ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 07-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
97.225 |
97.340 |
0.115 |
0.1% |
98.285 |
High |
97.380 |
97.885 |
0.505 |
0.5% |
98.675 |
Low |
96.940 |
97.245 |
0.305 |
0.3% |
96.940 |
Close |
97.088 |
97.793 |
0.705 |
0.7% |
97.088 |
Range |
0.440 |
0.640 |
0.200 |
45.5% |
1.735 |
ATR |
0.538 |
0.557 |
0.018 |
3.4% |
0.000 |
Volume |
18,869 |
19,688 |
819 |
4.3% |
109,861 |
|
Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.561 |
99.317 |
98.145 |
|
R3 |
98.921 |
98.677 |
97.969 |
|
R2 |
98.281 |
98.281 |
97.910 |
|
R1 |
98.037 |
98.037 |
97.852 |
98.159 |
PP |
97.641 |
97.641 |
97.641 |
97.702 |
S1 |
97.397 |
97.397 |
97.734 |
97.519 |
S2 |
97.001 |
97.001 |
97.676 |
|
S3 |
96.361 |
96.757 |
97.617 |
|
S4 |
95.721 |
96.117 |
97.441 |
|
|
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 |
98.460 |
96.940 |
1.520 |
1.6% |
0.590 |
0.6% |
56% |
False |
False |
23,205 |
10 |
99.090 |
96.940 |
2.150 |
2.2% |
0.557 |
0.6% |
40% |
False |
False |
22,050 |
20 |
99.090 |
96.930 |
2.160 |
2.2% |
0.536 |
0.5% |
40% |
False |
False |
22,705 |
40 |
99.090 |
94.950 |
4.140 |
4.2% |
0.540 |
0.6% |
69% |
False |
False |
22,637 |
60 |
99.090 |
94.050 |
5.040 |
5.2% |
0.559 |
0.6% |
74% |
False |
False |
15,829 |
80 |
99.090 |
94.050 |
5.040 |
5.2% |
0.553 |
0.6% |
74% |
False |
False |
12,001 |
100 |
99.090 |
93.100 |
5.990 |
6.1% |
0.588 |
0.6% |
78% |
False |
False |
9,704 |
120 |
99.090 |
93.100 |
5.990 |
6.1% |
0.581 |
0.6% |
78% |
False |
False |
8,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.605 |
2.618 |
99.561 |
1.618 |
98.921 |
1.000 |
98.525 |
0.618 |
98.281 |
HIGH |
97.885 |
0.618 |
97.641 |
0.500 |
97.565 |
0.382 |
97.489 |
LOW |
97.245 |
0.618 |
96.849 |
1.000 |
96.605 |
1.618 |
96.209 |
2.618 |
95.569 |
4.250 |
94.525 |
|
|
Fisher Pivots for day following 07-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
97.717 |
97.666 |
PP |
97.641 |
97.539 |
S1 |
97.565 |
97.413 |
|