ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 01-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
98.285 |
98.390 |
0.105 |
0.1% |
98.680 |
High |
98.675 |
98.460 |
-0.215 |
-0.2% |
99.090 |
Low |
98.275 |
97.620 |
-0.655 |
-0.7% |
98.225 |
Close |
98.422 |
97.697 |
-0.725 |
-0.7% |
98.342 |
Range |
0.400 |
0.840 |
0.440 |
110.0% |
0.865 |
ATR |
0.529 |
0.551 |
0.022 |
4.2% |
0.000 |
Volume |
13,523 |
25,446 |
11,923 |
88.2% |
106,288 |
|
Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.446 |
99.911 |
98.159 |
|
R3 |
99.606 |
99.071 |
97.928 |
|
R2 |
98.766 |
98.766 |
97.851 |
|
R1 |
98.231 |
98.231 |
97.774 |
98.079 |
PP |
97.926 |
97.926 |
97.926 |
97.849 |
S1 |
97.391 |
97.391 |
97.620 |
97.239 |
S2 |
97.086 |
97.086 |
97.543 |
|
S3 |
96.246 |
96.551 |
97.466 |
|
S4 |
95.406 |
95.711 |
97.235 |
|
|
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 |
99.005 |
97.620 |
1.385 |
1.4% |
0.591 |
0.6% |
6% |
False |
True |
21,293 |
10 |
99.090 |
97.620 |
1.470 |
1.5% |
0.531 |
0.5% |
5% |
False |
True |
21,563 |
20 |
99.090 |
95.940 |
3.150 |
3.2% |
0.547 |
0.6% |
56% |
False |
False |
23,965 |
40 |
99.090 |
94.385 |
4.705 |
4.8% |
0.545 |
0.6% |
70% |
False |
False |
20,907 |
60 |
99.090 |
94.050 |
5.040 |
5.2% |
0.561 |
0.6% |
72% |
False |
False |
14,356 |
80 |
99.090 |
94.050 |
5.040 |
5.2% |
0.556 |
0.6% |
72% |
False |
False |
10,887 |
100 |
99.090 |
93.100 |
5.990 |
6.1% |
0.598 |
0.6% |
77% |
False |
False |
8,808 |
120 |
99.090 |
93.100 |
5.990 |
6.1% |
0.575 |
0.6% |
77% |
False |
False |
7,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.030 |
2.618 |
100.659 |
1.618 |
99.819 |
1.000 |
99.300 |
0.618 |
98.979 |
HIGH |
98.460 |
0.618 |
98.139 |
0.500 |
98.040 |
0.382 |
97.941 |
LOW |
97.620 |
0.618 |
97.101 |
1.000 |
96.780 |
1.618 |
96.261 |
2.618 |
95.421 |
4.250 |
94.050 |
|
|
Fisher Pivots for day following 01-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
98.040 |
98.270 |
PP |
97.926 |
98.079 |
S1 |
97.811 |
97.888 |
|