ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 22-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
101.400 |
100.835 |
-0.565 |
-0.6% |
99.135 |
High |
101.510 |
101.370 |
-0.140 |
-0.1% |
101.540 |
Low |
100.810 |
100.710 |
-0.100 |
-0.1% |
99.100 |
Close |
101.113 |
101.106 |
-0.007 |
0.0% |
101.283 |
Range |
0.700 |
0.660 |
-0.040 |
-5.7% |
2.440 |
ATR |
0.747 |
0.741 |
-0.006 |
-0.8% |
0.000 |
Volume |
41,840 |
33,989 |
-7,851 |
-18.8% |
253,785 |
|
Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.042 |
102.734 |
101.469 |
|
R3 |
102.382 |
102.074 |
101.288 |
|
R2 |
101.722 |
101.722 |
101.227 |
|
R1 |
101.414 |
101.414 |
101.167 |
101.568 |
PP |
101.062 |
101.062 |
101.062 |
101.139 |
S1 |
100.754 |
100.754 |
101.046 |
100.908 |
S2 |
100.402 |
100.402 |
100.985 |
|
S3 |
99.742 |
100.094 |
100.925 |
|
S4 |
99.082 |
99.434 |
100.743 |
|
|
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 |
99.915 |
1.625 |
1.6% |
0.745 |
0.7% |
73% |
False |
False |
46,286 |
10 |
101.540 |
95.905 |
5.635 |
5.6% |
0.980 |
1.0% |
92% |
False |
False |
49,123 |
20 |
101.540 |
95.905 |
5.635 |
5.6% |
0.765 |
0.8% |
92% |
False |
False |
35,314 |
40 |
101.540 |
95.245 |
6.295 |
6.2% |
0.644 |
0.6% |
93% |
False |
False |
30,031 |
60 |
101.540 |
94.385 |
7.155 |
7.1% |
0.626 |
0.6% |
94% |
False |
False |
24,108 |
80 |
101.540 |
94.050 |
7.490 |
7.4% |
0.612 |
0.6% |
94% |
False |
False |
18,301 |
100 |
101.540 |
94.050 |
7.490 |
7.4% |
0.600 |
0.6% |
94% |
False |
False |
14,728 |
120 |
101.540 |
93.100 |
8.440 |
8.3% |
0.620 |
0.6% |
95% |
False |
False |
12,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.175 |
2.618 |
103.098 |
1.618 |
102.438 |
1.000 |
102.030 |
0.618 |
101.778 |
HIGH |
101.370 |
0.618 |
101.118 |
0.500 |
101.040 |
0.382 |
100.962 |
LOW |
100.710 |
0.618 |
100.302 |
1.000 |
100.050 |
1.618 |
99.642 |
2.618 |
98.982 |
4.250 |
97.905 |
|
|
Fisher Pivots for day following 22-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
101.084 |
101.125 |
PP |
101.062 |
101.119 |
S1 |
101.040 |
101.112 |
|