ICE US Dollar Index Future December 2015
| Trading Metrics calculated at close of trading on 25-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
99.785 |
99.610 |
-0.175 |
-0.2% |
99.060 |
| High |
99.845 |
100.230 |
0.385 |
0.4% |
99.965 |
| Low |
99.515 |
99.365 |
-0.150 |
-0.2% |
98.795 |
| Close |
99.590 |
99.830 |
0.240 |
0.2% |
99.624 |
| Range |
0.330 |
0.865 |
0.535 |
162.1% |
1.170 |
| ATR |
0.651 |
0.666 |
0.015 |
2.3% |
0.000 |
| Volume |
23,234 |
30,269 |
7,035 |
30.3% |
161,717 |
|
| Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.403 |
101.982 |
100.306 |
|
| R3 |
101.538 |
101.117 |
100.068 |
|
| R2 |
100.673 |
100.673 |
99.989 |
|
| R1 |
100.252 |
100.252 |
99.909 |
100.463 |
| PP |
99.808 |
99.808 |
99.808 |
99.914 |
| S1 |
99.387 |
99.387 |
99.751 |
99.598 |
| S2 |
98.943 |
98.943 |
99.671 |
|
| S3 |
98.078 |
98.522 |
99.592 |
|
| S4 |
97.213 |
97.657 |
99.354 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.971 |
102.468 |
100.268 |
|
| R3 |
101.801 |
101.298 |
99.946 |
|
| R2 |
100.631 |
100.631 |
99.839 |
|
| R1 |
100.128 |
100.128 |
99.731 |
100.380 |
| PP |
99.461 |
99.461 |
99.461 |
99.587 |
| S1 |
98.958 |
98.958 |
99.517 |
99.210 |
| S2 |
98.291 |
98.291 |
99.410 |
|
| S3 |
97.121 |
97.788 |
99.302 |
|
| S4 |
95.951 |
96.618 |
98.981 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.230 |
98.795 |
1.435 |
1.4% |
0.607 |
0.6% |
72% |
True |
False |
30,277 |
| 10 |
100.230 |
98.500 |
1.730 |
1.7% |
0.613 |
0.6% |
77% |
True |
False |
32,309 |
| 20 |
100.230 |
96.650 |
3.580 |
3.6% |
0.635 |
0.6% |
89% |
True |
False |
30,957 |
| 40 |
100.230 |
93.830 |
6.400 |
6.4% |
0.664 |
0.7% |
94% |
True |
False |
29,773 |
| 60 |
100.230 |
93.830 |
6.400 |
6.4% |
0.685 |
0.7% |
94% |
True |
False |
29,846 |
| 80 |
100.230 |
92.850 |
7.380 |
7.4% |
0.743 |
0.7% |
95% |
True |
False |
22,871 |
| 100 |
100.230 |
92.850 |
7.380 |
7.4% |
0.746 |
0.7% |
95% |
True |
False |
18,416 |
| 120 |
100.230 |
92.850 |
7.380 |
7.4% |
0.751 |
0.8% |
95% |
True |
False |
15,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.906 |
|
2.618 |
102.495 |
|
1.618 |
101.630 |
|
1.000 |
101.095 |
|
0.618 |
100.765 |
|
HIGH |
100.230 |
|
0.618 |
99.900 |
|
0.500 |
99.798 |
|
0.382 |
99.695 |
|
LOW |
99.365 |
|
0.618 |
98.830 |
|
1.000 |
98.500 |
|
1.618 |
97.965 |
|
2.618 |
97.100 |
|
4.250 |
95.689 |
|
|
| Fisher Pivots for day following 25-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
99.819 |
99.819 |
| PP |
99.808 |
99.808 |
| S1 |
99.798 |
99.798 |
|