ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 14-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
98.000 |
97.630 |
-0.370 |
-0.4% |
96.520 |
High |
98.120 |
98.100 |
-0.020 |
0.0% |
98.120 |
Low |
97.510 |
97.520 |
0.010 |
0.0% |
96.485 |
Close |
97.518 |
97.997 |
0.479 |
0.5% |
97.997 |
Range |
0.610 |
0.580 |
-0.030 |
-4.9% |
1.635 |
ATR |
0.589 |
0.589 |
-0.001 |
-0.1% |
0.000 |
Volume |
28,204 |
26,259 |
-1,945 |
-6.9% |
132,124 |
|
Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.612 |
99.385 |
98.316 |
|
R3 |
99.032 |
98.805 |
98.157 |
|
R2 |
98.452 |
98.452 |
98.103 |
|
R1 |
98.225 |
98.225 |
98.050 |
98.339 |
PP |
97.872 |
97.872 |
97.872 |
97.929 |
S1 |
97.645 |
97.645 |
97.944 |
97.759 |
S2 |
97.292 |
97.292 |
97.891 |
|
S3 |
96.712 |
97.065 |
97.838 |
|
S4 |
96.132 |
96.485 |
97.678 |
|
|
Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.439 |
101.853 |
98.896 |
|
R3 |
100.804 |
100.218 |
98.447 |
|
R2 |
99.169 |
99.169 |
98.297 |
|
R1 |
98.583 |
98.583 |
98.147 |
98.876 |
PP |
97.534 |
97.534 |
97.534 |
97.681 |
S1 |
96.948 |
96.948 |
97.847 |
97.241 |
S2 |
95.899 |
95.899 |
97.697 |
|
S3 |
94.264 |
95.313 |
97.547 |
|
S4 |
92.629 |
93.678 |
97.098 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.120 |
96.485 |
1.635 |
1.7% |
0.612 |
0.6% |
92% |
False |
False |
26,424 |
10 |
98.120 |
95.390 |
2.730 |
2.8% |
0.598 |
0.6% |
95% |
False |
False |
28,936 |
20 |
98.120 |
94.950 |
3.170 |
3.2% |
0.550 |
0.6% |
96% |
False |
False |
23,875 |
40 |
98.120 |
94.155 |
3.965 |
4.0% |
0.569 |
0.6% |
97% |
False |
False |
15,148 |
60 |
98.120 |
94.050 |
4.070 |
4.2% |
0.576 |
0.6% |
97% |
False |
False |
10,335 |
80 |
98.120 |
93.820 |
4.300 |
4.4% |
0.604 |
0.6% |
97% |
False |
False |
7,885 |
100 |
98.120 |
93.100 |
5.020 |
5.1% |
0.604 |
0.6% |
98% |
False |
False |
6,350 |
120 |
98.120 |
92.095 |
6.025 |
6.1% |
0.566 |
0.6% |
98% |
False |
False |
5,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.565 |
2.618 |
99.618 |
1.618 |
99.038 |
1.000 |
98.680 |
0.618 |
98.458 |
HIGH |
98.100 |
0.618 |
97.878 |
0.500 |
97.810 |
0.382 |
97.742 |
LOW |
97.520 |
0.618 |
97.162 |
1.000 |
96.940 |
1.618 |
96.582 |
2.618 |
96.002 |
4.250 |
95.055 |
|
|
Fisher Pivots for day following 14-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
97.935 |
97.931 |
PP |
97.872 |
97.864 |
S1 |
97.810 |
97.798 |
|