ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 16-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
98.860 |
99.290 |
0.430 |
0.4% |
99.590 |
High |
99.500 |
99.731 |
0.231 |
0.2% |
99.790 |
Low |
98.815 |
99.185 |
0.370 |
0.4% |
98.690 |
Close |
99.290 |
99.731 |
0.441 |
0.4% |
99.290 |
Range |
0.685 |
0.546 |
-0.139 |
-20.3% |
1.100 |
ATR |
0.683 |
0.673 |
-0.010 |
-1.4% |
0.000 |
Volume |
1,532 |
1,476 |
-56 |
-3.7% |
5,632 |
|
Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.187 |
101.005 |
100.031 |
|
R3 |
100.641 |
100.459 |
99.881 |
|
R2 |
100.095 |
100.095 |
99.831 |
|
R1 |
99.913 |
99.913 |
99.781 |
100.004 |
PP |
99.549 |
99.549 |
99.549 |
99.595 |
S1 |
99.367 |
99.367 |
99.681 |
99.458 |
S2 |
99.003 |
99.003 |
99.631 |
|
S3 |
98.457 |
98.821 |
99.581 |
|
S4 |
97.911 |
98.275 |
99.431 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.557 |
102.023 |
99.895 |
|
R3 |
101.457 |
100.923 |
99.593 |
|
R2 |
100.357 |
100.357 |
99.492 |
|
R1 |
99.823 |
99.823 |
99.391 |
99.540 |
PP |
99.257 |
99.257 |
99.257 |
99.115 |
S1 |
98.723 |
98.723 |
99.189 |
98.440 |
S2 |
98.157 |
98.157 |
99.088 |
|
S3 |
97.057 |
97.623 |
98.988 |
|
S4 |
95.957 |
96.523 |
98.685 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.790 |
98.690 |
1.100 |
1.1% |
0.615 |
0.6% |
95% |
False |
False |
1,225 |
10 |
99.790 |
97.075 |
2.715 |
2.7% |
0.690 |
0.7% |
98% |
False |
False |
1,042 |
20 |
99.790 |
94.850 |
4.940 |
5.0% |
0.685 |
0.7% |
99% |
False |
False |
751 |
40 |
99.790 |
94.050 |
5.740 |
5.8% |
0.634 |
0.6% |
99% |
False |
False |
487 |
60 |
99.790 |
94.010 |
5.780 |
5.8% |
0.628 |
0.6% |
99% |
False |
False |
340 |
80 |
99.790 |
93.125 |
6.665 |
6.7% |
0.624 |
0.6% |
99% |
False |
False |
264 |
100 |
99.790 |
93.125 |
6.665 |
6.7% |
0.592 |
0.6% |
99% |
False |
False |
214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.052 |
2.618 |
101.160 |
1.618 |
100.614 |
1.000 |
100.277 |
0.618 |
100.068 |
HIGH |
99.731 |
0.618 |
99.522 |
0.500 |
99.458 |
0.382 |
99.394 |
LOW |
99.185 |
0.618 |
98.848 |
1.000 |
98.639 |
1.618 |
98.302 |
2.618 |
97.756 |
4.250 |
96.865 |
|
|
Fisher Pivots for day following 16-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
99.640 |
99.558 |
PP |
99.549 |
99.384 |
S1 |
99.458 |
99.211 |
|