ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 19-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
97.780 |
97.910 |
0.130 |
0.1% |
96.520 |
High |
97.965 |
97.975 |
0.010 |
0.0% |
98.120 |
Low |
97.600 |
97.655 |
0.055 |
0.1% |
96.485 |
Close |
97.897 |
97.940 |
0.043 |
0.0% |
97.997 |
Range |
0.365 |
0.320 |
-0.045 |
-12.3% |
1.635 |
ATR |
0.557 |
0.540 |
-0.017 |
-3.0% |
0.000 |
Volume |
16,774 |
17,943 |
1,169 |
7.0% |
132,124 |
|
Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.817 |
98.698 |
98.116 |
|
R3 |
98.497 |
98.378 |
98.028 |
|
R2 |
98.177 |
98.177 |
97.999 |
|
R1 |
98.058 |
98.058 |
97.969 |
98.118 |
PP |
97.857 |
97.857 |
97.857 |
97.886 |
S1 |
97.738 |
97.738 |
97.911 |
97.798 |
S2 |
97.537 |
97.537 |
97.881 |
|
S3 |
97.217 |
97.418 |
97.852 |
|
S4 |
96.897 |
97.098 |
97.764 |
|
|
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 |
97.510 |
0.640 |
0.7% |
0.445 |
0.5% |
67% |
False |
False |
20,907 |
10 |
98.150 |
96.115 |
2.035 |
2.1% |
0.557 |
0.6% |
90% |
False |
False |
25,784 |
20 |
98.150 |
94.950 |
3.200 |
3.3% |
0.507 |
0.5% |
93% |
False |
False |
23,447 |
40 |
98.150 |
94.155 |
3.995 |
4.1% |
0.564 |
0.6% |
95% |
False |
False |
16,326 |
60 |
98.150 |
94.050 |
4.100 |
4.2% |
0.570 |
0.6% |
95% |
False |
False |
11,155 |
80 |
98.150 |
94.050 |
4.100 |
4.2% |
0.563 |
0.6% |
95% |
False |
False |
8,472 |
100 |
98.150 |
93.100 |
5.050 |
5.2% |
0.601 |
0.6% |
96% |
False |
False |
6,849 |
120 |
98.150 |
92.985 |
5.165 |
5.3% |
0.559 |
0.6% |
96% |
False |
False |
5,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.335 |
2.618 |
98.813 |
1.618 |
98.493 |
1.000 |
98.295 |
0.618 |
98.173 |
HIGH |
97.975 |
0.618 |
97.853 |
0.500 |
97.815 |
0.382 |
97.777 |
LOW |
97.655 |
0.618 |
97.457 |
1.000 |
97.335 |
1.618 |
97.137 |
2.618 |
96.817 |
4.250 |
96.295 |
|
|
Fisher Pivots for day following 19-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
97.898 |
97.918 |
PP |
97.857 |
97.897 |
S1 |
97.815 |
97.875 |
|