ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 13-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
97.520 |
98.000 |
0.480 |
0.5% |
95.435 |
High |
98.050 |
98.120 |
0.070 |
0.1% |
97.215 |
Low |
97.475 |
97.510 |
0.035 |
0.0% |
95.390 |
Close |
97.962 |
97.518 |
-0.444 |
-0.5% |
96.654 |
Range |
0.575 |
0.610 |
0.035 |
6.1% |
1.825 |
ATR |
0.588 |
0.589 |
0.002 |
0.3% |
0.000 |
Volume |
31,655 |
28,204 |
-3,451 |
-10.9% |
157,243 |
|
Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.546 |
99.142 |
97.854 |
|
R3 |
98.936 |
98.532 |
97.686 |
|
R2 |
98.326 |
98.326 |
97.630 |
|
R1 |
97.922 |
97.922 |
97.574 |
97.819 |
PP |
97.716 |
97.716 |
97.716 |
97.665 |
S1 |
97.312 |
97.312 |
97.462 |
97.209 |
S2 |
97.106 |
97.106 |
97.406 |
|
S3 |
96.496 |
96.702 |
97.350 |
|
S4 |
95.886 |
96.092 |
97.183 |
|
|
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 |
98.120 |
96.405 |
1.715 |
1.8% |
0.658 |
0.7% |
65% |
True |
False |
31,075 |
10 |
98.120 |
95.250 |
2.870 |
2.9% |
0.605 |
0.6% |
79% |
True |
False |
29,583 |
20 |
98.120 |
94.950 |
3.170 |
3.3% |
0.567 |
0.6% |
81% |
True |
False |
24,533 |
40 |
98.120 |
94.050 |
4.070 |
4.2% |
0.568 |
0.6% |
85% |
True |
False |
14,539 |
60 |
98.120 |
94.050 |
4.070 |
4.2% |
0.574 |
0.6% |
85% |
True |
False |
9,905 |
80 |
98.120 |
93.100 |
5.020 |
5.1% |
0.604 |
0.6% |
88% |
True |
False |
7,563 |
100 |
98.120 |
93.100 |
5.020 |
5.1% |
0.602 |
0.6% |
88% |
True |
False |
6,091 |
120 |
98.120 |
92.095 |
6.025 |
6.2% |
0.567 |
0.6% |
90% |
True |
False |
5,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.713 |
2.618 |
99.717 |
1.618 |
99.107 |
1.000 |
98.730 |
0.618 |
98.497 |
HIGH |
98.120 |
0.618 |
97.887 |
0.500 |
97.815 |
0.382 |
97.743 |
LOW |
97.510 |
0.618 |
97.133 |
1.000 |
96.900 |
1.618 |
96.523 |
2.618 |
95.913 |
4.250 |
94.918 |
|
|
Fisher Pivots for day following 13-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
97.815 |
97.525 |
PP |
97.716 |
97.523 |
S1 |
97.617 |
97.520 |
|