ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 18-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
99.690 |
99.925 |
0.235 |
0.2% |
99.590 |
| High |
100.020 |
100.100 |
0.080 |
0.1% |
99.790 |
| Low |
99.690 |
99.575 |
-0.115 |
-0.1% |
98.690 |
| Close |
99.890 |
99.928 |
0.038 |
0.0% |
99.290 |
| Range |
0.330 |
0.525 |
0.195 |
59.1% |
1.100 |
| ATR |
0.649 |
0.640 |
-0.009 |
-1.4% |
0.000 |
| Volume |
1,270 |
1,532 |
262 |
20.6% |
5,632 |
|
| Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.443 |
101.210 |
100.217 |
|
| R3 |
100.918 |
100.685 |
100.072 |
|
| R2 |
100.393 |
100.393 |
100.024 |
|
| R1 |
100.160 |
100.160 |
99.976 |
100.277 |
| PP |
99.868 |
99.868 |
99.868 |
99.926 |
| S1 |
99.635 |
99.635 |
99.880 |
99.752 |
| S2 |
99.343 |
99.343 |
99.832 |
|
| S3 |
98.818 |
99.110 |
99.784 |
|
| S4 |
98.293 |
98.585 |
99.639 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.557 |
102.023 |
99.895 |
|
| R3 |
101.457 |
100.923 |
99.593 |
|
| R2 |
100.357 |
100.357 |
99.492 |
|
| R1 |
99.823 |
99.823 |
99.391 |
99.540 |
| PP |
99.257 |
99.257 |
99.257 |
99.115 |
| S1 |
98.723 |
98.723 |
99.189 |
98.440 |
| S2 |
98.157 |
98.157 |
99.088 |
|
| S3 |
97.057 |
97.623 |
98.988 |
|
| S4 |
95.957 |
96.523 |
98.685 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.100 |
98.690 |
1.410 |
1.4% |
0.596 |
0.6% |
88% |
True |
False |
1,450 |
| 10 |
100.100 |
98.080 |
2.020 |
2.0% |
0.625 |
0.6% |
91% |
True |
False |
1,178 |
| 20 |
100.100 |
95.205 |
4.895 |
4.9% |
0.696 |
0.7% |
96% |
True |
False |
877 |
| 40 |
100.100 |
94.050 |
6.050 |
6.1% |
0.628 |
0.6% |
97% |
True |
False |
553 |
| 60 |
100.100 |
94.050 |
6.050 |
6.1% |
0.596 |
0.6% |
97% |
True |
False |
386 |
| 80 |
100.100 |
93.125 |
6.975 |
7.0% |
0.628 |
0.6% |
98% |
True |
False |
299 |
| 100 |
100.100 |
93.125 |
6.975 |
7.0% |
0.592 |
0.6% |
98% |
True |
False |
242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.331 |
|
2.618 |
101.474 |
|
1.618 |
100.949 |
|
1.000 |
100.625 |
|
0.618 |
100.424 |
|
HIGH |
100.100 |
|
0.618 |
99.899 |
|
0.500 |
99.838 |
|
0.382 |
99.776 |
|
LOW |
99.575 |
|
0.618 |
99.251 |
|
1.000 |
99.050 |
|
1.618 |
98.726 |
|
2.618 |
98.201 |
|
4.250 |
97.344 |
|
|
| Fisher Pivots for day following 18-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
99.898 |
99.833 |
| PP |
99.868 |
99.738 |
| S1 |
99.838 |
99.643 |
|