ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 30-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
97.935 |
97.500 |
-0.435 |
-0.4% |
97.460 |
| High |
98.010 |
97.625 |
-0.385 |
-0.4% |
98.075 |
| Low |
97.575 |
96.875 |
-0.700 |
-0.7% |
96.755 |
| Close |
97.577 |
97.237 |
-0.340 |
-0.3% |
97.237 |
| Range |
0.435 |
0.750 |
0.315 |
72.4% |
1.320 |
| ATR |
0.670 |
0.675 |
0.006 |
0.9% |
0.000 |
| Volume |
333 |
1,307 |
974 |
292.5% |
2,906 |
|
| Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.496 |
99.116 |
97.650 |
|
| R3 |
98.746 |
98.366 |
97.443 |
|
| R2 |
97.996 |
97.996 |
97.375 |
|
| R1 |
97.616 |
97.616 |
97.306 |
97.431 |
| PP |
97.246 |
97.246 |
97.246 |
97.153 |
| S1 |
96.866 |
96.866 |
97.168 |
96.681 |
| S2 |
96.496 |
96.496 |
97.100 |
|
| S3 |
95.746 |
96.116 |
97.031 |
|
| S4 |
94.996 |
95.366 |
96.825 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.316 |
100.596 |
97.963 |
|
| R3 |
99.996 |
99.276 |
97.600 |
|
| R2 |
98.676 |
98.676 |
97.479 |
|
| R1 |
97.956 |
97.956 |
97.358 |
97.656 |
| PP |
97.356 |
97.356 |
97.356 |
97.206 |
| S1 |
96.636 |
96.636 |
97.116 |
96.336 |
| S2 |
96.036 |
96.036 |
96.995 |
|
| S3 |
94.716 |
95.316 |
96.874 |
|
| S4 |
93.396 |
93.996 |
96.511 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.075 |
96.755 |
1.320 |
1.4% |
0.670 |
0.7% |
37% |
False |
False |
581 |
| 10 |
98.075 |
94.810 |
3.265 |
3.4% |
0.695 |
0.7% |
74% |
False |
False |
467 |
| 20 |
98.075 |
94.050 |
4.025 |
4.1% |
0.628 |
0.6% |
79% |
False |
False |
382 |
| 40 |
98.075 |
94.050 |
4.025 |
4.1% |
0.614 |
0.6% |
79% |
False |
False |
241 |
| 60 |
98.500 |
93.125 |
5.375 |
5.5% |
0.641 |
0.7% |
77% |
False |
False |
172 |
| 80 |
99.035 |
93.125 |
5.910 |
6.1% |
0.607 |
0.6% |
70% |
False |
False |
133 |
| 100 |
99.035 |
93.125 |
5.910 |
6.1% |
0.567 |
0.6% |
70% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.813 |
|
2.618 |
99.589 |
|
1.618 |
98.839 |
|
1.000 |
98.375 |
|
0.618 |
98.089 |
|
HIGH |
97.625 |
|
0.618 |
97.339 |
|
0.500 |
97.250 |
|
0.382 |
97.162 |
|
LOW |
96.875 |
|
0.618 |
96.412 |
|
1.000 |
96.125 |
|
1.618 |
95.662 |
|
2.618 |
94.912 |
|
4.250 |
93.688 |
|
|
| Fisher Pivots for day following 30-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
97.250 |
97.415 |
| PP |
97.246 |
97.356 |
| S1 |
97.241 |
97.296 |
|