ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 23-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
100.740 |
101.015 |
0.275 |
0.3% |
99.040 |
High |
101.275 |
101.860 |
0.585 |
0.6% |
101.460 |
Low |
100.635 |
100.880 |
0.245 |
0.2% |
99.040 |
Close |
101.016 |
101.659 |
0.643 |
0.6% |
101.198 |
Range |
0.640 |
0.980 |
0.340 |
53.1% |
2.420 |
ATR |
0.717 |
0.736 |
0.019 |
2.6% |
0.000 |
Volume |
1,256 |
1,519 |
263 |
20.9% |
9,649 |
|
Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.406 |
104.013 |
102.198 |
|
R3 |
103.426 |
103.033 |
101.929 |
|
R2 |
102.446 |
102.446 |
101.839 |
|
R1 |
102.053 |
102.053 |
101.749 |
102.250 |
PP |
101.466 |
101.466 |
101.466 |
101.565 |
S1 |
101.073 |
101.073 |
101.569 |
101.270 |
S2 |
100.486 |
100.486 |
101.479 |
|
S3 |
99.506 |
100.093 |
101.390 |
|
S4 |
98.526 |
99.113 |
101.120 |
|
|
Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.826 |
106.932 |
102.529 |
|
R3 |
105.406 |
104.512 |
101.864 |
|
R2 |
102.986 |
102.986 |
101.642 |
|
R1 |
102.092 |
102.092 |
101.420 |
102.539 |
PP |
100.566 |
100.566 |
100.566 |
100.790 |
S1 |
99.672 |
99.672 |
100.976 |
100.119 |
S2 |
98.146 |
98.146 |
100.754 |
|
S3 |
95.726 |
97.252 |
100.533 |
|
S4 |
93.306 |
94.832 |
99.867 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.860 |
99.925 |
1.935 |
1.9% |
0.791 |
0.8% |
90% |
True |
False |
1,734 |
10 |
101.860 |
98.240 |
3.620 |
3.6% |
0.781 |
0.8% |
94% |
True |
False |
1,630 |
20 |
101.860 |
95.820 |
6.040 |
5.9% |
0.769 |
0.8% |
97% |
True |
False |
1,250 |
40 |
101.860 |
95.210 |
6.650 |
6.5% |
0.631 |
0.6% |
97% |
True |
False |
805 |
60 |
101.860 |
94.365 |
7.495 |
7.4% |
0.592 |
0.6% |
97% |
True |
False |
592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.025 |
2.618 |
104.426 |
1.618 |
103.446 |
1.000 |
102.840 |
0.618 |
102.466 |
HIGH |
101.860 |
0.618 |
101.486 |
0.500 |
101.370 |
0.382 |
101.254 |
LOW |
100.880 |
0.618 |
100.274 |
1.000 |
99.900 |
1.618 |
99.294 |
2.618 |
98.314 |
4.250 |
96.715 |
|
|
Fisher Pivots for day following 23-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
101.563 |
101.522 |
PP |
101.466 |
101.385 |
S1 |
101.370 |
101.248 |
|