ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 07-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
96.135 |
96.850 |
0.715 |
0.7% |
95.435 |
High |
96.785 |
97.215 |
0.430 |
0.4% |
97.215 |
Low |
96.115 |
96.405 |
0.290 |
0.3% |
95.390 |
Close |
96.772 |
96.654 |
-0.118 |
-0.1% |
96.654 |
Range |
0.670 |
0.810 |
0.140 |
20.9% |
1.825 |
ATR |
0.561 |
0.579 |
0.018 |
3.2% |
0.000 |
Volume |
26,140 |
49,511 |
23,371 |
89.4% |
157,243 |
|
Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.188 |
98.731 |
97.100 |
|
R3 |
98.378 |
97.921 |
96.877 |
|
R2 |
97.568 |
97.568 |
96.803 |
|
R1 |
97.111 |
97.111 |
96.728 |
96.935 |
PP |
96.758 |
96.758 |
96.758 |
96.670 |
S1 |
96.301 |
96.301 |
96.580 |
96.125 |
S2 |
95.948 |
95.948 |
96.506 |
|
S3 |
95.138 |
95.491 |
96.431 |
|
S4 |
94.328 |
94.681 |
96.209 |
|
|
Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.895 |
101.099 |
97.658 |
|
R3 |
100.070 |
99.274 |
97.156 |
|
R2 |
98.245 |
98.245 |
96.989 |
|
R1 |
97.449 |
97.449 |
96.821 |
97.847 |
PP |
96.420 |
96.420 |
96.420 |
96.619 |
S1 |
95.624 |
95.624 |
96.487 |
96.022 |
S2 |
94.595 |
94.595 |
96.319 |
|
S3 |
92.770 |
93.799 |
96.152 |
|
S4 |
90.945 |
91.974 |
95.650 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.215 |
95.390 |
1.825 |
1.9% |
0.585 |
0.6% |
69% |
True |
False |
31,448 |
10 |
97.215 |
95.020 |
2.195 |
2.3% |
0.518 |
0.5% |
74% |
True |
False |
24,621 |
20 |
97.215 |
94.860 |
2.355 |
2.4% |
0.547 |
0.6% |
76% |
True |
False |
22,270 |
40 |
97.215 |
94.050 |
3.165 |
3.3% |
0.577 |
0.6% |
82% |
True |
False |
11,998 |
60 |
97.610 |
94.050 |
3.560 |
3.7% |
0.564 |
0.6% |
73% |
False |
False |
8,169 |
80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.601 |
0.6% |
79% |
False |
False |
6,253 |
100 |
97.610 |
93.100 |
4.510 |
4.7% |
0.588 |
0.6% |
79% |
False |
False |
5,034 |
120 |
97.610 |
92.095 |
5.515 |
5.7% |
0.560 |
0.6% |
83% |
False |
False |
4,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.658 |
2.618 |
99.336 |
1.618 |
98.526 |
1.000 |
98.025 |
0.618 |
97.716 |
HIGH |
97.215 |
0.618 |
96.906 |
0.500 |
96.810 |
0.382 |
96.714 |
LOW |
96.405 |
0.618 |
95.904 |
1.000 |
95.595 |
1.618 |
95.094 |
2.618 |
94.284 |
4.250 |
92.963 |
|
|
Fisher Pivots for day following 07-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
96.810 |
96.629 |
PP |
96.758 |
96.603 |
S1 |
96.706 |
96.578 |
|