ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 10-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
98.080 |
98.535 |
0.455 |
0.5% |
98.285 |
High |
98.695 |
99.080 |
0.385 |
0.4% |
98.675 |
Low |
95.905 |
98.320 |
2.415 |
2.5% |
96.940 |
Close |
98.529 |
98.774 |
0.245 |
0.2% |
97.088 |
Range |
2.790 |
0.760 |
-2.030 |
-72.8% |
1.735 |
ATR |
0.708 |
0.712 |
0.004 |
0.5% |
0.000 |
Volume |
88,378 |
39,891 |
-48,487 |
-54.9% |
109,861 |
|
Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.005 |
100.649 |
99.192 |
|
R3 |
100.245 |
99.889 |
98.983 |
|
R2 |
99.485 |
99.485 |
98.913 |
|
R1 |
99.129 |
99.129 |
98.844 |
99.307 |
PP |
98.725 |
98.725 |
98.725 |
98.814 |
S1 |
98.369 |
98.369 |
98.704 |
98.547 |
S2 |
97.965 |
97.965 |
98.635 |
|
S3 |
97.205 |
97.609 |
98.565 |
|
S4 |
96.445 |
96.849 |
98.356 |
|
|
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 |
99.080 |
95.905 |
3.175 |
3.2% |
1.012 |
1.0% |
90% |
True |
False |
36,966 |
10 |
99.080 |
95.905 |
3.175 |
3.2% |
0.803 |
0.8% |
90% |
True |
False |
29,979 |
20 |
99.090 |
95.905 |
3.185 |
3.2% |
0.635 |
0.6% |
90% |
False |
False |
25,543 |
40 |
99.090 |
94.950 |
4.140 |
4.2% |
0.601 |
0.6% |
92% |
False |
False |
25,038 |
60 |
99.090 |
94.050 |
5.040 |
5.1% |
0.590 |
0.6% |
94% |
False |
False |
18,207 |
80 |
99.090 |
94.050 |
5.040 |
5.1% |
0.589 |
0.6% |
94% |
False |
False |
13,815 |
100 |
99.090 |
93.100 |
5.990 |
6.1% |
0.610 |
0.6% |
95% |
False |
False |
11,159 |
120 |
99.090 |
93.100 |
5.990 |
6.1% |
0.607 |
0.6% |
95% |
False |
False |
9,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.310 |
2.618 |
101.070 |
1.618 |
100.310 |
1.000 |
99.840 |
0.618 |
99.550 |
HIGH |
99.080 |
0.618 |
98.790 |
0.500 |
98.700 |
0.382 |
98.610 |
LOW |
98.320 |
0.618 |
97.850 |
1.000 |
97.560 |
1.618 |
97.090 |
2.618 |
96.330 |
4.250 |
95.090 |
|
|
Fisher Pivots for day following 10-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
98.749 |
98.347 |
PP |
98.725 |
97.920 |
S1 |
98.700 |
97.493 |
|