ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 15-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
101.050 |
102.480 |
1.430 |
1.4% |
101.555 |
High |
102.345 |
103.565 |
1.220 |
1.2% |
101.800 |
Low |
100.750 |
102.160 |
1.410 |
1.4% |
99.490 |
Close |
101.770 |
103.053 |
1.283 |
1.3% |
101.620 |
Range |
1.595 |
1.405 |
-0.190 |
-11.9% |
2.310 |
ATR |
0.885 |
0.950 |
0.065 |
7.3% |
0.000 |
Volume |
66,530 |
57,742 |
-8,788 |
-13.2% |
245,362 |
|
Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.141 |
106.502 |
103.826 |
|
R3 |
105.736 |
105.097 |
103.439 |
|
R2 |
104.331 |
104.331 |
103.311 |
|
R1 |
103.692 |
103.692 |
103.182 |
104.012 |
PP |
102.926 |
102.926 |
102.926 |
103.086 |
S1 |
102.287 |
102.287 |
102.924 |
102.607 |
S2 |
101.521 |
101.521 |
102.795 |
|
S3 |
100.116 |
100.882 |
102.667 |
|
S4 |
98.711 |
99.477 |
102.280 |
|
|
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 |
103.565 |
100.750 |
2.815 |
2.7% |
1.020 |
1.0% |
82% |
True |
False |
45,875 |
10 |
103.565 |
99.490 |
4.075 |
4.0% |
1.034 |
1.0% |
87% |
True |
False |
48,580 |
20 |
103.565 |
99.490 |
4.075 |
4.0% |
0.922 |
0.9% |
87% |
True |
False |
45,720 |
40 |
103.565 |
95.905 |
7.660 |
7.4% |
0.818 |
0.8% |
93% |
True |
False |
38,087 |
60 |
103.565 |
94.950 |
8.615 |
8.4% |
0.715 |
0.7% |
94% |
True |
False |
33,207 |
80 |
103.565 |
94.155 |
9.410 |
9.1% |
0.691 |
0.7% |
95% |
True |
False |
27,207 |
100 |
103.565 |
94.050 |
9.515 |
9.2% |
0.669 |
0.6% |
95% |
True |
False |
21,928 |
120 |
103.565 |
94.050 |
9.515 |
9.2% |
0.648 |
0.6% |
95% |
True |
False |
18,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.536 |
2.618 |
107.243 |
1.618 |
105.838 |
1.000 |
104.970 |
0.618 |
104.433 |
HIGH |
103.565 |
0.618 |
103.028 |
0.500 |
102.863 |
0.382 |
102.697 |
LOW |
102.160 |
0.618 |
101.292 |
1.000 |
100.755 |
1.618 |
99.887 |
2.618 |
98.482 |
4.250 |
96.189 |
|
|
Fisher Pivots for day following 15-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
102.990 |
102.755 |
PP |
102.926 |
102.456 |
S1 |
102.863 |
102.158 |
|