ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
100.530 |
100.335 |
-0.195 |
-0.2% |
100.090 |
| High |
100.595 |
100.360 |
-0.235 |
-0.2% |
100.545 |
| Low |
100.165 |
100.075 |
-0.090 |
-0.1% |
99.675 |
| Close |
100.450 |
100.075 |
-0.375 |
-0.4% |
100.346 |
| Range |
0.430 |
0.285 |
-0.145 |
-33.7% |
0.870 |
| ATR |
0.487 |
0.479 |
-0.008 |
-1.6% |
0.000 |
| Volume |
76 |
26 |
-50 |
-65.8% |
243 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.025 |
100.835 |
100.232 |
|
| R3 |
100.740 |
100.550 |
100.153 |
|
| R2 |
100.455 |
100.455 |
100.127 |
|
| R1 |
100.265 |
100.265 |
100.101 |
100.218 |
| PP |
100.170 |
100.170 |
100.170 |
100.146 |
| S1 |
99.980 |
99.980 |
100.049 |
99.933 |
| S2 |
99.885 |
99.885 |
100.023 |
|
| S3 |
99.600 |
99.695 |
99.997 |
|
| S4 |
99.315 |
99.410 |
99.918 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.799 |
102.442 |
100.825 |
|
| R3 |
101.929 |
101.572 |
100.585 |
|
| R2 |
101.059 |
101.059 |
100.506 |
|
| R1 |
100.702 |
100.702 |
100.426 |
100.881 |
| PP |
100.189 |
100.189 |
100.189 |
100.278 |
| S1 |
99.832 |
99.832 |
100.266 |
100.011 |
| S2 |
99.319 |
99.319 |
100.187 |
|
| S3 |
98.449 |
98.962 |
100.107 |
|
| S4 |
97.579 |
98.092 |
99.868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.595 |
99.675 |
0.920 |
0.9% |
0.416 |
0.4% |
43% |
False |
False |
53 |
| 10 |
100.595 |
99.175 |
1.420 |
1.4% |
0.420 |
0.4% |
63% |
False |
False |
50 |
| 20 |
100.595 |
98.150 |
2.445 |
2.4% |
0.414 |
0.4% |
79% |
False |
False |
31 |
| 40 |
100.595 |
94.317 |
6.278 |
6.3% |
0.345 |
0.3% |
92% |
False |
False |
19 |
| 60 |
100.595 |
94.317 |
6.278 |
6.3% |
0.335 |
0.3% |
92% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.571 |
|
2.618 |
101.106 |
|
1.618 |
100.821 |
|
1.000 |
100.645 |
|
0.618 |
100.536 |
|
HIGH |
100.360 |
|
0.618 |
100.251 |
|
0.500 |
100.218 |
|
0.382 |
100.184 |
|
LOW |
100.075 |
|
0.618 |
99.899 |
|
1.000 |
99.790 |
|
1.618 |
99.614 |
|
2.618 |
99.329 |
|
4.250 |
98.864 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
100.218 |
100.335 |
| PP |
100.170 |
100.248 |
| S1 |
100.123 |
100.162 |
|