ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 03-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
97.770 |
97.440 |
-0.330 |
-0.3% |
98.680 |
High |
97.795 |
97.480 |
-0.315 |
-0.3% |
99.090 |
Low |
97.175 |
97.070 |
-0.105 |
-0.1% |
98.225 |
Close |
97.414 |
97.196 |
-0.218 |
-0.2% |
98.342 |
Range |
0.620 |
0.410 |
-0.210 |
-33.9% |
0.865 |
ATR |
0.556 |
0.546 |
-0.010 |
-1.9% |
0.000 |
Volume |
27,791 |
24,232 |
-3,559 |
-12.8% |
106,288 |
|
Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.479 |
98.247 |
97.422 |
|
R3 |
98.069 |
97.837 |
97.309 |
|
R2 |
97.659 |
97.659 |
97.271 |
|
R1 |
97.427 |
97.427 |
97.234 |
97.338 |
PP |
97.249 |
97.249 |
97.249 |
97.204 |
S1 |
97.017 |
97.017 |
97.158 |
96.928 |
S2 |
96.839 |
96.839 |
97.121 |
|
S3 |
96.429 |
96.607 |
97.083 |
|
S4 |
96.019 |
96.197 |
96.971 |
|
|
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 |
98.920 |
97.070 |
1.850 |
1.9% |
0.593 |
0.6% |
7% |
False |
True |
22,991 |
10 |
99.090 |
97.070 |
2.020 |
2.1% |
0.527 |
0.5% |
6% |
False |
True |
21,733 |
20 |
99.090 |
96.405 |
2.685 |
2.8% |
0.546 |
0.6% |
29% |
False |
False |
24,071 |
40 |
99.090 |
94.760 |
4.330 |
4.5% |
0.545 |
0.6% |
56% |
False |
False |
22,047 |
60 |
99.090 |
94.050 |
5.040 |
5.2% |
0.560 |
0.6% |
62% |
False |
False |
15,207 |
80 |
99.090 |
94.050 |
5.040 |
5.2% |
0.556 |
0.6% |
62% |
False |
False |
11,530 |
100 |
99.090 |
93.100 |
5.990 |
6.2% |
0.594 |
0.6% |
68% |
False |
False |
9,324 |
120 |
99.090 |
93.100 |
5.990 |
6.2% |
0.577 |
0.6% |
68% |
False |
False |
7,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.223 |
2.618 |
98.553 |
1.618 |
98.143 |
1.000 |
97.890 |
0.618 |
97.733 |
HIGH |
97.480 |
0.618 |
97.323 |
0.500 |
97.275 |
0.382 |
97.227 |
LOW |
97.070 |
0.618 |
96.817 |
1.000 |
96.660 |
1.618 |
96.407 |
2.618 |
95.997 |
4.250 |
95.328 |
|
|
Fisher Pivots for day following 03-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
97.275 |
97.765 |
PP |
97.249 |
97.575 |
S1 |
97.222 |
97.386 |
|