
98.292 |
98.292 |
98.058 |
98.203 |
PP |
98.114 |
98.114 |
98.114 |
98.069 |
S1 |
97.837 |
97.837 |
97.974 |
97.748 |
S2 |
97.659 |
97.659 |
97.933 |
|
S3 |
97.204 |
97.382 |
97.891 |
|
S4 |
96.749 |
96.927 |
97.766 |
|
|
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 |
99.290 |
97.935 |
1.355 |
1.4% |
0.521 |
0.5% |
6% |
False |
True |
18,858 |
10 |
99.345 |
97.225 |
2.120 |
2.2% |
0.691 |
0.7% |
37% |
False |
False |
26,365 |
20 |
100.700 |
97.225 |
3.475 |
3.5% |
0.798 |
0.8% |
23% |
False |
False |
20,761 |
40 |
100.700 |
96.875 |
3.825 |
3.9% |
0.697 |
0.7% |
30% |
False |
False |
11,099 |
60 |
100.700 |
94.050 |
6.650 |
6.8% |
0.682 |
0.7% |
60% |
False |
False |
7,509 |
80 |
100.700 |
94.050 |
6.650 |
6.8% |
0.649 |
0.7% |
60% |
False |
False |
5,654 |
100 |
100.700 |
93.125 |
7.575 |
7.7% |
0.664 |
0.7% |
65% |
False |
False |
4,530 |
120 |
100.700 |
93.125 |
7.575 |
7.7% |
0.638 |
0.7% |
65% |
False |
False |
3,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.324 |
2.618 |
99.581 |
1.618 |
99.126 |
1.000 |
98.845 |
0.618 |
98.671 |
HIGH |
98.390 |
0.618 |
98.216 |
0.500 |
98.163 |
0.382 |
98.109 |
LOW |
97.935 |
0.618 |
97.654 |
1.000 |
97.480 |
1.618 |
97.199 |
2.618 |
96.744 |
4.250 |
96.001 |
|
|
Fisher Pivots for day following 24-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
98.163 |
98.300 |
PP |
98.114 |
98.205 |
S1 |
98.065 |
98.111 |
|