ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 27-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
99.925 |
100.075 |
0.150 |
0.2% |
99.840 |
| High |
100.080 |
100.405 |
0.325 |
0.3% |
100.405 |
| Low |
99.905 |
99.845 |
-0.060 |
-0.1% |
99.500 |
| Close |
99.960 |
100.211 |
0.251 |
0.3% |
100.211 |
| Range |
0.175 |
0.560 |
0.385 |
220.0% |
0.905 |
| ATR |
0.606 |
0.603 |
-0.003 |
-0.5% |
0.000 |
| Volume |
1,012 |
2,546 |
1,534 |
151.6% |
11,493 |
|
| Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.834 |
101.582 |
100.519 |
|
| R3 |
101.274 |
101.022 |
100.365 |
|
| R2 |
100.714 |
100.714 |
100.314 |
|
| R1 |
100.462 |
100.462 |
100.262 |
100.588 |
| PP |
100.154 |
100.154 |
100.154 |
100.217 |
| S1 |
99.902 |
99.902 |
100.160 |
100.028 |
| S2 |
99.594 |
99.594 |
100.108 |
|
| S3 |
99.034 |
99.342 |
100.057 |
|
| S4 |
98.474 |
98.782 |
99.903 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.754 |
102.387 |
100.709 |
|
| R3 |
101.849 |
101.482 |
100.460 |
|
| R2 |
100.944 |
100.944 |
100.377 |
|
| R1 |
100.577 |
100.577 |
100.294 |
100.761 |
| PP |
100.039 |
100.039 |
100.039 |
100.130 |
| S1 |
99.672 |
99.672 |
100.128 |
99.856 |
| S2 |
99.134 |
99.134 |
100.045 |
|
| S3 |
98.229 |
98.767 |
99.962 |
|
| S4 |
97.324 |
97.862 |
99.713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.405 |
99.500 |
0.905 |
0.9% |
0.472 |
0.5% |
79% |
True |
False |
2,298 |
| 10 |
100.405 |
98.980 |
1.425 |
1.4% |
0.511 |
0.5% |
86% |
True |
False |
2,083 |
| 20 |
100.405 |
96.930 |
3.475 |
3.5% |
0.587 |
0.6% |
94% |
True |
False |
1,498 |
| 40 |
100.405 |
94.050 |
6.355 |
6.3% |
0.607 |
0.6% |
97% |
True |
False |
940 |
| 60 |
100.405 |
94.050 |
6.355 |
6.3% |
0.605 |
0.6% |
97% |
True |
False |
660 |
| 80 |
100.405 |
93.125 |
7.280 |
7.3% |
0.627 |
0.6% |
97% |
True |
False |
504 |
| 100 |
100.405 |
93.125 |
7.280 |
7.3% |
0.603 |
0.6% |
97% |
True |
False |
406 |
| 120 |
100.405 |
93.125 |
7.280 |
7.3% |
0.570 |
0.6% |
97% |
True |
False |
340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.785 |
|
2.618 |
101.871 |
|
1.618 |
101.311 |
|
1.000 |
100.965 |
|
0.618 |
100.751 |
|
HIGH |
100.405 |
|
0.618 |
100.191 |
|
0.500 |
100.125 |
|
0.382 |
100.059 |
|
LOW |
99.845 |
|
0.618 |
99.499 |
|
1.000 |
99.285 |
|
1.618 |
98.939 |
|
2.618 |
98.379 |
|
4.250 |
97.465 |
|
|
| Fisher Pivots for day following 27-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
100.182 |
100.125 |
| PP |
100.154 |
100.039 |
| S1 |
100.125 |
99.953 |
|