ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 30-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
101.270 |
100.980 |
-0.290 |
-0.3% |
101.400 |
High |
101.690 |
101.880 |
0.190 |
0.2% |
101.970 |
Low |
100.940 |
100.920 |
-0.020 |
0.0% |
100.710 |
Close |
100.949 |
101.539 |
0.590 |
0.6% |
101.546 |
Range |
0.750 |
0.960 |
0.210 |
28.0% |
1.260 |
ATR |
0.770 |
0.783 |
0.014 |
1.8% |
0.000 |
Volume |
38,830 |
45,366 |
6,536 |
16.8% |
150,493 |
|
Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.326 |
103.893 |
102.067 |
|
R3 |
103.366 |
102.933 |
101.803 |
|
R2 |
102.406 |
102.406 |
101.715 |
|
R1 |
101.973 |
101.973 |
101.627 |
102.190 |
PP |
101.446 |
101.446 |
101.446 |
101.555 |
S1 |
101.013 |
101.013 |
101.451 |
101.230 |
S2 |
100.486 |
100.486 |
101.363 |
|
S3 |
99.526 |
100.053 |
101.275 |
|
S4 |
98.566 |
99.093 |
101.011 |
|
|
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% |
0.878 |
0.9% |
67% |
False |
False |
40,984 |
10 |
101.970 |
99.915 |
2.055 |
2.0% |
0.812 |
0.8% |
79% |
False |
False |
43,635 |
20 |
101.970 |
95.905 |
6.065 |
6.0% |
0.837 |
0.8% |
93% |
False |
False |
40,237 |
40 |
101.970 |
95.905 |
6.065 |
6.0% |
0.692 |
0.7% |
93% |
False |
False |
32,101 |
60 |
101.970 |
94.385 |
7.585 |
7.5% |
0.642 |
0.6% |
94% |
False |
False |
27,350 |
80 |
101.970 |
94.050 |
7.920 |
7.8% |
0.630 |
0.6% |
95% |
False |
False |
20,826 |
100 |
101.970 |
94.050 |
7.920 |
7.8% |
0.612 |
0.6% |
95% |
False |
False |
16,757 |
120 |
101.970 |
93.100 |
8.870 |
8.7% |
0.638 |
0.6% |
95% |
False |
False |
14,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.960 |
2.618 |
104.393 |
1.618 |
103.433 |
1.000 |
102.840 |
0.618 |
102.473 |
HIGH |
101.880 |
0.618 |
101.513 |
0.500 |
101.400 |
0.382 |
101.287 |
LOW |
100.920 |
0.618 |
100.327 |
1.000 |
99.960 |
1.618 |
99.367 |
2.618 |
98.407 |
4.250 |
96.840 |
|
|
Fisher Pivots for day following 30-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
101.493 |
101.452 |
PP |
101.446 |
101.365 |
S1 |
101.400 |
101.278 |
|