ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 30-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
97.925 |
98.305 |
0.380 |
0.4% |
98.780 |
High |
98.475 |
98.495 |
0.020 |
0.0% |
98.855 |
Low |
97.840 |
98.190 |
0.350 |
0.4% |
97.935 |
Close |
98.173 |
98.354 |
0.181 |
0.2% |
98.016 |
Range |
0.635 |
0.305 |
-0.330 |
-52.0% |
0.920 |
ATR |
0.708 |
0.680 |
-0.028 |
-3.9% |
0.000 |
Volume |
17,176 |
9,825 |
-7,351 |
-42.8% |
64,606 |
|
Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.261 |
99.113 |
98.522 |
|
R3 |
98.956 |
98.808 |
98.438 |
|
R2 |
98.651 |
98.651 |
98.410 |
|
R1 |
98.503 |
98.503 |
98.382 |
98.577 |
PP |
98.346 |
98.346 |
98.346 |
98.384 |
S1 |
98.198 |
98.198 |
98.326 |
98.272 |
S2 |
98.041 |
98.041 |
98.298 |
|
S3 |
97.736 |
97.893 |
98.270 |
|
S4 |
97.431 |
97.588 |
98.186 |
|
|
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% |
0.414 |
0.4% |
63% |
False |
False |
12,740 |
10 |
99.345 |
97.625 |
1.720 |
1.7% |
0.549 |
0.6% |
42% |
False |
False |
21,042 |
20 |
100.700 |
97.225 |
3.475 |
3.5% |
0.792 |
0.8% |
32% |
False |
False |
22,207 |
40 |
100.700 |
97.225 |
3.475 |
3.5% |
0.683 |
0.7% |
32% |
False |
False |
11,993 |
60 |
100.700 |
94.050 |
6.650 |
6.8% |
0.658 |
0.7% |
65% |
False |
False |
8,126 |
80 |
100.700 |
94.050 |
6.650 |
6.8% |
0.657 |
0.7% |
65% |
False |
False |
6,122 |
100 |
100.700 |
93.125 |
7.575 |
7.7% |
0.656 |
0.7% |
69% |
False |
False |
4,906 |
120 |
100.700 |
93.125 |
7.575 |
7.7% |
0.626 |
0.6% |
69% |
False |
False |
4,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.791 |
2.618 |
99.293 |
1.618 |
98.988 |
1.000 |
98.800 |
0.618 |
98.683 |
HIGH |
98.495 |
0.618 |
98.378 |
0.500 |
98.343 |
0.382 |
98.307 |
LOW |
98.190 |
0.618 |
98.002 |
1.000 |
97.885 |
1.618 |
97.697 |
2.618 |
97.392 |
4.250 |
96.894 |
|
|
Fisher Pivots for day following 30-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
98.350 |
98.291 |
PP |
98.346 |
98.228 |
S1 |
98.343 |
98.165 |
|