ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 07-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
100.180 |
100.570 |
0.390 |
0.4% |
101.430 |
High |
100.615 |
100.630 |
0.015 |
0.0% |
101.880 |
Low |
100.010 |
100.180 |
0.170 |
0.2% |
100.675 |
Close |
100.530 |
100.268 |
-0.262 |
-0.3% |
100.861 |
Range |
0.605 |
0.450 |
-0.155 |
-25.6% |
1.205 |
ATR |
0.821 |
0.794 |
-0.026 |
-3.2% |
0.000 |
Volume |
32,299 |
26,696 |
-5,603 |
-17.3% |
206,724 |
|
Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.709 |
101.439 |
100.516 |
|
R3 |
101.259 |
100.989 |
100.392 |
|
R2 |
100.809 |
100.809 |
100.351 |
|
R1 |
100.539 |
100.539 |
100.309 |
100.449 |
PP |
100.359 |
100.359 |
100.359 |
100.315 |
S1 |
100.089 |
100.089 |
100.227 |
99.999 |
S2 |
99.909 |
99.909 |
100.186 |
|
S3 |
99.459 |
99.639 |
100.144 |
|
S4 |
99.009 |
99.189 |
100.021 |
|
|
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 |
101.800 |
99.870 |
1.930 |
1.9% |
0.824 |
0.8% |
21% |
False |
False |
43,183 |
10 |
101.970 |
99.870 |
2.100 |
2.1% |
0.851 |
0.8% |
19% |
False |
False |
42,083 |
20 |
101.970 |
95.905 |
6.065 |
6.0% |
0.916 |
0.9% |
72% |
False |
False |
45,603 |
40 |
101.970 |
95.905 |
6.065 |
6.0% |
0.716 |
0.7% |
72% |
False |
False |
33,863 |
60 |
101.970 |
94.950 |
7.020 |
7.0% |
0.663 |
0.7% |
76% |
False |
False |
30,445 |
80 |
101.970 |
94.050 |
7.920 |
7.9% |
0.649 |
0.6% |
79% |
False |
False |
23,491 |
100 |
101.970 |
94.050 |
7.920 |
7.9% |
0.628 |
0.6% |
79% |
False |
False |
18,900 |
120 |
101.970 |
93.100 |
8.870 |
8.8% |
0.642 |
0.6% |
81% |
False |
False |
15,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.543 |
2.618 |
101.808 |
1.618 |
101.358 |
1.000 |
101.080 |
0.618 |
100.908 |
HIGH |
100.630 |
0.618 |
100.458 |
0.500 |
100.405 |
0.382 |
100.352 |
LOW |
100.180 |
0.618 |
99.902 |
1.000 |
99.730 |
1.618 |
99.452 |
2.618 |
99.002 |
4.250 |
98.268 |
|
|
Fisher Pivots for day following 07-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
100.405 |
100.835 |
PP |
100.359 |
100.646 |
S1 |
100.314 |
100.457 |
|