ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 10-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2016 |
10-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
96.850 |
96.520 |
-0.330 |
-0.3% |
95.435 |
High |
97.215 |
96.965 |
-0.250 |
-0.3% |
97.215 |
Low |
96.405 |
96.485 |
0.080 |
0.1% |
95.390 |
Close |
96.654 |
96.933 |
0.279 |
0.3% |
96.654 |
Range |
0.810 |
0.480 |
-0.330 |
-40.7% |
1.825 |
ATR |
0.579 |
0.572 |
-0.007 |
-1.2% |
0.000 |
Volume |
49,511 |
16,361 |
-33,150 |
-67.0% |
157,243 |
|
Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.234 |
98.064 |
97.197 |
|
R3 |
97.754 |
97.584 |
97.065 |
|
R2 |
97.274 |
97.274 |
97.021 |
|
R1 |
97.104 |
97.104 |
96.977 |
97.189 |
PP |
96.794 |
96.794 |
96.794 |
96.837 |
S1 |
96.624 |
96.624 |
96.889 |
96.709 |
S2 |
96.314 |
96.314 |
96.845 |
|
S3 |
95.834 |
96.144 |
96.801 |
|
S4 |
95.354 |
95.664 |
96.669 |
|
|
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 |
95.660 |
1.555 |
1.6% |
0.612 |
0.6% |
82% |
False |
False |
31,595 |
10 |
97.215 |
95.145 |
2.070 |
2.1% |
0.524 |
0.5% |
86% |
False |
False |
25,179 |
20 |
97.215 |
94.950 |
2.265 |
2.3% |
0.544 |
0.6% |
88% |
False |
False |
22,568 |
40 |
97.215 |
94.050 |
3.165 |
3.3% |
0.570 |
0.6% |
91% |
False |
False |
12,391 |
60 |
97.610 |
94.050 |
3.560 |
3.7% |
0.559 |
0.6% |
81% |
False |
False |
8,433 |
80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.601 |
0.6% |
85% |
False |
False |
6,454 |
100 |
97.610 |
93.100 |
4.510 |
4.7% |
0.590 |
0.6% |
85% |
False |
False |
5,198 |
120 |
97.610 |
92.095 |
5.515 |
5.7% |
0.560 |
0.6% |
88% |
False |
False |
4,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.005 |
2.618 |
98.222 |
1.618 |
97.742 |
1.000 |
97.445 |
0.618 |
97.262 |
HIGH |
96.965 |
0.618 |
96.782 |
0.500 |
96.725 |
0.382 |
96.668 |
LOW |
96.485 |
0.618 |
96.188 |
1.000 |
96.005 |
1.618 |
95.708 |
2.618 |
95.228 |
4.250 |
94.445 |
|
|
Fisher Pivots for day following 10-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
96.864 |
96.844 |
PP |
96.794 |
96.754 |
S1 |
96.725 |
96.665 |
|