ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 29-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2016 |
29-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
101.430 |
101.270 |
-0.160 |
-0.2% |
101.400 |
High |
101.630 |
101.690 |
0.060 |
0.1% |
101.970 |
Low |
100.675 |
100.940 |
0.265 |
0.3% |
100.710 |
Close |
101.368 |
100.949 |
-0.419 |
-0.4% |
101.546 |
Range |
0.955 |
0.750 |
-0.205 |
-21.5% |
1.260 |
ATR |
0.771 |
0.770 |
-0.002 |
-0.2% |
0.000 |
Volume |
46,060 |
38,830 |
-7,230 |
-15.7% |
150,493 |
|
Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.443 |
102.946 |
101.362 |
|
R3 |
102.693 |
102.196 |
101.155 |
|
R2 |
101.943 |
101.943 |
101.087 |
|
R1 |
101.446 |
101.446 |
101.018 |
101.320 |
PP |
101.193 |
101.193 |
101.193 |
101.130 |
S1 |
100.696 |
100.696 |
100.880 |
100.570 |
S2 |
100.443 |
100.443 |
100.812 |
|
S3 |
99.693 |
99.946 |
100.743 |
|
S4 |
98.943 |
99.196 |
100.537 |
|
|
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% |
0.818 |
0.8% |
21% |
False |
False |
38,708 |
10 |
101.970 |
99.475 |
2.495 |
2.5% |
0.796 |
0.8% |
59% |
False |
False |
43,492 |
20 |
101.970 |
95.905 |
6.065 |
6.0% |
0.831 |
0.8% |
83% |
False |
False |
39,241 |
40 |
101.970 |
95.660 |
6.310 |
6.3% |
0.686 |
0.7% |
84% |
False |
False |
32,022 |
60 |
101.970 |
94.385 |
7.585 |
7.5% |
0.644 |
0.6% |
87% |
False |
False |
26,654 |
80 |
101.970 |
94.050 |
7.920 |
7.8% |
0.622 |
0.6% |
87% |
False |
False |
20,262 |
100 |
101.970 |
94.050 |
7.920 |
7.8% |
0.607 |
0.6% |
87% |
False |
False |
16,305 |
120 |
101.970 |
93.100 |
8.870 |
8.8% |
0.634 |
0.6% |
88% |
False |
False |
13,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.878 |
2.618 |
103.654 |
1.618 |
102.904 |
1.000 |
102.440 |
0.618 |
102.154 |
HIGH |
101.690 |
0.618 |
101.404 |
0.500 |
101.315 |
0.382 |
101.227 |
LOW |
100.940 |
0.618 |
100.477 |
1.000 |
100.190 |
1.618 |
99.727 |
2.618 |
98.977 |
4.250 |
97.753 |
|
|
Fisher Pivots for day following 29-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
101.315 |
101.323 |
PP |
101.193 |
101.198 |
S1 |
101.071 |
101.074 |
|