ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 31-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
98.305 |
98.260 |
-0.045 |
0.0% |
98.780 |
High |
98.495 |
98.845 |
0.350 |
0.4% |
98.855 |
Low |
98.190 |
98.255 |
0.065 |
0.1% |
97.935 |
Close |
98.354 |
98.745 |
0.391 |
0.4% |
98.016 |
Range |
0.305 |
0.590 |
0.285 |
93.4% |
0.920 |
ATR |
0.680 |
0.674 |
-0.006 |
-0.9% |
0.000 |
Volume |
9,825 |
18,783 |
8,958 |
91.2% |
64,606 |
|
Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.385 |
100.155 |
99.070 |
|
R3 |
99.795 |
99.565 |
98.907 |
|
R2 |
99.205 |
99.205 |
98.853 |
|
R1 |
98.975 |
98.975 |
98.799 |
99.090 |
PP |
98.615 |
98.615 |
98.615 |
98.673 |
S1 |
98.385 |
98.385 |
98.691 |
98.500 |
S2 |
98.025 |
98.025 |
98.637 |
|
S3 |
97.435 |
97.795 |
98.583 |
|
S4 |
96.845 |
97.205 |
98.421 |
|
|
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 |
98.845 |
97.835 |
1.010 |
1.0% |
0.441 |
0.4% |
90% |
True |
False |
13,140 |
10 |
99.345 |
97.835 |
1.510 |
1.5% |
0.506 |
0.5% |
60% |
False |
False |
18,182 |
20 |
100.700 |
97.225 |
3.475 |
3.5% |
0.787 |
0.8% |
44% |
False |
False |
22,843 |
40 |
100.700 |
97.225 |
3.475 |
3.5% |
0.678 |
0.7% |
44% |
False |
False |
12,439 |
60 |
100.700 |
94.050 |
6.650 |
6.7% |
0.662 |
0.7% |
71% |
False |
False |
8,433 |
80 |
100.700 |
94.050 |
6.650 |
6.7% |
0.660 |
0.7% |
71% |
False |
False |
6,357 |
100 |
100.700 |
93.125 |
7.575 |
7.7% |
0.650 |
0.7% |
74% |
False |
False |
5,094 |
120 |
100.700 |
93.125 |
7.575 |
7.7% |
0.630 |
0.6% |
74% |
False |
False |
4,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.353 |
2.618 |
100.390 |
1.618 |
99.800 |
1.000 |
99.435 |
0.618 |
99.210 |
HIGH |
98.845 |
0.618 |
98.620 |
0.500 |
98.550 |
0.382 |
98.480 |
LOW |
98.255 |
0.618 |
97.890 |
1.000 |
97.665 |
1.618 |
97.300 |
2.618 |
96.710 |
4.250 |
95.748 |
|
|
Fisher Pivots for day following 31-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
98.680 |
98.611 |
PP |
98.615 |
98.477 |
S1 |
98.550 |
98.343 |
|