ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 08-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2016 |
08-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
97.340 |
97.790 |
0.450 |
0.5% |
98.285 |
High |
97.885 |
97.990 |
0.105 |
0.1% |
98.675 |
Low |
97.245 |
97.560 |
0.315 |
0.3% |
96.940 |
Close |
97.793 |
97.860 |
0.067 |
0.1% |
97.088 |
Range |
0.640 |
0.430 |
-0.210 |
-32.8% |
1.735 |
ATR |
0.557 |
0.548 |
-0.009 |
-1.6% |
0.000 |
Volume |
19,688 |
18,007 |
-1,681 |
-8.5% |
109,861 |
|
Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.093 |
98.907 |
98.097 |
|
R3 |
98.663 |
98.477 |
97.978 |
|
R2 |
98.233 |
98.233 |
97.939 |
|
R1 |
98.047 |
98.047 |
97.899 |
98.140 |
PP |
97.803 |
97.803 |
97.803 |
97.850 |
S1 |
97.617 |
97.617 |
97.821 |
97.710 |
S2 |
97.373 |
97.373 |
97.781 |
|
S3 |
96.943 |
97.187 |
97.742 |
|
S4 |
96.513 |
96.757 |
97.623 |
|
|
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 |
97.990 |
96.940 |
1.050 |
1.1% |
0.508 |
0.5% |
88% |
True |
False |
21,717 |
10 |
99.005 |
96.940 |
2.065 |
2.1% |
0.550 |
0.6% |
45% |
False |
False |
21,505 |
20 |
99.090 |
96.940 |
2.150 |
2.2% |
0.516 |
0.5% |
43% |
False |
False |
22,123 |
40 |
99.090 |
94.950 |
4.140 |
4.2% |
0.536 |
0.5% |
70% |
False |
False |
22,866 |
60 |
99.090 |
94.050 |
5.040 |
5.2% |
0.560 |
0.6% |
76% |
False |
False |
16,120 |
80 |
99.090 |
94.050 |
5.040 |
5.2% |
0.556 |
0.6% |
76% |
False |
False |
12,224 |
100 |
99.090 |
93.100 |
5.990 |
6.1% |
0.587 |
0.6% |
79% |
False |
False |
9,880 |
120 |
99.090 |
93.100 |
5.990 |
6.1% |
0.583 |
0.6% |
79% |
False |
False |
8,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.818 |
2.618 |
99.116 |
1.618 |
98.686 |
1.000 |
98.420 |
0.618 |
98.256 |
HIGH |
97.990 |
0.618 |
97.826 |
0.500 |
97.775 |
0.382 |
97.724 |
LOW |
97.560 |
0.618 |
97.294 |
1.000 |
97.130 |
1.618 |
96.864 |
2.618 |
96.434 |
4.250 |
95.732 |
|
|
Fisher Pivots for day following 08-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
97.832 |
97.728 |
PP |
97.803 |
97.597 |
S1 |
97.775 |
97.465 |
|