ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 11-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
96.520 |
96.930 |
0.410 |
0.4% |
95.435 |
High |
96.965 |
97.745 |
0.780 |
0.8% |
97.215 |
Low |
96.485 |
96.930 |
0.445 |
0.5% |
95.390 |
Close |
96.933 |
97.692 |
0.759 |
0.8% |
96.654 |
Range |
0.480 |
0.815 |
0.335 |
69.8% |
1.825 |
ATR |
0.572 |
0.589 |
0.017 |
3.0% |
0.000 |
Volume |
16,361 |
29,645 |
13,284 |
81.2% |
157,243 |
|
Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.901 |
99.611 |
98.140 |
|
R3 |
99.086 |
98.796 |
97.916 |
|
R2 |
98.271 |
98.271 |
97.841 |
|
R1 |
97.981 |
97.981 |
97.767 |
98.126 |
PP |
97.456 |
97.456 |
97.456 |
97.528 |
S1 |
97.166 |
97.166 |
97.617 |
97.311 |
S2 |
96.641 |
96.641 |
97.543 |
|
S3 |
95.826 |
96.351 |
97.468 |
|
S4 |
95.011 |
95.536 |
97.244 |
|
|
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 |
97.745 |
95.940 |
1.805 |
1.8% |
0.629 |
0.6% |
97% |
True |
False |
29,086 |
10 |
97.745 |
95.245 |
2.500 |
2.6% |
0.562 |
0.6% |
98% |
True |
False |
26,756 |
20 |
97.745 |
94.950 |
2.795 |
2.9% |
0.556 |
0.6% |
98% |
True |
False |
23,609 |
40 |
97.745 |
94.050 |
3.695 |
3.8% |
0.582 |
0.6% |
99% |
True |
False |
13,119 |
60 |
97.745 |
94.050 |
3.695 |
3.8% |
0.570 |
0.6% |
99% |
True |
False |
8,925 |
80 |
97.745 |
93.100 |
4.645 |
4.8% |
0.605 |
0.6% |
99% |
True |
False |
6,819 |
100 |
97.745 |
93.100 |
4.645 |
4.8% |
0.596 |
0.6% |
99% |
True |
False |
5,494 |
120 |
97.745 |
92.095 |
5.650 |
5.8% |
0.563 |
0.6% |
99% |
True |
False |
4,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.209 |
2.618 |
99.879 |
1.618 |
99.064 |
1.000 |
98.560 |
0.618 |
98.249 |
HIGH |
97.745 |
0.618 |
97.434 |
0.500 |
97.338 |
0.382 |
97.241 |
LOW |
96.930 |
0.618 |
96.426 |
1.000 |
96.115 |
1.618 |
95.611 |
2.618 |
94.796 |
4.250 |
93.466 |
|
|
Fisher Pivots for day following 11-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
97.574 |
97.486 |
PP |
97.456 |
97.281 |
S1 |
97.338 |
97.075 |
|