ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 26-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2016 |
26-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
98.750 |
98.710 |
-0.040 |
0.0% |
98.120 |
High |
99.090 |
98.815 |
-0.275 |
-0.3% |
98.795 |
Low |
98.585 |
98.315 |
-0.270 |
-0.3% |
97.600 |
Close |
98.682 |
98.611 |
-0.071 |
-0.1% |
98.686 |
Range |
0.505 |
0.500 |
-0.005 |
-1.0% |
1.195 |
ATR |
0.530 |
0.528 |
-0.002 |
-0.4% |
0.000 |
Volume |
23,462 |
22,720 |
-742 |
-3.2% |
102,506 |
|
Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.080 |
99.846 |
98.886 |
|
R3 |
99.580 |
99.346 |
98.749 |
|
R2 |
99.080 |
99.080 |
98.703 |
|
R1 |
98.846 |
98.846 |
98.657 |
98.713 |
PP |
98.580 |
98.580 |
98.580 |
98.514 |
S1 |
98.346 |
98.346 |
98.565 |
98.213 |
S2 |
98.080 |
98.080 |
98.519 |
|
S3 |
97.580 |
97.846 |
98.474 |
|
S4 |
97.080 |
97.346 |
98.336 |
|
|
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% |
0.506 |
0.5% |
67% |
False |
False |
22,788 |
10 |
99.090 |
97.510 |
1.580 |
1.6% |
0.476 |
0.5% |
70% |
False |
False |
21,847 |
20 |
99.090 |
95.245 |
3.845 |
3.9% |
0.529 |
0.5% |
88% |
False |
False |
25,143 |
40 |
99.090 |
94.385 |
4.705 |
4.8% |
0.554 |
0.6% |
90% |
False |
False |
19,044 |
60 |
99.090 |
94.050 |
5.040 |
5.1% |
0.555 |
0.6% |
90% |
False |
False |
12,996 |
80 |
99.090 |
94.050 |
5.040 |
5.1% |
0.554 |
0.6% |
90% |
False |
False |
9,859 |
100 |
99.090 |
93.100 |
5.990 |
6.1% |
0.594 |
0.6% |
92% |
False |
False |
7,977 |
120 |
99.090 |
93.100 |
5.990 |
6.1% |
0.567 |
0.6% |
92% |
False |
False |
6,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.940 |
2.618 |
100.124 |
1.618 |
99.624 |
1.000 |
99.315 |
0.618 |
99.124 |
HIGH |
98.815 |
0.618 |
98.624 |
0.500 |
98.565 |
0.382 |
98.506 |
LOW |
98.315 |
0.618 |
98.006 |
1.000 |
97.815 |
1.618 |
97.506 |
2.618 |
97.006 |
4.250 |
96.190 |
|
|
Fisher Pivots for day following 26-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
98.596 |
98.703 |
PP |
98.580 |
98.672 |
S1 |
98.565 |
98.642 |
|