ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 11-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
98.535 |
98.825 |
0.290 |
0.3% |
97.340 |
High |
99.080 |
99.130 |
0.050 |
0.1% |
99.130 |
Low |
98.320 |
98.545 |
0.225 |
0.2% |
95.905 |
Close |
98.774 |
99.050 |
0.276 |
0.3% |
99.050 |
Range |
0.760 |
0.585 |
-0.175 |
-23.0% |
3.225 |
ATR |
0.712 |
0.702 |
-0.009 |
-1.3% |
0.000 |
Volume |
39,891 |
33,351 |
-6,540 |
-16.4% |
199,315 |
|
Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.663 |
100.442 |
99.372 |
|
R3 |
100.078 |
99.857 |
99.211 |
|
R2 |
99.493 |
99.493 |
99.157 |
|
R1 |
99.272 |
99.272 |
99.104 |
99.382 |
PP |
98.908 |
98.908 |
98.908 |
98.964 |
S1 |
98.687 |
98.687 |
98.996 |
98.798 |
S2 |
98.323 |
98.323 |
98.943 |
|
S3 |
97.738 |
98.102 |
98.889 |
|
S4 |
97.153 |
97.517 |
98.728 |
|
|
Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.703 |
106.602 |
100.824 |
|
R3 |
104.478 |
103.377 |
99.937 |
|
R2 |
101.253 |
101.253 |
99.641 |
|
R1 |
100.152 |
100.152 |
99.346 |
100.703 |
PP |
98.028 |
98.028 |
98.028 |
98.304 |
S1 |
96.927 |
96.927 |
98.754 |
97.478 |
S2 |
94.803 |
94.803 |
98.459 |
|
S3 |
91.578 |
93.702 |
98.163 |
|
S4 |
88.353 |
90.477 |
97.276 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.130 |
95.905 |
3.225 |
3.3% |
1.041 |
1.1% |
98% |
True |
False |
39,863 |
10 |
99.130 |
95.905 |
3.225 |
3.3% |
0.792 |
0.8% |
98% |
True |
False |
30,917 |
20 |
99.130 |
95.905 |
3.225 |
3.3% |
0.635 |
0.6% |
98% |
True |
False |
25,898 |
40 |
99.130 |
94.950 |
4.180 |
4.2% |
0.593 |
0.6% |
98% |
True |
False |
24,887 |
60 |
99.130 |
94.155 |
4.975 |
5.0% |
0.591 |
0.6% |
98% |
True |
False |
18,731 |
80 |
99.130 |
94.050 |
5.080 |
5.1% |
0.591 |
0.6% |
98% |
True |
False |
14,226 |
100 |
99.130 |
93.820 |
5.310 |
5.4% |
0.610 |
0.6% |
98% |
True |
False |
11,488 |
120 |
99.130 |
93.100 |
6.030 |
6.1% |
0.609 |
0.6% |
99% |
True |
False |
9,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.616 |
2.618 |
100.662 |
1.618 |
100.077 |
1.000 |
99.715 |
0.618 |
99.492 |
HIGH |
99.130 |
0.618 |
98.907 |
0.500 |
98.838 |
0.382 |
98.768 |
LOW |
98.545 |
0.618 |
98.183 |
1.000 |
97.960 |
1.618 |
97.598 |
2.618 |
97.014 |
4.250 |
96.059 |
|
|
Fisher Pivots for day following 11-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
98.979 |
98.539 |
PP |
98.908 |
98.028 |
S1 |
98.838 |
97.518 |
|