ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 09-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2016 |
09-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
97.790 |
98.080 |
0.290 |
0.3% |
98.285 |
High |
97.990 |
98.695 |
0.705 |
0.7% |
98.675 |
Low |
97.560 |
95.905 |
-1.655 |
-1.7% |
96.940 |
Close |
97.860 |
98.529 |
0.669 |
0.7% |
97.088 |
Range |
0.430 |
2.790 |
2.360 |
548.8% |
1.735 |
ATR |
0.548 |
0.708 |
0.160 |
29.2% |
0.000 |
Volume |
18,007 |
88,378 |
70,371 |
390.8% |
109,861 |
|
Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.080 |
105.094 |
100.064 |
|
R3 |
103.290 |
102.304 |
99.296 |
|
R2 |
100.500 |
100.500 |
99.041 |
|
R1 |
99.514 |
99.514 |
98.785 |
100.007 |
PP |
97.710 |
97.710 |
97.710 |
97.956 |
S1 |
96.724 |
96.724 |
98.273 |
97.217 |
S2 |
94.920 |
94.920 |
98.018 |
|
S3 |
92.130 |
93.934 |
97.762 |
|
S4 |
89.340 |
91.144 |
96.995 |
|
|
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 |
98.695 |
95.905 |
2.790 |
2.8% |
0.942 |
1.0% |
94% |
True |
True |
33,834 |
10 |
99.005 |
95.905 |
3.100 |
3.1% |
0.779 |
0.8% |
85% |
False |
True |
28,071 |
20 |
99.090 |
95.905 |
3.185 |
3.2% |
0.627 |
0.6% |
82% |
False |
True |
24,959 |
40 |
99.090 |
94.950 |
4.140 |
4.2% |
0.594 |
0.6% |
86% |
False |
False |
24,549 |
60 |
99.090 |
94.050 |
5.040 |
5.1% |
0.587 |
0.6% |
89% |
False |
False |
17,565 |
80 |
99.090 |
94.050 |
5.040 |
5.1% |
0.584 |
0.6% |
89% |
False |
False |
13,323 |
100 |
99.090 |
93.100 |
5.990 |
6.1% |
0.608 |
0.6% |
91% |
False |
False |
10,762 |
120 |
99.090 |
93.100 |
5.990 |
6.1% |
0.603 |
0.6% |
91% |
False |
False |
9,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.553 |
2.618 |
105.999 |
1.618 |
103.209 |
1.000 |
101.485 |
0.618 |
100.419 |
HIGH |
98.695 |
0.618 |
97.629 |
0.500 |
97.300 |
0.382 |
96.971 |
LOW |
95.905 |
0.618 |
94.181 |
1.000 |
93.115 |
1.618 |
91.391 |
2.618 |
88.601 |
4.250 |
84.048 |
|
|
Fisher Pivots for day following 09-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
98.119 |
98.119 |
PP |
97.710 |
97.710 |
S1 |
97.300 |
97.300 |
|