ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 17-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2016 |
17-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
100.070 |
100.285 |
0.215 |
0.2% |
97.340 |
High |
100.600 |
101.010 |
0.410 |
0.4% |
99.130 |
Low |
99.915 |
99.980 |
0.065 |
0.1% |
95.905 |
Close |
100.438 |
100.946 |
0.508 |
0.5% |
99.050 |
Range |
0.685 |
1.030 |
0.345 |
50.4% |
3.225 |
ATR |
0.738 |
0.759 |
0.021 |
2.8% |
0.000 |
Volume |
43,019 |
55,291 |
12,272 |
28.5% |
199,315 |
|
Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.735 |
103.371 |
101.513 |
|
R3 |
102.705 |
102.341 |
101.229 |
|
R2 |
101.675 |
101.675 |
101.135 |
|
R1 |
101.311 |
101.311 |
101.040 |
101.493 |
PP |
100.645 |
100.645 |
100.645 |
100.737 |
S1 |
100.281 |
100.281 |
100.852 |
100.463 |
S2 |
99.615 |
99.615 |
100.757 |
|
S3 |
98.585 |
99.251 |
100.663 |
|
S4 |
97.555 |
98.221 |
100.380 |
|
|
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 |
101.010 |
98.545 |
2.465 |
2.4% |
0.849 |
0.8% |
97% |
True |
False |
45,968 |
10 |
101.010 |
95.905 |
5.105 |
5.1% |
0.931 |
0.9% |
99% |
True |
False |
41,467 |
20 |
101.010 |
95.905 |
5.105 |
5.1% |
0.729 |
0.7% |
99% |
True |
False |
31,600 |
40 |
101.010 |
95.020 |
5.990 |
5.9% |
0.623 |
0.6% |
99% |
True |
False |
27,725 |
60 |
101.010 |
94.155 |
6.855 |
6.8% |
0.625 |
0.6% |
99% |
True |
False |
21,945 |
80 |
101.010 |
94.050 |
6.960 |
6.9% |
0.611 |
0.6% |
99% |
True |
False |
16,666 |
100 |
101.010 |
94.050 |
6.960 |
6.9% |
0.597 |
0.6% |
99% |
True |
False |
13,409 |
120 |
101.010 |
93.100 |
7.910 |
7.8% |
0.624 |
0.6% |
99% |
True |
False |
11,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.388 |
2.618 |
103.707 |
1.618 |
102.677 |
1.000 |
102.040 |
0.618 |
101.647 |
HIGH |
101.010 |
0.618 |
100.617 |
0.500 |
100.495 |
0.382 |
100.373 |
LOW |
99.980 |
0.618 |
99.343 |
1.000 |
98.950 |
1.618 |
98.313 |
2.618 |
97.283 |
4.250 |
95.603 |
|
|
Fisher Pivots for day following 17-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
100.796 |
100.712 |
PP |
100.645 |
100.477 |
S1 |
100.495 |
100.243 |
|