ICE US Dollar Index Future December 2015
| Trading Metrics calculated at close of trading on 28-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
96.885 |
97.050 |
0.165 |
0.2% |
94.720 |
| High |
97.060 |
97.895 |
0.835 |
0.9% |
97.300 |
| Low |
96.620 |
96.510 |
-0.110 |
-0.1% |
94.595 |
| Close |
96.992 |
97.861 |
0.869 |
0.9% |
97.243 |
| Range |
0.440 |
1.385 |
0.945 |
214.8% |
2.705 |
| ATR |
0.687 |
0.737 |
0.050 |
7.3% |
0.000 |
| Volume |
27,188 |
47,242 |
20,054 |
73.8% |
150,429 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.577 |
101.104 |
98.623 |
|
| R3 |
100.192 |
99.719 |
98.242 |
|
| R2 |
98.807 |
98.807 |
98.115 |
|
| R1 |
98.334 |
98.334 |
97.988 |
98.571 |
| PP |
97.422 |
97.422 |
97.422 |
97.540 |
| S1 |
96.949 |
96.949 |
97.734 |
97.186 |
| S2 |
96.037 |
96.037 |
97.607 |
|
| S3 |
94.652 |
95.564 |
97.480 |
|
| S4 |
93.267 |
94.179 |
97.099 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.494 |
103.574 |
98.731 |
|
| R3 |
101.789 |
100.869 |
97.987 |
|
| R2 |
99.084 |
99.084 |
97.739 |
|
| R1 |
98.164 |
98.164 |
97.491 |
98.624 |
| PP |
96.379 |
96.379 |
96.379 |
96.610 |
| S1 |
95.459 |
95.459 |
96.995 |
95.919 |
| S2 |
93.674 |
93.674 |
96.747 |
|
| S3 |
90.969 |
92.754 |
96.499 |
|
| S4 |
88.264 |
90.049 |
95.755 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.895 |
94.985 |
2.910 |
3.0% |
0.976 |
1.0% |
99% |
True |
False |
39,402 |
| 10 |
97.895 |
93.830 |
4.065 |
4.2% |
0.722 |
0.7% |
99% |
True |
False |
30,284 |
| 20 |
97.895 |
93.830 |
4.065 |
4.2% |
0.694 |
0.7% |
99% |
True |
False |
28,589 |
| 40 |
97.895 |
93.830 |
4.065 |
4.2% |
0.710 |
0.7% |
99% |
True |
False |
29,290 |
| 60 |
98.740 |
92.850 |
5.890 |
6.0% |
0.780 |
0.8% |
85% |
False |
False |
20,176 |
| 80 |
98.740 |
92.850 |
5.890 |
6.0% |
0.774 |
0.8% |
85% |
False |
False |
15,281 |
| 100 |
98.740 |
92.850 |
5.890 |
6.0% |
0.775 |
0.8% |
85% |
False |
False |
12,281 |
| 120 |
98.740 |
92.850 |
5.890 |
6.0% |
0.808 |
0.8% |
85% |
False |
False |
10,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.781 |
|
2.618 |
101.521 |
|
1.618 |
100.136 |
|
1.000 |
99.280 |
|
0.618 |
98.751 |
|
HIGH |
97.895 |
|
0.618 |
97.366 |
|
0.500 |
97.203 |
|
0.382 |
97.039 |
|
LOW |
96.510 |
|
0.618 |
95.654 |
|
1.000 |
95.125 |
|
1.618 |
94.269 |
|
2.618 |
92.884 |
|
4.250 |
90.624 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
97.642 |
97.642 |
| PP |
97.422 |
97.422 |
| S1 |
97.203 |
97.203 |
|