ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 05-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
100.950 |
101.555 |
0.605 |
0.6% |
101.430 |
High |
101.175 |
101.800 |
0.625 |
0.6% |
101.880 |
Low |
100.705 |
99.870 |
-0.835 |
-0.8% |
100.675 |
Close |
100.861 |
100.112 |
-0.749 |
-0.7% |
100.861 |
Range |
0.470 |
1.930 |
1.460 |
310.6% |
1.205 |
ATR |
0.753 |
0.837 |
0.084 |
11.2% |
0.000 |
Volume |
41,184 |
80,454 |
39,270 |
95.4% |
206,724 |
|
Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.384 |
105.178 |
101.174 |
|
R3 |
104.454 |
103.248 |
100.643 |
|
R2 |
102.524 |
102.524 |
100.466 |
|
R1 |
101.318 |
101.318 |
100.289 |
100.956 |
PP |
100.594 |
100.594 |
100.594 |
100.413 |
S1 |
99.388 |
99.388 |
99.935 |
99.026 |
S2 |
98.664 |
98.664 |
99.758 |
|
S3 |
96.734 |
97.458 |
99.581 |
|
S4 |
94.804 |
95.528 |
99.051 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.754 |
104.012 |
101.524 |
|
R3 |
103.549 |
102.807 |
101.192 |
|
R2 |
102.344 |
102.344 |
101.082 |
|
R1 |
101.602 |
101.602 |
100.971 |
101.371 |
PP |
101.139 |
101.139 |
101.139 |
101.023 |
S1 |
100.397 |
100.397 |
100.751 |
100.166 |
S2 |
99.934 |
99.934 |
100.640 |
|
S3 |
98.729 |
99.192 |
100.530 |
|
S4 |
97.524 |
97.987 |
100.198 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.880 |
99.870 |
2.010 |
2.0% |
0.955 |
1.0% |
12% |
False |
True |
48,223 |
10 |
101.970 |
99.870 |
2.100 |
2.1% |
0.882 |
0.9% |
12% |
False |
True |
43,767 |
20 |
101.970 |
95.905 |
6.065 |
6.1% |
0.917 |
0.9% |
69% |
False |
False |
44,538 |
40 |
101.970 |
95.905 |
6.065 |
6.1% |
0.722 |
0.7% |
69% |
False |
False |
33,538 |
60 |
101.970 |
94.860 |
7.110 |
7.1% |
0.664 |
0.7% |
74% |
False |
False |
29,782 |
80 |
101.970 |
94.050 |
7.920 |
7.9% |
0.650 |
0.6% |
77% |
False |
False |
22,768 |
100 |
101.970 |
94.050 |
7.920 |
7.9% |
0.627 |
0.6% |
77% |
False |
False |
18,317 |
120 |
101.970 |
93.100 |
8.870 |
8.9% |
0.641 |
0.6% |
79% |
False |
False |
15,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.003 |
2.618 |
106.853 |
1.618 |
104.923 |
1.000 |
103.730 |
0.618 |
102.993 |
HIGH |
101.800 |
0.618 |
101.063 |
0.500 |
100.835 |
0.382 |
100.607 |
LOW |
99.870 |
0.618 |
98.677 |
1.000 |
97.940 |
1.618 |
96.747 |
2.618 |
94.817 |
4.250 |
91.668 |
|
|
Fisher Pivots for day following 05-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
100.835 |
100.835 |
PP |
100.594 |
100.594 |
S1 |
100.353 |
100.353 |
|