ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
99.660 |
99.350 |
-0.310 |
-0.3% |
99.290 |
| High |
99.690 |
99.855 |
0.165 |
0.2% |
100.100 |
| Low |
98.980 |
99.220 |
0.240 |
0.2% |
98.980 |
| Close |
99.222 |
99.772 |
0.550 |
0.6% |
99.772 |
| Range |
0.710 |
0.635 |
-0.075 |
-10.6% |
1.120 |
| ATR |
0.662 |
0.660 |
-0.002 |
-0.3% |
0.000 |
| Volume |
2,613 |
2,448 |
-165 |
-6.3% |
9,339 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.521 |
101.281 |
100.121 |
|
| R3 |
100.886 |
100.646 |
99.947 |
|
| R2 |
100.251 |
100.251 |
99.888 |
|
| R1 |
100.011 |
100.011 |
99.830 |
100.131 |
| PP |
99.616 |
99.616 |
99.616 |
99.676 |
| S1 |
99.376 |
99.376 |
99.714 |
99.496 |
| S2 |
98.981 |
98.981 |
99.656 |
|
| S3 |
98.346 |
98.741 |
99.597 |
|
| S4 |
97.711 |
98.106 |
99.423 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.977 |
102.495 |
100.388 |
|
| R3 |
101.857 |
101.375 |
100.080 |
|
| R2 |
100.737 |
100.737 |
99.977 |
|
| R1 |
100.255 |
100.255 |
99.875 |
100.496 |
| PP |
99.617 |
99.617 |
99.617 |
99.738 |
| S1 |
99.135 |
99.135 |
99.669 |
99.376 |
| S2 |
98.497 |
98.497 |
99.567 |
|
| S3 |
97.377 |
98.015 |
99.464 |
|
| S4 |
96.257 |
96.895 |
99.156 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.100 |
98.980 |
1.120 |
1.1% |
0.549 |
0.6% |
71% |
False |
False |
1,867 |
| 10 |
100.100 |
98.690 |
1.410 |
1.4% |
0.579 |
0.6% |
77% |
False |
False |
1,497 |
| 20 |
100.100 |
96.755 |
3.345 |
3.4% |
0.637 |
0.6% |
90% |
False |
False |
1,069 |
| 40 |
100.100 |
94.050 |
6.050 |
6.1% |
0.631 |
0.6% |
95% |
False |
False |
673 |
| 60 |
100.100 |
94.050 |
6.050 |
6.1% |
0.593 |
0.6% |
95% |
False |
False |
470 |
| 80 |
100.100 |
93.125 |
6.975 |
7.0% |
0.626 |
0.6% |
95% |
False |
False |
361 |
| 100 |
100.100 |
93.125 |
6.975 |
7.0% |
0.603 |
0.6% |
95% |
False |
False |
292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.554 |
|
2.618 |
101.517 |
|
1.618 |
100.882 |
|
1.000 |
100.490 |
|
0.618 |
100.247 |
|
HIGH |
99.855 |
|
0.618 |
99.612 |
|
0.500 |
99.538 |
|
0.382 |
99.463 |
|
LOW |
99.220 |
|
0.618 |
98.828 |
|
1.000 |
98.585 |
|
1.618 |
98.193 |
|
2.618 |
97.558 |
|
4.250 |
96.521 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
99.694 |
99.695 |
| PP |
99.616 |
99.617 |
| S1 |
99.538 |
99.540 |
|