ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 18-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
98.120 |
97.780 |
-0.340 |
-0.3% |
96.520 |
High |
98.150 |
97.965 |
-0.185 |
-0.2% |
98.120 |
Low |
97.800 |
97.600 |
-0.200 |
-0.2% |
96.485 |
Close |
97.878 |
97.897 |
0.019 |
0.0% |
97.997 |
Range |
0.350 |
0.365 |
0.015 |
4.3% |
1.635 |
ATR |
0.572 |
0.557 |
-0.015 |
-2.6% |
0.000 |
Volume |
15,355 |
16,774 |
1,419 |
9.2% |
132,124 |
|
Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.916 |
98.771 |
98.098 |
|
R3 |
98.551 |
98.406 |
97.997 |
|
R2 |
98.186 |
98.186 |
97.964 |
|
R1 |
98.041 |
98.041 |
97.930 |
98.114 |
PP |
97.821 |
97.821 |
97.821 |
97.857 |
S1 |
97.676 |
97.676 |
97.864 |
97.749 |
S2 |
97.456 |
97.456 |
97.830 |
|
S3 |
97.091 |
97.311 |
97.797 |
|
S4 |
96.726 |
96.946 |
97.696 |
|
|
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 |
97.475 |
0.675 |
0.7% |
0.496 |
0.5% |
63% |
False |
False |
23,649 |
10 |
98.150 |
95.940 |
2.210 |
2.3% |
0.562 |
0.6% |
89% |
False |
False |
26,367 |
20 |
98.150 |
94.950 |
3.200 |
3.3% |
0.541 |
0.6% |
92% |
False |
False |
24,018 |
40 |
98.150 |
94.155 |
3.995 |
4.1% |
0.565 |
0.6% |
94% |
False |
False |
15,899 |
60 |
98.150 |
94.050 |
4.100 |
4.2% |
0.571 |
0.6% |
94% |
False |
False |
10,861 |
80 |
98.150 |
94.050 |
4.100 |
4.2% |
0.566 |
0.6% |
94% |
False |
False |
8,255 |
100 |
98.150 |
93.100 |
5.050 |
5.2% |
0.601 |
0.6% |
95% |
False |
False |
6,670 |
120 |
98.150 |
92.095 |
6.055 |
6.2% |
0.564 |
0.6% |
96% |
False |
False |
5,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.516 |
2.618 |
98.921 |
1.618 |
98.556 |
1.000 |
98.330 |
0.618 |
98.191 |
HIGH |
97.965 |
0.618 |
97.826 |
0.500 |
97.783 |
0.382 |
97.739 |
LOW |
97.600 |
0.618 |
97.374 |
1.000 |
97.235 |
1.618 |
97.009 |
2.618 |
96.644 |
4.250 |
96.049 |
|
|
Fisher Pivots for day following 18-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
97.859 |
97.876 |
PP |
97.821 |
97.856 |
S1 |
97.783 |
97.835 |
|