ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 16-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
99.810 |
100.070 |
0.260 |
0.3% |
97.340 |
High |
100.280 |
100.600 |
0.320 |
0.3% |
99.130 |
Low |
99.475 |
99.915 |
0.440 |
0.4% |
95.905 |
Close |
100.250 |
100.438 |
0.188 |
0.2% |
99.050 |
Range |
0.805 |
0.685 |
-0.120 |
-14.9% |
3.225 |
ATR |
0.742 |
0.738 |
-0.004 |
-0.6% |
0.000 |
Volume |
43,937 |
43,019 |
-918 |
-2.1% |
199,315 |
|
Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.373 |
102.090 |
100.815 |
|
R3 |
101.688 |
101.405 |
100.626 |
|
R2 |
101.003 |
101.003 |
100.564 |
|
R1 |
100.720 |
100.720 |
100.501 |
100.862 |
PP |
100.318 |
100.318 |
100.318 |
100.388 |
S1 |
100.035 |
100.035 |
100.375 |
100.177 |
S2 |
99.633 |
99.633 |
100.312 |
|
S3 |
98.948 |
99.350 |
100.250 |
|
S4 |
98.263 |
98.665 |
100.061 |
|
|
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 |
100.600 |
98.320 |
2.280 |
2.3% |
0.795 |
0.8% |
93% |
True |
False |
42,888 |
10 |
100.600 |
95.905 |
4.695 |
4.7% |
0.869 |
0.9% |
97% |
True |
False |
38,361 |
20 |
100.600 |
95.905 |
4.695 |
4.7% |
0.715 |
0.7% |
97% |
True |
False |
30,454 |
40 |
100.600 |
94.950 |
5.650 |
5.6% |
0.611 |
0.6% |
97% |
True |
False |
26,951 |
60 |
100.600 |
94.155 |
6.445 |
6.4% |
0.614 |
0.6% |
97% |
True |
False |
21,035 |
80 |
100.600 |
94.050 |
6.550 |
6.5% |
0.606 |
0.6% |
98% |
True |
False |
15,980 |
100 |
100.600 |
94.050 |
6.550 |
6.5% |
0.593 |
0.6% |
98% |
True |
False |
12,869 |
120 |
100.600 |
93.100 |
7.500 |
7.5% |
0.620 |
0.6% |
98% |
True |
False |
10,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.511 |
2.618 |
102.393 |
1.618 |
101.708 |
1.000 |
101.285 |
0.618 |
101.023 |
HIGH |
100.600 |
0.618 |
100.338 |
0.500 |
100.258 |
0.382 |
100.177 |
LOW |
99.915 |
0.618 |
99.492 |
1.000 |
99.230 |
1.618 |
98.807 |
2.618 |
98.122 |
4.250 |
97.004 |
|
|
Fisher Pivots for day following 16-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
100.378 |
100.242 |
PP |
100.318 |
100.046 |
S1 |
100.258 |
99.850 |
|