ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 04-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
97.440 |
97.225 |
-0.215 |
-0.2% |
98.285 |
High |
97.480 |
97.380 |
-0.100 |
-0.1% |
98.675 |
Low |
97.070 |
96.940 |
-0.130 |
-0.1% |
96.940 |
Close |
97.196 |
97.088 |
-0.108 |
-0.1% |
97.088 |
Range |
0.410 |
0.440 |
0.030 |
7.3% |
1.735 |
ATR |
0.546 |
0.538 |
-0.008 |
-1.4% |
0.000 |
Volume |
24,232 |
18,869 |
-5,363 |
-22.1% |
109,861 |
|
Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.456 |
98.212 |
97.330 |
|
R3 |
98.016 |
97.772 |
97.209 |
|
R2 |
97.576 |
97.576 |
97.169 |
|
R1 |
97.332 |
97.332 |
97.128 |
97.234 |
PP |
97.136 |
97.136 |
97.136 |
97.087 |
S1 |
96.892 |
96.892 |
97.048 |
96.794 |
S2 |
96.696 |
96.696 |
97.007 |
|
S3 |
96.256 |
96.452 |
96.967 |
|
S4 |
95.816 |
96.012 |
96.846 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.773 |
101.665 |
98.042 |
|
R3 |
101.038 |
99.930 |
97.565 |
|
R2 |
99.303 |
99.303 |
97.406 |
|
R1 |
98.195 |
98.195 |
97.247 |
97.882 |
PP |
97.568 |
97.568 |
97.568 |
97.411 |
S1 |
96.460 |
96.460 |
96.929 |
96.147 |
S2 |
95.833 |
95.833 |
96.770 |
|
S3 |
94.098 |
94.725 |
96.611 |
|
S4 |
92.363 |
92.990 |
96.134 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.675 |
96.940 |
1.735 |
1.8% |
0.542 |
0.6% |
9% |
False |
True |
21,972 |
10 |
99.090 |
96.940 |
2.150 |
2.2% |
0.522 |
0.5% |
7% |
False |
True |
21,614 |
20 |
99.090 |
96.485 |
2.605 |
2.7% |
0.528 |
0.5% |
23% |
False |
False |
22,538 |
40 |
99.090 |
94.860 |
4.230 |
4.4% |
0.537 |
0.6% |
53% |
False |
False |
22,404 |
60 |
99.090 |
94.050 |
5.040 |
5.2% |
0.561 |
0.6% |
60% |
False |
False |
15,511 |
80 |
99.090 |
94.050 |
5.040 |
5.2% |
0.555 |
0.6% |
60% |
False |
False |
11,761 |
100 |
99.090 |
93.100 |
5.990 |
6.2% |
0.586 |
0.6% |
67% |
False |
False |
9,510 |
120 |
99.090 |
93.100 |
5.990 |
6.2% |
0.578 |
0.6% |
67% |
False |
False |
7,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.250 |
2.618 |
98.532 |
1.618 |
98.092 |
1.000 |
97.820 |
0.618 |
97.652 |
HIGH |
97.380 |
0.618 |
97.212 |
0.500 |
97.160 |
0.382 |
97.108 |
LOW |
96.940 |
0.618 |
96.668 |
1.000 |
96.500 |
1.618 |
96.228 |
2.618 |
95.788 |
4.250 |
95.070 |
|
|
Fisher Pivots for day following 04-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
97.160 |
97.368 |
PP |
97.136 |
97.274 |
S1 |
97.112 |
97.181 |
|