ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 27-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
98.710 |
98.600 |
-0.110 |
-0.1% |
98.120 |
High |
98.815 |
99.005 |
0.190 |
0.2% |
98.795 |
Low |
98.315 |
98.485 |
0.170 |
0.2% |
97.600 |
Close |
98.611 |
98.879 |
0.268 |
0.3% |
98.686 |
Range |
0.500 |
0.520 |
0.020 |
4.0% |
1.195 |
ATR |
0.528 |
0.527 |
-0.001 |
-0.1% |
0.000 |
Volume |
22,720 |
20,811 |
-1,909 |
-8.4% |
102,506 |
|
Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.350 |
100.134 |
99.165 |
|
R3 |
99.830 |
99.614 |
99.022 |
|
R2 |
99.310 |
99.310 |
98.974 |
|
R1 |
99.094 |
99.094 |
98.927 |
99.202 |
PP |
98.790 |
98.790 |
98.790 |
98.844 |
S1 |
98.574 |
98.574 |
98.831 |
98.682 |
S2 |
98.270 |
98.270 |
98.784 |
|
S3 |
97.750 |
98.054 |
98.736 |
|
S4 |
97.230 |
97.534 |
98.593 |
|
|
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 |
98.300 |
0.790 |
0.8% |
0.461 |
0.5% |
73% |
False |
False |
20,475 |
10 |
99.090 |
97.520 |
1.570 |
1.6% |
0.467 |
0.5% |
87% |
False |
False |
21,108 |
20 |
99.090 |
95.250 |
3.840 |
3.9% |
0.536 |
0.5% |
95% |
False |
False |
25,346 |
40 |
99.090 |
94.385 |
4.705 |
4.8% |
0.558 |
0.6% |
96% |
False |
False |
19,524 |
60 |
99.090 |
94.050 |
5.040 |
5.1% |
0.557 |
0.6% |
96% |
False |
False |
13,335 |
80 |
99.090 |
94.050 |
5.040 |
5.1% |
0.554 |
0.6% |
96% |
False |
False |
10,112 |
100 |
99.090 |
93.100 |
5.990 |
6.1% |
0.595 |
0.6% |
96% |
False |
False |
8,183 |
120 |
99.090 |
93.100 |
5.990 |
6.1% |
0.568 |
0.6% |
96% |
False |
False |
6,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.215 |
2.618 |
100.366 |
1.618 |
99.846 |
1.000 |
99.525 |
0.618 |
99.326 |
HIGH |
99.005 |
0.618 |
98.806 |
0.500 |
98.745 |
0.382 |
98.684 |
LOW |
98.485 |
0.618 |
98.164 |
1.000 |
97.965 |
1.618 |
97.644 |
2.618 |
97.124 |
4.250 |
96.275 |
|
|
Fisher Pivots for day following 27-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
98.834 |
98.820 |
PP |
98.790 |
98.761 |
S1 |
98.745 |
98.703 |
|