ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 23-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
98.500 |
98.225 |
-0.275 |
-0.3% |
97.770 |
| High |
98.515 |
98.665 |
0.150 |
0.2% |
99.345 |
| Low |
98.005 |
98.210 |
0.205 |
0.2% |
97.225 |
| Close |
98.244 |
98.367 |
0.123 |
0.1% |
98.731 |
| Range |
0.510 |
0.455 |
-0.055 |
-10.8% |
2.120 |
| ATR |
0.799 |
0.774 |
-0.025 |
-3.1% |
0.000 |
| Volume |
17,747 |
16,785 |
-962 |
-5.4% |
158,919 |
|
| Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.779 |
99.528 |
98.617 |
|
| R3 |
99.324 |
99.073 |
98.492 |
|
| R2 |
98.869 |
98.869 |
98.450 |
|
| R1 |
98.618 |
98.618 |
98.409 |
98.744 |
| PP |
98.414 |
98.414 |
98.414 |
98.477 |
| S1 |
98.163 |
98.163 |
98.325 |
98.289 |
| S2 |
97.959 |
97.959 |
98.284 |
|
| S3 |
97.504 |
97.708 |
98.242 |
|
| S4 |
97.049 |
97.253 |
98.117 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.794 |
103.882 |
99.897 |
|
| R3 |
102.674 |
101.762 |
99.314 |
|
| R2 |
100.554 |
100.554 |
99.120 |
|
| R1 |
99.642 |
99.642 |
98.925 |
100.098 |
| PP |
98.434 |
98.434 |
98.434 |
98.662 |
| S1 |
97.522 |
97.522 |
98.537 |
97.978 |
| S2 |
96.314 |
96.314 |
98.342 |
|
| S3 |
94.194 |
95.402 |
98.148 |
|
| S4 |
92.074 |
93.282 |
97.565 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.345 |
98.005 |
1.340 |
1.4% |
0.570 |
0.6% |
27% |
False |
False |
23,224 |
| 10 |
99.345 |
97.225 |
2.120 |
2.2% |
0.708 |
0.7% |
54% |
False |
False |
30,147 |
| 20 |
100.700 |
97.225 |
3.475 |
3.5% |
0.784 |
0.8% |
33% |
False |
False |
20,354 |
| 40 |
100.700 |
96.875 |
3.825 |
3.9% |
0.697 |
0.7% |
39% |
False |
False |
10,878 |
| 60 |
100.700 |
94.050 |
6.650 |
6.8% |
0.682 |
0.7% |
65% |
False |
False |
7,358 |
| 80 |
100.700 |
94.050 |
6.650 |
6.8% |
0.646 |
0.7% |
65% |
False |
False |
5,539 |
| 100 |
100.700 |
93.125 |
7.575 |
7.7% |
0.661 |
0.7% |
69% |
False |
False |
4,439 |
| 120 |
100.700 |
93.125 |
7.575 |
7.7% |
0.634 |
0.6% |
69% |
False |
False |
3,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.599 |
|
2.618 |
99.856 |
|
1.618 |
99.401 |
|
1.000 |
99.120 |
|
0.618 |
98.946 |
|
HIGH |
98.665 |
|
0.618 |
98.491 |
|
0.500 |
98.438 |
|
0.382 |
98.384 |
|
LOW |
98.210 |
|
0.618 |
97.929 |
|
1.000 |
97.755 |
|
1.618 |
97.474 |
|
2.618 |
97.019 |
|
4.250 |
96.276 |
|
|
| Fisher Pivots for day following 23-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
98.438 |
98.430 |
| PP |
98.414 |
98.409 |
| S1 |
98.391 |
98.388 |
|