ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 06-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
98.205 |
98.250 |
0.045 |
0.0% |
97.055 |
| High |
98.440 |
99.650 |
1.210 |
1.2% |
99.650 |
| Low |
98.080 |
98.200 |
0.120 |
0.1% |
96.930 |
| Close |
98.248 |
99.457 |
1.209 |
1.2% |
99.457 |
| Range |
0.360 |
1.450 |
1.090 |
302.8% |
2.720 |
| ATR |
0.646 |
0.704 |
0.057 |
8.9% |
0.000 |
| Volume |
556 |
1,320 |
764 |
137.4% |
3,511 |
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.452 |
102.905 |
100.255 |
|
| R3 |
102.002 |
101.455 |
99.856 |
|
| R2 |
100.552 |
100.552 |
99.723 |
|
| R1 |
100.005 |
100.005 |
99.590 |
100.279 |
| PP |
99.102 |
99.102 |
99.102 |
99.239 |
| S1 |
98.555 |
98.555 |
99.324 |
98.829 |
| S2 |
97.652 |
97.652 |
99.191 |
|
| S3 |
96.202 |
97.105 |
99.058 |
|
| S4 |
94.752 |
95.655 |
98.660 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.839 |
105.868 |
100.953 |
|
| R3 |
104.119 |
103.148 |
100.205 |
|
| R2 |
101.399 |
101.399 |
99.956 |
|
| R1 |
100.428 |
100.428 |
99.706 |
100.914 |
| PP |
98.679 |
98.679 |
98.679 |
98.922 |
| S1 |
97.708 |
97.708 |
99.208 |
98.194 |
| S2 |
95.959 |
95.959 |
98.958 |
|
| S3 |
93.239 |
94.988 |
98.709 |
|
| S4 |
90.519 |
92.268 |
97.961 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.650 |
96.930 |
2.720 |
2.7% |
0.719 |
0.7% |
93% |
True |
False |
702 |
| 10 |
99.650 |
96.755 |
2.895 |
2.9% |
0.695 |
0.7% |
93% |
True |
False |
641 |
| 20 |
99.650 |
94.050 |
5.600 |
5.6% |
0.659 |
0.7% |
97% |
True |
False |
494 |
| 40 |
99.650 |
94.050 |
5.600 |
5.6% |
0.660 |
0.7% |
97% |
True |
False |
321 |
| 60 |
99.650 |
93.125 |
6.525 |
6.6% |
0.650 |
0.7% |
97% |
True |
False |
227 |
| 80 |
99.650 |
93.125 |
6.525 |
6.6% |
0.624 |
0.6% |
97% |
True |
False |
176 |
| 100 |
99.650 |
93.125 |
6.525 |
6.6% |
0.580 |
0.6% |
97% |
True |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.813 |
|
2.618 |
103.446 |
|
1.618 |
101.996 |
|
1.000 |
101.100 |
|
0.618 |
100.546 |
|
HIGH |
99.650 |
|
0.618 |
99.096 |
|
0.500 |
98.925 |
|
0.382 |
98.754 |
|
LOW |
98.200 |
|
0.618 |
97.304 |
|
1.000 |
96.750 |
|
1.618 |
95.854 |
|
2.618 |
94.404 |
|
4.250 |
92.038 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
99.280 |
99.168 |
| PP |
99.102 |
98.879 |
| S1 |
98.925 |
98.590 |
|