ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 29-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
97.970 |
97.925 |
-0.045 |
0.0% |
98.780 |
High |
98.055 |
98.475 |
0.420 |
0.4% |
98.855 |
Low |
97.835 |
97.840 |
0.005 |
0.0% |
97.935 |
Close |
97.950 |
98.173 |
0.223 |
0.2% |
98.016 |
Range |
0.220 |
0.635 |
0.415 |
188.6% |
0.920 |
ATR |
0.713 |
0.708 |
-0.006 |
-0.8% |
0.000 |
Volume |
10,771 |
17,176 |
6,405 |
59.5% |
64,606 |
|
Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.068 |
99.755 |
98.522 |
|
R3 |
99.433 |
99.120 |
98.348 |
|
R2 |
98.798 |
98.798 |
98.289 |
|
R1 |
98.485 |
98.485 |
98.231 |
98.642 |
PP |
98.163 |
98.163 |
98.163 |
98.241 |
S1 |
97.850 |
97.850 |
98.115 |
98.007 |
S2 |
97.528 |
97.528 |
98.057 |
|
S3 |
96.893 |
97.215 |
97.998 |
|
S4 |
96.258 |
96.580 |
97.824 |
|
|
Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.029 |
100.442 |
98.522 |
|
R3 |
100.109 |
99.522 |
98.269 |
|
R2 |
99.189 |
99.189 |
98.185 |
|
R1 |
98.602 |
98.602 |
98.100 |
98.436 |
PP |
98.269 |
98.269 |
98.269 |
98.185 |
S1 |
97.682 |
97.682 |
97.932 |
97.516 |
S2 |
97.349 |
97.349 |
97.847 |
|
S3 |
96.429 |
96.762 |
97.763 |
|
S4 |
95.509 |
95.842 |
97.510 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.665 |
97.835 |
0.830 |
0.8% |
0.455 |
0.5% |
41% |
False |
False |
14,324 |
10 |
99.345 |
97.225 |
2.120 |
2.2% |
0.631 |
0.6% |
45% |
False |
False |
22,551 |
20 |
100.700 |
97.225 |
3.475 |
3.5% |
0.800 |
0.8% |
27% |
False |
False |
21,900 |
40 |
100.700 |
97.075 |
3.625 |
3.7% |
0.693 |
0.7% |
30% |
False |
False |
11,760 |
60 |
100.700 |
94.050 |
6.650 |
6.8% |
0.665 |
0.7% |
62% |
False |
False |
7,966 |
80 |
100.700 |
94.050 |
6.650 |
6.8% |
0.656 |
0.7% |
62% |
False |
False |
6,003 |
100 |
100.700 |
93.125 |
7.575 |
7.7% |
0.657 |
0.7% |
67% |
False |
False |
4,809 |
120 |
100.700 |
93.125 |
7.575 |
7.7% |
0.628 |
0.6% |
67% |
False |
False |
4,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.174 |
2.618 |
100.137 |
1.618 |
99.502 |
1.000 |
99.110 |
0.618 |
98.867 |
HIGH |
98.475 |
0.618 |
98.232 |
0.500 |
98.158 |
0.382 |
98.083 |
LOW |
97.840 |
0.618 |
97.448 |
1.000 |
97.205 |
1.618 |
96.813 |
2.618 |
96.178 |
4.250 |
95.141 |
|
|
Fisher Pivots for day following 29-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
98.168 |
98.167 |
PP |
98.163 |
98.161 |
S1 |
98.158 |
98.155 |
|