ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 17-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
97.630 |
98.120 |
0.490 |
0.5% |
96.520 |
High |
98.100 |
98.150 |
0.050 |
0.1% |
98.120 |
Low |
97.520 |
97.800 |
0.280 |
0.3% |
96.485 |
Close |
97.997 |
97.878 |
-0.119 |
-0.1% |
97.997 |
Range |
0.580 |
0.350 |
-0.230 |
-39.7% |
1.635 |
ATR |
0.589 |
0.572 |
-0.017 |
-2.9% |
0.000 |
Volume |
26,259 |
15,355 |
-10,904 |
-41.5% |
132,124 |
|
Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.993 |
98.785 |
98.071 |
|
R3 |
98.643 |
98.435 |
97.974 |
|
R2 |
98.293 |
98.293 |
97.942 |
|
R1 |
98.085 |
98.085 |
97.910 |
98.014 |
PP |
97.943 |
97.943 |
97.943 |
97.907 |
S1 |
97.735 |
97.735 |
97.846 |
97.664 |
S2 |
97.593 |
97.593 |
97.814 |
|
S3 |
97.243 |
97.385 |
97.782 |
|
S4 |
96.893 |
97.035 |
97.686 |
|
|
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 |
98.150 |
96.930 |
1.220 |
1.2% |
0.586 |
0.6% |
78% |
True |
False |
26,223 |
10 |
98.150 |
95.660 |
2.490 |
2.5% |
0.599 |
0.6% |
89% |
True |
False |
28,909 |
20 |
98.150 |
94.950 |
3.200 |
3.3% |
0.545 |
0.6% |
92% |
True |
False |
23,980 |
40 |
98.150 |
94.155 |
3.995 |
4.1% |
0.568 |
0.6% |
93% |
True |
False |
15,502 |
60 |
98.150 |
94.050 |
4.100 |
4.2% |
0.570 |
0.6% |
93% |
True |
False |
10,585 |
80 |
98.150 |
94.050 |
4.100 |
4.2% |
0.573 |
0.6% |
93% |
True |
False |
8,051 |
100 |
98.150 |
93.100 |
5.050 |
5.2% |
0.602 |
0.6% |
95% |
True |
False |
6,503 |
120 |
98.150 |
92.095 |
6.055 |
6.2% |
0.563 |
0.6% |
96% |
True |
False |
5,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.638 |
2.618 |
99.066 |
1.618 |
98.716 |
1.000 |
98.500 |
0.618 |
98.366 |
HIGH |
98.150 |
0.618 |
98.016 |
0.500 |
97.975 |
0.382 |
97.934 |
LOW |
97.800 |
0.618 |
97.584 |
1.000 |
97.450 |
1.618 |
97.234 |
2.618 |
96.884 |
4.250 |
96.313 |
|
|
Fisher Pivots for day following 17-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
97.975 |
97.862 |
PP |
97.943 |
97.846 |
S1 |
97.910 |
97.830 |
|