ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 12-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
101.150 |
101.645 |
0.495 |
0.5% |
101.555 |
High |
101.770 |
101.820 |
0.050 |
0.0% |
101.800 |
Low |
101.040 |
100.860 |
-0.180 |
-0.2% |
99.490 |
Close |
101.620 |
101.049 |
-0.571 |
-0.6% |
101.620 |
Range |
0.730 |
0.960 |
0.230 |
31.5% |
2.310 |
ATR |
0.855 |
0.863 |
0.007 |
0.9% |
0.000 |
Volume |
30,121 |
38,198 |
8,077 |
26.8% |
245,362 |
|
Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.123 |
103.546 |
101.577 |
|
R3 |
103.163 |
102.586 |
101.313 |
|
R2 |
102.203 |
102.203 |
101.225 |
|
R1 |
101.626 |
101.626 |
101.137 |
101.435 |
PP |
101.243 |
101.243 |
101.243 |
101.147 |
S1 |
100.666 |
100.666 |
100.961 |
100.475 |
S2 |
100.283 |
100.283 |
100.873 |
|
S3 |
99.323 |
99.706 |
100.785 |
|
S4 |
98.363 |
98.746 |
100.521 |
|
|
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 |
101.820 |
99.490 |
2.330 |
2.3% |
0.906 |
0.9% |
67% |
True |
False |
40,621 |
10 |
101.880 |
99.490 |
2.390 |
2.4% |
0.930 |
0.9% |
65% |
False |
False |
44,422 |
20 |
101.970 |
99.100 |
2.870 |
2.8% |
0.883 |
0.9% |
68% |
False |
False |
44,728 |
40 |
101.970 |
95.905 |
6.065 |
6.0% |
0.759 |
0.8% |
85% |
False |
False |
35,313 |
60 |
101.970 |
94.950 |
7.020 |
6.9% |
0.689 |
0.7% |
87% |
False |
False |
31,500 |
80 |
101.970 |
94.155 |
7.815 |
7.7% |
0.664 |
0.7% |
88% |
False |
False |
25,230 |
100 |
101.970 |
94.050 |
7.920 |
7.8% |
0.649 |
0.6% |
88% |
False |
False |
20,326 |
120 |
101.970 |
93.820 |
8.150 |
8.1% |
0.656 |
0.6% |
89% |
False |
False |
17,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.900 |
2.618 |
104.333 |
1.618 |
103.373 |
1.000 |
102.780 |
0.618 |
102.413 |
HIGH |
101.820 |
0.618 |
101.453 |
0.500 |
101.340 |
0.382 |
101.227 |
LOW |
100.860 |
0.618 |
100.267 |
1.000 |
99.900 |
1.618 |
99.307 |
2.618 |
98.347 |
4.250 |
96.780 |
|
|
Fisher Pivots for day following 12-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
101.340 |
100.918 |
PP |
101.243 |
100.786 |
S1 |
101.146 |
100.655 |
|