ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 31-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
98.905 |
98.285 |
-0.620 |
-0.6% |
98.680 |
High |
98.920 |
98.675 |
-0.245 |
-0.2% |
99.090 |
Low |
98.225 |
98.275 |
0.050 |
0.1% |
98.225 |
Close |
98.342 |
98.422 |
0.080 |
0.1% |
98.342 |
Range |
0.695 |
0.400 |
-0.295 |
-42.4% |
0.865 |
ATR |
0.539 |
0.529 |
-0.010 |
-1.8% |
0.000 |
Volume |
23,967 |
13,523 |
-10,444 |
-43.6% |
106,288 |
|
Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.657 |
99.440 |
98.642 |
|
R3 |
99.257 |
99.040 |
98.532 |
|
R2 |
98.857 |
98.857 |
98.495 |
|
R1 |
98.640 |
98.640 |
98.459 |
98.749 |
PP |
98.457 |
98.457 |
98.457 |
98.512 |
S1 |
98.240 |
98.240 |
98.385 |
98.349 |
S2 |
98.057 |
98.057 |
98.349 |
|
S3 |
97.657 |
97.840 |
98.312 |
|
S4 |
97.257 |
97.440 |
98.202 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.147 |
100.610 |
98.818 |
|
R3 |
100.282 |
99.745 |
98.580 |
|
R2 |
99.417 |
99.417 |
98.501 |
|
R1 |
98.880 |
98.880 |
98.421 |
98.716 |
PP |
98.552 |
98.552 |
98.552 |
98.471 |
S1 |
98.015 |
98.015 |
98.263 |
97.851 |
S2 |
97.687 |
97.687 |
98.183 |
|
S3 |
96.822 |
97.150 |
98.104 |
|
S4 |
95.957 |
96.285 |
97.866 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.090 |
98.225 |
0.865 |
0.9% |
0.524 |
0.5% |
23% |
False |
False |
20,896 |
10 |
99.090 |
97.600 |
1.490 |
1.5% |
0.483 |
0.5% |
55% |
False |
False |
20,696 |
20 |
99.090 |
95.660 |
3.430 |
3.5% |
0.541 |
0.5% |
81% |
False |
False |
24,802 |
40 |
99.090 |
94.385 |
4.705 |
4.8% |
0.550 |
0.6% |
86% |
False |
False |
20,361 |
60 |
99.090 |
94.050 |
5.040 |
5.1% |
0.552 |
0.6% |
87% |
False |
False |
13,935 |
80 |
99.090 |
94.050 |
5.040 |
5.1% |
0.552 |
0.6% |
87% |
False |
False |
10,571 |
100 |
99.090 |
93.100 |
5.990 |
6.1% |
0.594 |
0.6% |
89% |
False |
False |
8,555 |
120 |
99.090 |
93.100 |
5.990 |
6.1% |
0.570 |
0.6% |
89% |
False |
False |
7,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.375 |
2.618 |
99.722 |
1.618 |
99.322 |
1.000 |
99.075 |
0.618 |
98.922 |
HIGH |
98.675 |
0.618 |
98.522 |
0.500 |
98.475 |
0.382 |
98.428 |
LOW |
98.275 |
0.618 |
98.028 |
1.000 |
97.875 |
1.618 |
97.628 |
2.618 |
97.228 |
4.250 |
96.575 |
|
|
Fisher Pivots for day following 31-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
98.475 |
98.615 |
PP |
98.457 |
98.551 |
S1 |
98.440 |
98.486 |
|