ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 13-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
101.645 |
100.970 |
-0.675 |
-0.7% |
101.555 |
High |
101.820 |
101.195 |
-0.625 |
-0.6% |
101.800 |
Low |
100.860 |
100.785 |
-0.075 |
-0.1% |
99.490 |
Close |
101.049 |
101.107 |
0.058 |
0.1% |
101.620 |
Range |
0.960 |
0.410 |
-0.550 |
-57.3% |
2.310 |
ATR |
0.863 |
0.830 |
-0.032 |
-3.7% |
0.000 |
Volume |
38,198 |
36,786 |
-1,412 |
-3.7% |
245,362 |
|
Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.259 |
102.093 |
101.333 |
|
R3 |
101.849 |
101.683 |
101.220 |
|
R2 |
101.439 |
101.439 |
101.182 |
|
R1 |
101.273 |
101.273 |
101.145 |
101.356 |
PP |
101.029 |
101.029 |
101.029 |
101.071 |
S1 |
100.863 |
100.863 |
101.069 |
100.946 |
S2 |
100.619 |
100.619 |
101.032 |
|
S3 |
100.209 |
100.453 |
100.994 |
|
S4 |
99.799 |
100.043 |
100.882 |
|
|
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% |
0.867 |
0.9% |
69% |
False |
False |
41,518 |
10 |
101.880 |
99.490 |
2.390 |
2.4% |
0.896 |
0.9% |
68% |
False |
False |
44,218 |
20 |
101.970 |
99.475 |
2.495 |
2.5% |
0.846 |
0.8% |
65% |
False |
False |
43,855 |
40 |
101.970 |
95.905 |
6.065 |
6.0% |
0.760 |
0.8% |
86% |
False |
False |
35,849 |
60 |
101.970 |
94.950 |
7.020 |
6.9% |
0.689 |
0.7% |
88% |
False |
False |
31,892 |
80 |
101.970 |
94.155 |
7.815 |
7.7% |
0.664 |
0.7% |
89% |
False |
False |
25,675 |
100 |
101.970 |
94.050 |
7.920 |
7.8% |
0.646 |
0.6% |
89% |
False |
False |
20,691 |
120 |
101.970 |
94.050 |
7.920 |
7.8% |
0.635 |
0.6% |
89% |
False |
False |
17,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.938 |
2.618 |
102.268 |
1.618 |
101.858 |
1.000 |
101.605 |
0.618 |
101.448 |
HIGH |
101.195 |
0.618 |
101.038 |
0.500 |
100.990 |
0.382 |
100.942 |
LOW |
100.785 |
0.618 |
100.532 |
1.000 |
100.375 |
1.618 |
100.122 |
2.618 |
99.712 |
4.250 |
99.043 |
|
|
Fisher Pivots for day following 13-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
101.068 |
101.303 |
PP |
101.029 |
101.237 |
S1 |
100.990 |
101.172 |
|