ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 24-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
98.300 |
98.680 |
0.380 |
0.4% |
98.120 |
High |
98.795 |
98.825 |
0.030 |
0.0% |
98.795 |
Low |
98.300 |
98.540 |
0.240 |
0.2% |
97.600 |
Close |
98.686 |
98.752 |
0.066 |
0.1% |
98.686 |
Range |
0.495 |
0.285 |
-0.210 |
-42.4% |
1.195 |
ATR |
0.551 |
0.532 |
-0.019 |
-3.4% |
0.000 |
Volume |
20,054 |
15,328 |
-4,726 |
-23.6% |
102,506 |
|
Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.561 |
99.441 |
98.909 |
|
R3 |
99.276 |
99.156 |
98.830 |
|
R2 |
98.991 |
98.991 |
98.804 |
|
R1 |
98.871 |
98.871 |
98.778 |
98.931 |
PP |
98.706 |
98.706 |
98.706 |
98.736 |
S1 |
98.586 |
98.586 |
98.726 |
98.646 |
S2 |
98.421 |
98.421 |
98.700 |
|
S3 |
98.136 |
98.301 |
98.674 |
|
S4 |
97.851 |
98.016 |
98.595 |
|
|
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 |
98.825 |
97.600 |
1.225 |
1.2% |
0.442 |
0.4% |
94% |
True |
False |
20,495 |
10 |
98.825 |
96.930 |
1.895 |
1.9% |
0.514 |
0.5% |
96% |
True |
False |
23,359 |
20 |
98.825 |
95.145 |
3.680 |
3.7% |
0.519 |
0.5% |
98% |
True |
False |
24,269 |
40 |
98.825 |
94.385 |
4.440 |
4.5% |
0.553 |
0.6% |
98% |
True |
False |
17,949 |
60 |
98.825 |
94.050 |
4.775 |
4.8% |
0.556 |
0.6% |
98% |
True |
False |
12,241 |
80 |
98.825 |
94.050 |
4.775 |
4.8% |
0.555 |
0.6% |
98% |
True |
False |
9,291 |
100 |
98.825 |
93.100 |
5.725 |
5.8% |
0.590 |
0.6% |
99% |
True |
False |
7,522 |
120 |
98.825 |
93.100 |
5.725 |
5.8% |
0.562 |
0.6% |
99% |
True |
False |
6,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.036 |
2.618 |
99.571 |
1.618 |
99.286 |
1.000 |
99.110 |
0.618 |
99.001 |
HIGH |
98.825 |
0.618 |
98.716 |
0.500 |
98.683 |
0.382 |
98.649 |
LOW |
98.540 |
0.618 |
98.364 |
1.000 |
98.255 |
1.618 |
98.079 |
2.618 |
97.794 |
4.250 |
97.329 |
|
|
Fisher Pivots for day following 24-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
98.729 |
98.581 |
PP |
98.706 |
98.411 |
S1 |
98.683 |
98.240 |
|