ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 10-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
99.590 |
99.285 |
-0.305 |
-0.3% |
97.055 |
| High |
99.645 |
99.790 |
0.145 |
0.1% |
99.650 |
| Low |
99.135 |
99.260 |
0.125 |
0.1% |
96.930 |
| Close |
99.269 |
99.585 |
0.316 |
0.3% |
99.457 |
| Range |
0.510 |
0.530 |
0.020 |
3.9% |
2.720 |
| ATR |
0.690 |
0.679 |
-0.011 |
-1.7% |
0.000 |
| Volume |
981 |
834 |
-147 |
-15.0% |
3,511 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.135 |
100.890 |
99.877 |
|
| R3 |
100.605 |
100.360 |
99.731 |
|
| R2 |
100.075 |
100.075 |
99.682 |
|
| R1 |
99.830 |
99.830 |
99.634 |
99.953 |
| PP |
99.545 |
99.545 |
99.545 |
99.606 |
| S1 |
99.300 |
99.300 |
99.536 |
99.423 |
| S2 |
99.015 |
99.015 |
99.488 |
|
| S3 |
98.485 |
98.770 |
99.439 |
|
| S4 |
97.955 |
98.240 |
99.294 |
|
|
| 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 |
99.790 |
97.530 |
2.260 |
2.3% |
0.733 |
0.7% |
91% |
True |
False |
924 |
| 10 |
99.790 |
96.755 |
3.035 |
3.0% |
0.714 |
0.7% |
93% |
True |
False |
769 |
| 20 |
99.790 |
94.050 |
5.740 |
5.8% |
0.677 |
0.7% |
96% |
True |
False |
548 |
| 40 |
99.790 |
94.050 |
5.740 |
5.8% |
0.662 |
0.7% |
96% |
True |
False |
365 |
| 60 |
99.790 |
93.125 |
6.665 |
6.7% |
0.662 |
0.7% |
97% |
True |
False |
257 |
| 80 |
99.790 |
93.125 |
6.665 |
6.7% |
0.619 |
0.6% |
97% |
True |
False |
199 |
| 100 |
99.790 |
93.125 |
6.665 |
6.7% |
0.588 |
0.6% |
97% |
True |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.043 |
|
2.618 |
101.178 |
|
1.618 |
100.648 |
|
1.000 |
100.320 |
|
0.618 |
100.118 |
|
HIGH |
99.790 |
|
0.618 |
99.588 |
|
0.500 |
99.525 |
|
0.382 |
99.462 |
|
LOW |
99.260 |
|
0.618 |
98.932 |
|
1.000 |
98.730 |
|
1.618 |
98.402 |
|
2.618 |
97.872 |
|
4.250 |
97.008 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
99.565 |
99.388 |
| PP |
99.545 |
99.192 |
| S1 |
99.525 |
98.995 |
|