ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 06-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
101.555 |
100.180 |
-1.375 |
-1.4% |
101.430 |
High |
101.800 |
100.615 |
-1.185 |
-1.2% |
101.880 |
Low |
99.870 |
100.010 |
0.140 |
0.1% |
100.675 |
Close |
100.112 |
100.530 |
0.418 |
0.4% |
100.861 |
Range |
1.930 |
0.605 |
-1.325 |
-68.7% |
1.205 |
ATR |
0.837 |
0.821 |
-0.017 |
-2.0% |
0.000 |
Volume |
80,454 |
32,299 |
-48,155 |
-59.9% |
206,724 |
|
Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.200 |
101.970 |
100.863 |
|
R3 |
101.595 |
101.365 |
100.696 |
|
R2 |
100.990 |
100.990 |
100.641 |
|
R1 |
100.760 |
100.760 |
100.585 |
100.875 |
PP |
100.385 |
100.385 |
100.385 |
100.443 |
S1 |
100.155 |
100.155 |
100.475 |
100.270 |
S2 |
99.780 |
99.780 |
100.419 |
|
S3 |
99.175 |
99.550 |
100.364 |
|
S4 |
98.570 |
98.945 |
100.197 |
|
|
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% |
0.926 |
0.9% |
33% |
False |
False |
46,917 |
10 |
101.970 |
99.870 |
2.100 |
2.1% |
0.872 |
0.9% |
31% |
False |
False |
42,813 |
20 |
101.970 |
95.905 |
6.065 |
6.0% |
0.915 |
0.9% |
76% |
False |
False |
45,169 |
40 |
101.970 |
95.905 |
6.065 |
6.0% |
0.725 |
0.7% |
76% |
False |
False |
33,937 |
60 |
101.970 |
94.950 |
7.020 |
7.0% |
0.665 |
0.7% |
79% |
False |
False |
30,147 |
80 |
101.970 |
94.050 |
7.920 |
7.9% |
0.648 |
0.6% |
82% |
False |
False |
23,164 |
100 |
101.970 |
94.050 |
7.920 |
7.9% |
0.625 |
0.6% |
82% |
False |
False |
18,635 |
120 |
101.970 |
93.100 |
8.870 |
8.8% |
0.642 |
0.6% |
84% |
False |
False |
15,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.186 |
2.618 |
102.199 |
1.618 |
101.594 |
1.000 |
101.220 |
0.618 |
100.989 |
HIGH |
100.615 |
0.618 |
100.384 |
0.500 |
100.313 |
0.382 |
100.241 |
LOW |
100.010 |
0.618 |
99.636 |
1.000 |
99.405 |
1.618 |
99.031 |
2.618 |
98.426 |
4.250 |
97.439 |
|
|
Fisher Pivots for day following 06-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
100.458 |
100.835 |
PP |
100.385 |
100.733 |
S1 |
100.313 |
100.632 |
|