ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 25-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
98.680 |
98.750 |
0.070 |
0.1% |
98.120 |
High |
98.825 |
99.090 |
0.265 |
0.3% |
98.795 |
Low |
98.540 |
98.585 |
0.045 |
0.0% |
97.600 |
Close |
98.752 |
98.682 |
-0.070 |
-0.1% |
98.686 |
Range |
0.285 |
0.505 |
0.220 |
77.2% |
1.195 |
ATR |
0.532 |
0.530 |
-0.002 |
-0.4% |
0.000 |
Volume |
15,328 |
23,462 |
8,134 |
53.1% |
102,506 |
|
Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.301 |
99.996 |
98.960 |
|
R3 |
99.796 |
99.491 |
98.821 |
|
R2 |
99.291 |
99.291 |
98.775 |
|
R1 |
98.986 |
98.986 |
98.728 |
98.886 |
PP |
98.786 |
98.786 |
98.786 |
98.736 |
S1 |
98.481 |
98.481 |
98.636 |
98.381 |
S2 |
98.281 |
98.281 |
98.589 |
|
S3 |
97.776 |
97.976 |
98.543 |
|
S4 |
97.271 |
97.471 |
98.404 |
|
|
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 |
99.090 |
97.655 |
1.435 |
1.5% |
0.470 |
0.5% |
72% |
True |
False |
21,833 |
10 |
99.090 |
97.475 |
1.615 |
1.6% |
0.483 |
0.5% |
75% |
True |
False |
22,741 |
20 |
99.090 |
95.245 |
3.845 |
3.9% |
0.523 |
0.5% |
89% |
True |
False |
24,748 |
40 |
99.090 |
94.385 |
4.705 |
4.8% |
0.556 |
0.6% |
91% |
True |
False |
18,504 |
60 |
99.090 |
94.050 |
5.040 |
5.1% |
0.561 |
0.6% |
92% |
True |
False |
12,630 |
80 |
99.090 |
94.050 |
5.040 |
5.1% |
0.558 |
0.6% |
92% |
True |
False |
9,582 |
100 |
99.090 |
93.100 |
5.990 |
6.1% |
0.591 |
0.6% |
93% |
True |
False |
7,753 |
120 |
99.090 |
93.100 |
5.990 |
6.1% |
0.565 |
0.6% |
93% |
True |
False |
6,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.236 |
2.618 |
100.412 |
1.618 |
99.907 |
1.000 |
99.595 |
0.618 |
99.402 |
HIGH |
99.090 |
0.618 |
98.897 |
0.500 |
98.838 |
0.382 |
98.778 |
LOW |
98.585 |
0.618 |
98.273 |
1.000 |
98.080 |
1.618 |
97.768 |
2.618 |
97.263 |
4.250 |
96.439 |
|
|
Fisher Pivots for day following 25-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
98.838 |
98.695 |
PP |
98.786 |
98.691 |
S1 |
98.734 |
98.686 |
|