ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 15-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
97.770 |
97.655 |
-0.115 |
-0.1% |
98.455 |
| High |
97.990 |
98.350 |
0.360 |
0.4% |
99.020 |
| Low |
97.310 |
97.225 |
-0.085 |
-0.1% |
97.305 |
| Close |
97.653 |
98.288 |
0.635 |
0.7% |
97.606 |
| Range |
0.680 |
1.125 |
0.445 |
65.4% |
1.715 |
| ATR |
0.767 |
0.793 |
0.026 |
3.3% |
0.000 |
| Volume |
25,958 |
24,917 |
-1,041 |
-4.0% |
142,657 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.329 |
100.934 |
98.907 |
|
| R3 |
100.204 |
99.809 |
98.597 |
|
| R2 |
99.079 |
99.079 |
98.494 |
|
| R1 |
98.684 |
98.684 |
98.391 |
98.882 |
| PP |
97.954 |
97.954 |
97.954 |
98.053 |
| S1 |
97.559 |
97.559 |
98.185 |
97.757 |
| S2 |
96.829 |
96.829 |
98.082 |
|
| S3 |
95.704 |
96.434 |
97.979 |
|
| S4 |
94.579 |
95.309 |
97.669 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.122 |
102.079 |
98.549 |
|
| R3 |
101.407 |
100.364 |
98.078 |
|
| R2 |
99.692 |
99.692 |
97.920 |
|
| R1 |
98.649 |
98.649 |
97.763 |
98.313 |
| PP |
97.977 |
97.977 |
97.977 |
97.809 |
| S1 |
96.934 |
96.934 |
97.449 |
96.598 |
| S2 |
96.262 |
96.262 |
97.292 |
|
| S3 |
94.547 |
95.219 |
97.134 |
|
| S4 |
92.832 |
93.504 |
96.663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.630 |
97.225 |
1.405 |
1.4% |
0.906 |
0.9% |
76% |
False |
True |
33,636 |
| 10 |
100.700 |
97.225 |
3.475 |
3.5% |
1.035 |
1.1% |
31% |
False |
True |
23,372 |
| 20 |
100.700 |
97.225 |
3.475 |
3.5% |
0.765 |
0.8% |
31% |
False |
True |
12,906 |
| 40 |
100.700 |
94.970 |
5.730 |
5.8% |
0.725 |
0.7% |
58% |
False |
False |
6,858 |
| 60 |
100.700 |
94.050 |
6.650 |
6.8% |
0.673 |
0.7% |
64% |
False |
False |
4,646 |
| 80 |
100.700 |
94.010 |
6.690 |
6.8% |
0.653 |
0.7% |
64% |
False |
False |
3,497 |
| 100 |
100.700 |
93.125 |
7.575 |
7.7% |
0.655 |
0.7% |
68% |
False |
False |
2,805 |
| 120 |
100.700 |
93.125 |
7.575 |
7.7% |
0.619 |
0.6% |
68% |
False |
False |
2,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.131 |
|
2.618 |
101.295 |
|
1.618 |
100.170 |
|
1.000 |
99.475 |
|
0.618 |
99.045 |
|
HIGH |
98.350 |
|
0.618 |
97.920 |
|
0.500 |
97.788 |
|
0.382 |
97.655 |
|
LOW |
97.225 |
|
0.618 |
96.530 |
|
1.000 |
96.100 |
|
1.618 |
95.405 |
|
2.618 |
94.280 |
|
4.250 |
92.444 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
98.121 |
98.121 |
| PP |
97.954 |
97.954 |
| S1 |
97.788 |
97.788 |
|