ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 21-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
97.885 |
98.300 |
0.415 |
0.4% |
98.120 |
High |
98.400 |
98.795 |
0.395 |
0.4% |
98.795 |
Low |
97.655 |
98.300 |
0.645 |
0.7% |
97.600 |
Close |
98.314 |
98.686 |
0.372 |
0.4% |
98.686 |
Range |
0.745 |
0.495 |
-0.250 |
-33.6% |
1.195 |
ATR |
0.555 |
0.551 |
-0.004 |
-0.8% |
0.000 |
Volume |
32,380 |
20,054 |
-12,326 |
-38.1% |
102,506 |
|
Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.079 |
99.877 |
98.958 |
|
R3 |
99.584 |
99.382 |
98.822 |
|
R2 |
99.089 |
99.089 |
98.777 |
|
R1 |
98.887 |
98.887 |
98.731 |
98.988 |
PP |
98.594 |
98.594 |
98.594 |
98.644 |
S1 |
98.392 |
98.392 |
98.641 |
98.493 |
S2 |
98.099 |
98.099 |
98.595 |
|
S3 |
97.604 |
97.897 |
98.550 |
|
S4 |
97.109 |
97.402 |
98.414 |
|
|
Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.945 |
101.511 |
99.343 |
|
R3 |
100.750 |
100.316 |
99.015 |
|
R2 |
99.555 |
99.555 |
98.905 |
|
R1 |
99.121 |
99.121 |
98.796 |
99.338 |
PP |
98.360 |
98.360 |
98.360 |
98.469 |
S1 |
97.926 |
97.926 |
98.576 |
98.143 |
S2 |
97.165 |
97.165 |
98.467 |
|
S3 |
95.970 |
96.731 |
98.357 |
|
S4 |
94.775 |
95.536 |
98.029 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.795 |
97.600 |
1.195 |
1.2% |
0.455 |
0.5% |
91% |
True |
False |
20,501 |
10 |
98.795 |
96.485 |
2.310 |
2.3% |
0.534 |
0.5% |
95% |
True |
False |
23,463 |
20 |
98.795 |
95.020 |
3.775 |
3.8% |
0.526 |
0.5% |
97% |
True |
False |
24,042 |
40 |
98.795 |
94.155 |
4.640 |
4.7% |
0.580 |
0.6% |
98% |
True |
False |
17,609 |
60 |
98.795 |
94.050 |
4.745 |
4.8% |
0.572 |
0.6% |
98% |
True |
False |
12,008 |
80 |
98.795 |
94.050 |
4.745 |
4.8% |
0.558 |
0.6% |
98% |
True |
False |
9,105 |
100 |
98.795 |
93.100 |
5.695 |
5.8% |
0.604 |
0.6% |
98% |
True |
False |
7,370 |
120 |
98.795 |
93.100 |
5.695 |
5.8% |
0.562 |
0.6% |
98% |
True |
False |
6,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.899 |
2.618 |
100.091 |
1.618 |
99.596 |
1.000 |
99.290 |
0.618 |
99.101 |
HIGH |
98.795 |
0.618 |
98.606 |
0.500 |
98.548 |
0.382 |
98.489 |
LOW |
98.300 |
0.618 |
97.994 |
1.000 |
97.805 |
1.618 |
97.499 |
2.618 |
97.004 |
4.250 |
96.196 |
|
|
Fisher Pivots for day following 21-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
98.640 |
98.532 |
PP |
98.594 |
98.379 |
S1 |
98.548 |
98.225 |
|