ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 12-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
96.930 |
97.520 |
0.590 |
0.6% |
95.435 |
High |
97.745 |
98.050 |
0.305 |
0.3% |
97.215 |
Low |
96.930 |
97.475 |
0.545 |
0.6% |
95.390 |
Close |
97.692 |
97.962 |
0.270 |
0.3% |
96.654 |
Range |
0.815 |
0.575 |
-0.240 |
-29.4% |
1.825 |
ATR |
0.589 |
0.588 |
-0.001 |
-0.2% |
0.000 |
Volume |
29,645 |
31,655 |
2,010 |
6.8% |
157,243 |
|
Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.554 |
99.333 |
98.278 |
|
R3 |
98.979 |
98.758 |
98.120 |
|
R2 |
98.404 |
98.404 |
98.067 |
|
R1 |
98.183 |
98.183 |
98.015 |
98.294 |
PP |
97.829 |
97.829 |
97.829 |
97.884 |
S1 |
97.608 |
97.608 |
97.909 |
97.719 |
S2 |
97.254 |
97.254 |
97.857 |
|
S3 |
96.679 |
97.033 |
97.804 |
|
S4 |
96.104 |
96.458 |
97.646 |
|
|
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 |
98.050 |
96.115 |
1.935 |
2.0% |
0.670 |
0.7% |
95% |
True |
False |
30,662 |
10 |
98.050 |
95.245 |
2.805 |
2.9% |
0.582 |
0.6% |
97% |
True |
False |
28,438 |
20 |
98.050 |
94.950 |
3.100 |
3.2% |
0.561 |
0.6% |
97% |
True |
False |
24,138 |
40 |
98.050 |
94.050 |
4.000 |
4.1% |
0.566 |
0.6% |
98% |
True |
False |
13,868 |
60 |
98.050 |
94.050 |
4.000 |
4.1% |
0.569 |
0.6% |
98% |
True |
False |
9,444 |
80 |
98.050 |
93.100 |
4.950 |
5.1% |
0.603 |
0.6% |
98% |
True |
False |
7,212 |
100 |
98.050 |
93.100 |
4.950 |
5.1% |
0.598 |
0.6% |
98% |
True |
False |
5,809 |
120 |
98.050 |
92.095 |
5.955 |
6.1% |
0.564 |
0.6% |
99% |
True |
False |
4,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.494 |
2.618 |
99.555 |
1.618 |
98.980 |
1.000 |
98.625 |
0.618 |
98.405 |
HIGH |
98.050 |
0.618 |
97.830 |
0.500 |
97.763 |
0.382 |
97.695 |
LOW |
97.475 |
0.618 |
97.120 |
1.000 |
96.900 |
1.618 |
96.545 |
2.618 |
95.970 |
4.250 |
95.031 |
|
|
Fisher Pivots for day following 12-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
97.896 |
97.731 |
PP |
97.829 |
97.499 |
S1 |
97.763 |
97.268 |
|