ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 01-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
100.980 |
101.560 |
0.580 |
0.6% |
101.400 |
High |
101.880 |
101.615 |
-0.265 |
-0.3% |
101.970 |
Low |
100.920 |
100.950 |
0.030 |
0.0% |
100.710 |
Close |
101.539 |
101.099 |
-0.440 |
-0.4% |
101.546 |
Range |
0.960 |
0.665 |
-0.295 |
-30.7% |
1.260 |
ATR |
0.783 |
0.775 |
-0.008 |
-1.1% |
0.000 |
Volume |
45,366 |
35,284 |
-10,082 |
-22.2% |
150,493 |
|
Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.216 |
102.823 |
101.465 |
|
R3 |
102.551 |
102.158 |
101.282 |
|
R2 |
101.886 |
101.886 |
101.221 |
|
R1 |
101.493 |
101.493 |
101.160 |
101.357 |
PP |
101.221 |
101.221 |
101.221 |
101.154 |
S1 |
100.828 |
100.828 |
101.038 |
100.692 |
S2 |
100.556 |
100.556 |
100.977 |
|
S3 |
99.891 |
100.163 |
100.916 |
|
S4 |
99.226 |
99.498 |
100.733 |
|
|
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% |
0.811 |
0.8% |
33% |
False |
False |
39,439 |
10 |
101.970 |
99.980 |
1.990 |
2.0% |
0.810 |
0.8% |
56% |
False |
False |
42,861 |
20 |
101.970 |
95.905 |
6.065 |
6.0% |
0.839 |
0.8% |
86% |
False |
False |
40,611 |
40 |
101.970 |
95.905 |
6.065 |
6.0% |
0.699 |
0.7% |
86% |
False |
False |
32,389 |
60 |
101.970 |
94.385 |
7.585 |
7.5% |
0.647 |
0.6% |
89% |
False |
False |
27,904 |
80 |
101.970 |
94.050 |
7.920 |
7.8% |
0.633 |
0.6% |
89% |
False |
False |
21,261 |
100 |
101.970 |
94.050 |
7.920 |
7.8% |
0.614 |
0.6% |
89% |
False |
False |
17,107 |
120 |
101.970 |
93.100 |
8.870 |
8.8% |
0.637 |
0.6% |
90% |
False |
False |
14,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.441 |
2.618 |
103.356 |
1.618 |
102.691 |
1.000 |
102.280 |
0.618 |
102.026 |
HIGH |
101.615 |
0.618 |
101.361 |
0.500 |
101.283 |
0.382 |
101.204 |
LOW |
100.950 |
0.618 |
100.539 |
1.000 |
100.285 |
1.618 |
99.874 |
2.618 |
99.209 |
4.250 |
98.124 |
|
|
Fisher Pivots for day following 01-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
101.283 |
101.400 |
PP |
101.221 |
101.300 |
S1 |
101.160 |
101.199 |
|