ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 09-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
98.250 |
99.590 |
1.340 |
1.4% |
97.055 |
| High |
99.650 |
99.645 |
-0.005 |
0.0% |
99.650 |
| Low |
98.200 |
99.135 |
0.935 |
1.0% |
96.930 |
| Close |
99.457 |
99.269 |
-0.188 |
-0.2% |
99.457 |
| Range |
1.450 |
0.510 |
-0.940 |
-64.8% |
2.720 |
| ATR |
0.704 |
0.690 |
-0.014 |
-2.0% |
0.000 |
| Volume |
1,320 |
981 |
-339 |
-25.7% |
3,511 |
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.880 |
100.584 |
99.550 |
|
| R3 |
100.370 |
100.074 |
99.409 |
|
| R2 |
99.860 |
99.860 |
99.363 |
|
| R1 |
99.564 |
99.564 |
99.316 |
99.457 |
| PP |
99.350 |
99.350 |
99.350 |
99.296 |
| S1 |
99.054 |
99.054 |
99.222 |
98.947 |
| S2 |
98.840 |
98.840 |
99.176 |
|
| S3 |
98.330 |
98.544 |
99.129 |
|
| S4 |
97.820 |
98.034 |
98.989 |
|
|
| 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 |
97.075 |
2.575 |
2.6% |
0.764 |
0.8% |
85% |
False |
False |
859 |
| 10 |
99.650 |
96.755 |
2.895 |
2.9% |
0.700 |
0.7% |
87% |
False |
False |
707 |
| 20 |
99.650 |
94.050 |
5.600 |
5.6% |
0.673 |
0.7% |
93% |
False |
False |
516 |
| 40 |
99.650 |
94.050 |
5.600 |
5.6% |
0.659 |
0.7% |
93% |
False |
False |
344 |
| 60 |
99.650 |
93.125 |
6.525 |
6.6% |
0.654 |
0.7% |
94% |
False |
False |
243 |
| 80 |
99.650 |
93.125 |
6.525 |
6.6% |
0.624 |
0.6% |
94% |
False |
False |
189 |
| 100 |
99.650 |
93.125 |
6.525 |
6.6% |
0.585 |
0.6% |
94% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.813 |
|
2.618 |
100.980 |
|
1.618 |
100.470 |
|
1.000 |
100.155 |
|
0.618 |
99.960 |
|
HIGH |
99.645 |
|
0.618 |
99.450 |
|
0.500 |
99.390 |
|
0.382 |
99.330 |
|
LOW |
99.135 |
|
0.618 |
98.820 |
|
1.000 |
98.625 |
|
1.618 |
98.310 |
|
2.618 |
97.800 |
|
4.250 |
96.968 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
99.390 |
99.134 |
| PP |
99.350 |
99.000 |
| S1 |
99.309 |
98.865 |
|