ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 18-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
100.285 |
101.070 |
0.785 |
0.8% |
99.135 |
High |
101.010 |
101.540 |
0.530 |
0.5% |
101.540 |
Low |
99.980 |
100.890 |
0.910 |
0.9% |
99.100 |
Close |
100.946 |
101.283 |
0.337 |
0.3% |
101.283 |
Range |
1.030 |
0.650 |
-0.380 |
-36.9% |
2.440 |
ATR |
0.759 |
0.751 |
-0.008 |
-1.0% |
0.000 |
Volume |
55,291 |
57,293 |
2,002 |
3.6% |
253,785 |
|
Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.188 |
102.885 |
101.641 |
|
R3 |
102.538 |
102.235 |
101.462 |
|
R2 |
101.888 |
101.888 |
101.402 |
|
R1 |
101.585 |
101.585 |
101.343 |
101.737 |
PP |
101.238 |
101.238 |
101.238 |
101.313 |
S1 |
100.935 |
100.935 |
101.223 |
101.087 |
S2 |
100.588 |
100.588 |
101.164 |
|
S3 |
99.938 |
100.285 |
101.104 |
|
S4 |
99.288 |
99.635 |
100.926 |
|
|
Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.961 |
107.062 |
102.625 |
|
R3 |
105.521 |
104.622 |
101.954 |
|
R2 |
103.081 |
103.081 |
101.730 |
|
R1 |
102.182 |
102.182 |
101.507 |
102.632 |
PP |
100.641 |
100.641 |
100.641 |
100.866 |
S1 |
99.742 |
99.742 |
101.059 |
100.192 |
S2 |
98.201 |
98.201 |
100.836 |
|
S3 |
95.761 |
97.302 |
100.612 |
|
S4 |
93.321 |
94.862 |
99.941 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.540 |
99.100 |
2.440 |
2.4% |
0.862 |
0.9% |
89% |
True |
False |
50,757 |
10 |
101.540 |
95.905 |
5.635 |
5.6% |
0.952 |
0.9% |
95% |
True |
False |
45,310 |
20 |
101.540 |
95.905 |
5.635 |
5.6% |
0.737 |
0.7% |
95% |
True |
False |
33,462 |
40 |
101.540 |
95.020 |
6.520 |
6.4% |
0.631 |
0.6% |
96% |
True |
False |
28,752 |
60 |
101.540 |
94.155 |
7.385 |
7.3% |
0.632 |
0.6% |
97% |
True |
False |
22,894 |
80 |
101.540 |
94.050 |
7.490 |
7.4% |
0.613 |
0.6% |
97% |
True |
False |
17,371 |
100 |
101.540 |
94.050 |
7.490 |
7.4% |
0.594 |
0.6% |
97% |
True |
False |
13,976 |
120 |
101.540 |
93.100 |
8.440 |
8.3% |
0.626 |
0.6% |
97% |
True |
False |
11,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.303 |
2.618 |
103.242 |
1.618 |
102.592 |
1.000 |
102.190 |
0.618 |
101.942 |
HIGH |
101.540 |
0.618 |
101.292 |
0.500 |
101.215 |
0.382 |
101.138 |
LOW |
100.890 |
0.618 |
100.488 |
1.000 |
100.240 |
1.618 |
99.838 |
2.618 |
99.188 |
4.250 |
98.128 |
|
|
Fisher Pivots for day following 18-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
101.260 |
101.098 |
PP |
101.238 |
100.913 |
S1 |
101.215 |
100.728 |
|