ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 25-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
101.105 |
101.840 |
0.735 |
0.7% |
101.400 |
High |
101.960 |
101.970 |
0.010 |
0.0% |
101.970 |
Low |
100.960 |
101.245 |
0.285 |
0.3% |
100.710 |
Close |
101.759 |
101.546 |
-0.213 |
-0.2% |
101.546 |
Range |
1.000 |
0.725 |
-0.275 |
-27.5% |
1.260 |
ATR |
0.760 |
0.757 |
-0.002 |
-0.3% |
0.000 |
Volume |
43,009 |
31,655 |
-11,354 |
-26.4% |
150,493 |
|
Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.762 |
103.379 |
101.945 |
|
R3 |
103.037 |
102.654 |
101.745 |
|
R2 |
102.312 |
102.312 |
101.679 |
|
R1 |
101.929 |
101.929 |
101.612 |
101.758 |
PP |
101.587 |
101.587 |
101.587 |
101.502 |
S1 |
101.204 |
101.204 |
101.480 |
101.033 |
S2 |
100.862 |
100.862 |
101.413 |
|
S3 |
100.137 |
100.479 |
101.347 |
|
S4 |
99.412 |
99.754 |
101.147 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.189 |
104.627 |
102.239 |
|
R3 |
103.929 |
103.367 |
101.893 |
|
R2 |
102.669 |
102.669 |
101.777 |
|
R1 |
102.107 |
102.107 |
101.662 |
102.388 |
PP |
101.409 |
101.409 |
101.409 |
101.549 |
S1 |
100.847 |
100.847 |
101.431 |
101.128 |
S2 |
100.149 |
100.149 |
101.315 |
|
S3 |
98.889 |
99.587 |
101.200 |
|
S4 |
97.629 |
98.327 |
100.853 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.970 |
100.710 |
1.260 |
1.2% |
0.747 |
0.7% |
66% |
True |
False |
41,557 |
10 |
101.970 |
98.545 |
3.425 |
3.4% |
0.798 |
0.8% |
88% |
True |
False |
43,762 |
20 |
101.970 |
95.905 |
6.065 |
6.0% |
0.800 |
0.8% |
93% |
True |
False |
36,871 |
40 |
101.970 |
95.250 |
6.720 |
6.6% |
0.668 |
0.7% |
94% |
True |
False |
31,108 |
60 |
101.970 |
94.385 |
7.585 |
7.5% |
0.639 |
0.6% |
94% |
True |
False |
25,306 |
80 |
101.970 |
94.050 |
7.920 |
7.8% |
0.618 |
0.6% |
95% |
True |
False |
19,219 |
100 |
101.970 |
94.050 |
7.920 |
7.8% |
0.603 |
0.6% |
95% |
True |
False |
15,463 |
120 |
101.970 |
93.100 |
8.870 |
8.7% |
0.630 |
0.6% |
95% |
True |
False |
12,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.051 |
2.618 |
103.868 |
1.618 |
103.143 |
1.000 |
102.695 |
0.618 |
102.418 |
HIGH |
101.970 |
0.618 |
101.693 |
0.500 |
101.608 |
0.382 |
101.522 |
LOW |
101.245 |
0.618 |
100.797 |
1.000 |
100.520 |
1.618 |
100.072 |
2.618 |
99.347 |
4.250 |
98.164 |
|
|
Fisher Pivots for day following 25-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
101.608 |
101.477 |
PP |
101.587 |
101.409 |
S1 |
101.567 |
101.340 |
|