ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 28-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
101.840 |
101.430 |
-0.410 |
-0.4% |
101.400 |
High |
101.970 |
101.630 |
-0.340 |
-0.3% |
101.970 |
Low |
101.245 |
100.675 |
-0.570 |
-0.6% |
100.710 |
Close |
101.546 |
101.368 |
-0.178 |
-0.2% |
101.546 |
Range |
0.725 |
0.955 |
0.230 |
31.7% |
1.260 |
ATR |
0.757 |
0.771 |
0.014 |
1.9% |
0.000 |
Volume |
31,655 |
46,060 |
14,405 |
45.5% |
150,493 |
|
Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.089 |
103.684 |
101.893 |
|
R3 |
103.134 |
102.729 |
101.631 |
|
R2 |
102.179 |
102.179 |
101.543 |
|
R1 |
101.774 |
101.774 |
101.456 |
101.499 |
PP |
101.224 |
101.224 |
101.224 |
101.087 |
S1 |
100.819 |
100.819 |
101.280 |
100.544 |
S2 |
100.269 |
100.269 |
101.193 |
|
S3 |
99.314 |
99.864 |
101.105 |
|
S4 |
98.359 |
98.909 |
100.843 |
|
|
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 |
100.675 |
1.295 |
1.3% |
0.808 |
0.8% |
54% |
False |
True |
39,310 |
10 |
101.970 |
99.100 |
2.870 |
2.8% |
0.835 |
0.8% |
79% |
False |
False |
45,033 |
20 |
101.970 |
95.905 |
6.065 |
6.0% |
0.813 |
0.8% |
90% |
False |
False |
37,975 |
40 |
101.970 |
95.390 |
6.580 |
6.5% |
0.676 |
0.7% |
91% |
False |
False |
31,441 |
60 |
101.970 |
94.385 |
7.585 |
7.5% |
0.644 |
0.6% |
92% |
False |
False |
26,057 |
80 |
101.970 |
94.050 |
7.920 |
7.8% |
0.624 |
0.6% |
92% |
False |
False |
19,789 |
100 |
101.970 |
94.050 |
7.920 |
7.8% |
0.609 |
0.6% |
92% |
False |
False |
15,921 |
120 |
101.970 |
93.100 |
8.870 |
8.8% |
0.632 |
0.6% |
93% |
False |
False |
13,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.689 |
2.618 |
104.130 |
1.618 |
103.175 |
1.000 |
102.585 |
0.618 |
102.220 |
HIGH |
101.630 |
0.618 |
101.265 |
0.500 |
101.153 |
0.382 |
101.040 |
LOW |
100.675 |
0.618 |
100.085 |
1.000 |
99.720 |
1.618 |
99.130 |
2.618 |
98.175 |
4.250 |
96.616 |
|
|
Fisher Pivots for day following 28-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
101.296 |
101.353 |
PP |
101.224 |
101.338 |
S1 |
101.153 |
101.323 |
|