ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 09-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
100.240 |
101.150 |
0.910 |
0.9% |
101.555 |
High |
101.275 |
101.770 |
0.495 |
0.5% |
101.800 |
Low |
99.490 |
101.040 |
1.550 |
1.6% |
99.490 |
Close |
101.125 |
101.620 |
0.495 |
0.5% |
101.620 |
Range |
1.785 |
0.730 |
-1.055 |
-59.1% |
2.310 |
ATR |
0.865 |
0.855 |
-0.010 |
-1.1% |
0.000 |
Volume |
75,792 |
30,121 |
-45,671 |
-60.3% |
245,362 |
|
Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.667 |
103.373 |
102.022 |
|
R3 |
102.937 |
102.643 |
101.821 |
|
R2 |
102.207 |
102.207 |
101.754 |
|
R1 |
101.913 |
101.913 |
101.687 |
102.060 |
PP |
101.477 |
101.477 |
101.477 |
101.550 |
S1 |
101.183 |
101.183 |
101.553 |
101.330 |
S2 |
100.747 |
100.747 |
101.486 |
|
S3 |
100.017 |
100.453 |
101.419 |
|
S4 |
99.287 |
99.723 |
101.219 |
|
|
Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.900 |
107.070 |
102.890 |
|
R3 |
105.590 |
104.760 |
102.255 |
|
R2 |
103.280 |
103.280 |
102.043 |
|
R1 |
102.450 |
102.450 |
101.832 |
102.865 |
PP |
100.970 |
100.970 |
100.970 |
101.178 |
S1 |
100.140 |
100.140 |
101.408 |
100.555 |
S2 |
98.660 |
98.660 |
101.197 |
|
S3 |
96.350 |
97.830 |
100.985 |
|
S4 |
94.040 |
95.520 |
100.350 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.800 |
99.490 |
2.310 |
2.3% |
1.100 |
1.1% |
92% |
False |
False |
49,072 |
10 |
101.880 |
99.490 |
2.390 |
2.4% |
0.930 |
0.9% |
89% |
False |
False |
45,208 |
20 |
101.970 |
98.545 |
3.425 |
3.4% |
0.864 |
0.9% |
90% |
False |
False |
44,485 |
40 |
101.970 |
95.905 |
6.065 |
6.0% |
0.749 |
0.7% |
94% |
False |
False |
35,014 |
60 |
101.970 |
94.950 |
7.020 |
6.9% |
0.689 |
0.7% |
95% |
False |
False |
31,521 |
80 |
101.970 |
94.050 |
7.920 |
7.8% |
0.659 |
0.6% |
96% |
False |
False |
24,777 |
100 |
101.970 |
94.050 |
7.920 |
7.8% |
0.644 |
0.6% |
96% |
False |
False |
19,949 |
120 |
101.970 |
93.100 |
8.870 |
8.7% |
0.652 |
0.6% |
96% |
False |
False |
16,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.873 |
2.618 |
103.681 |
1.618 |
102.951 |
1.000 |
102.500 |
0.618 |
102.221 |
HIGH |
101.770 |
0.618 |
101.491 |
0.500 |
101.405 |
0.382 |
101.319 |
LOW |
101.040 |
0.618 |
100.589 |
1.000 |
100.310 |
1.618 |
99.859 |
2.618 |
99.129 |
4.250 |
97.938 |
|
|
Fisher Pivots for day following 09-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
101.548 |
101.290 |
PP |
101.477 |
100.960 |
S1 |
101.405 |
100.630 |
|