ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 20-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
97.910 |
97.885 |
-0.025 |
0.0% |
96.520 |
High |
97.975 |
98.400 |
0.425 |
0.4% |
98.120 |
Low |
97.655 |
97.655 |
0.000 |
0.0% |
96.485 |
Close |
97.940 |
98.314 |
0.374 |
0.4% |
97.997 |
Range |
0.320 |
0.745 |
0.425 |
132.8% |
1.635 |
ATR |
0.540 |
0.555 |
0.015 |
2.7% |
0.000 |
Volume |
17,943 |
32,380 |
14,437 |
80.5% |
132,124 |
|
Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.358 |
100.081 |
98.724 |
|
R3 |
99.613 |
99.336 |
98.519 |
|
R2 |
98.868 |
98.868 |
98.451 |
|
R1 |
98.591 |
98.591 |
98.382 |
98.730 |
PP |
98.123 |
98.123 |
98.123 |
98.192 |
S1 |
97.846 |
97.846 |
98.246 |
97.985 |
S2 |
97.378 |
97.378 |
98.177 |
|
S3 |
96.633 |
97.101 |
98.109 |
|
S4 |
95.888 |
96.356 |
97.904 |
|
|
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 |
98.400 |
97.520 |
0.880 |
0.9% |
0.472 |
0.5% |
90% |
True |
False |
21,742 |
10 |
98.400 |
96.405 |
1.995 |
2.0% |
0.565 |
0.6% |
96% |
True |
False |
26,408 |
20 |
98.400 |
95.020 |
3.380 |
3.4% |
0.517 |
0.5% |
97% |
True |
False |
23,850 |
40 |
98.400 |
94.155 |
4.245 |
4.3% |
0.573 |
0.6% |
98% |
True |
False |
17,118 |
60 |
98.400 |
94.050 |
4.350 |
4.4% |
0.571 |
0.6% |
98% |
True |
False |
11,688 |
80 |
98.400 |
94.050 |
4.350 |
4.4% |
0.564 |
0.6% |
98% |
True |
False |
8,861 |
100 |
98.400 |
93.100 |
5.300 |
5.4% |
0.603 |
0.6% |
98% |
True |
False |
7,172 |
120 |
98.400 |
93.100 |
5.300 |
5.4% |
0.561 |
0.6% |
98% |
True |
False |
5,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.566 |
2.618 |
100.350 |
1.618 |
99.605 |
1.000 |
99.145 |
0.618 |
98.860 |
HIGH |
98.400 |
0.618 |
98.115 |
0.500 |
98.028 |
0.382 |
97.940 |
LOW |
97.655 |
0.618 |
97.195 |
1.000 |
96.910 |
1.618 |
96.450 |
2.618 |
95.705 |
4.250 |
94.489 |
|
|
Fisher Pivots for day following 20-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
98.219 |
98.209 |
PP |
98.123 |
98.105 |
S1 |
98.028 |
98.000 |
|