ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 21-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
101.070 |
101.400 |
0.330 |
0.3% |
99.135 |
High |
101.540 |
101.510 |
-0.030 |
0.0% |
101.540 |
Low |
100.890 |
100.810 |
-0.080 |
-0.1% |
99.100 |
Close |
101.283 |
101.113 |
-0.170 |
-0.2% |
101.283 |
Range |
0.650 |
0.700 |
0.050 |
7.7% |
2.440 |
ATR |
0.751 |
0.747 |
-0.004 |
-0.5% |
0.000 |
Volume |
57,293 |
41,840 |
-15,453 |
-27.0% |
253,785 |
|
Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.244 |
102.879 |
101.498 |
|
R3 |
102.544 |
102.179 |
101.306 |
|
R2 |
101.844 |
101.844 |
101.241 |
|
R1 |
101.479 |
101.479 |
101.177 |
101.312 |
PP |
101.144 |
101.144 |
101.144 |
101.061 |
S1 |
100.779 |
100.779 |
101.049 |
100.612 |
S2 |
100.444 |
100.444 |
100.985 |
|
S3 |
99.744 |
100.079 |
100.921 |
|
S4 |
99.044 |
99.379 |
100.728 |
|
|
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 |
99.475 |
2.065 |
2.0% |
0.774 |
0.8% |
79% |
False |
False |
48,276 |
10 |
101.540 |
95.905 |
5.635 |
5.6% |
0.958 |
0.9% |
92% |
False |
False |
47,525 |
20 |
101.540 |
95.905 |
5.635 |
5.6% |
0.757 |
0.7% |
92% |
False |
False |
34,788 |
40 |
101.540 |
95.145 |
6.395 |
6.3% |
0.638 |
0.6% |
93% |
False |
False |
29,528 |
60 |
101.540 |
94.385 |
7.155 |
7.1% |
0.621 |
0.6% |
94% |
False |
False |
23,562 |
80 |
101.540 |
94.050 |
7.490 |
7.4% |
0.607 |
0.6% |
94% |
False |
False |
17,878 |
100 |
101.540 |
94.050 |
7.490 |
7.4% |
0.596 |
0.6% |
94% |
False |
False |
14,390 |
120 |
101.540 |
93.100 |
8.440 |
8.3% |
0.618 |
0.6% |
95% |
False |
False |
12,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.485 |
2.618 |
103.343 |
1.618 |
102.643 |
1.000 |
102.210 |
0.618 |
101.943 |
HIGH |
101.510 |
0.618 |
101.243 |
0.500 |
101.160 |
0.382 |
101.077 |
LOW |
100.810 |
0.618 |
100.377 |
1.000 |
100.110 |
1.618 |
99.677 |
2.618 |
98.977 |
4.250 |
97.835 |
|
|
Fisher Pivots for day following 21-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
101.160 |
100.995 |
PP |
101.144 |
100.878 |
S1 |
101.129 |
100.760 |
|