ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 30-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
101.200 |
100.880 |
-0.320 |
-0.3% |
101.325 |
High |
101.590 |
101.775 |
0.185 |
0.2% |
102.025 |
Low |
100.850 |
100.845 |
-0.005 |
0.0% |
100.635 |
Close |
100.854 |
101.444 |
0.590 |
0.6% |
101.451 |
Range |
0.740 |
0.930 |
0.190 |
25.7% |
1.390 |
ATR |
0.738 |
0.752 |
0.014 |
1.9% |
0.000 |
Volume |
2,274 |
4,213 |
1,939 |
85.3% |
6,771 |
|
Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.145 |
103.724 |
101.956 |
|
R3 |
103.215 |
102.794 |
101.700 |
|
R2 |
102.285 |
102.285 |
101.615 |
|
R1 |
101.864 |
101.864 |
101.529 |
102.075 |
PP |
101.355 |
101.355 |
101.355 |
101.460 |
S1 |
100.934 |
100.934 |
101.359 |
101.145 |
S2 |
100.425 |
100.425 |
101.274 |
|
S3 |
99.495 |
100.004 |
101.188 |
|
S4 |
98.565 |
99.074 |
100.933 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.540 |
104.886 |
102.216 |
|
R3 |
104.150 |
103.496 |
101.833 |
|
R2 |
102.760 |
102.760 |
101.706 |
|
R1 |
102.106 |
102.106 |
101.578 |
102.433 |
PP |
101.370 |
101.370 |
101.370 |
101.534 |
S1 |
100.716 |
100.716 |
101.324 |
101.043 |
S2 |
99.980 |
99.980 |
101.196 |
|
S3 |
98.590 |
99.326 |
101.069 |
|
S4 |
97.200 |
97.936 |
100.687 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.025 |
100.580 |
1.445 |
1.4% |
0.775 |
0.8% |
60% |
False |
False |
2,633 |
10 |
102.025 |
99.925 |
2.100 |
2.1% |
0.783 |
0.8% |
72% |
False |
False |
2,184 |
20 |
102.025 |
95.820 |
6.205 |
6.1% |
0.816 |
0.8% |
91% |
False |
False |
1,739 |
40 |
102.025 |
95.820 |
6.205 |
6.1% |
0.670 |
0.7% |
91% |
False |
False |
1,108 |
60 |
102.025 |
94.365 |
7.660 |
7.6% |
0.612 |
0.6% |
92% |
False |
False |
806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.728 |
2.618 |
104.210 |
1.618 |
103.280 |
1.000 |
102.705 |
0.618 |
102.350 |
HIGH |
101.775 |
0.618 |
101.420 |
0.500 |
101.310 |
0.382 |
101.200 |
LOW |
100.845 |
0.618 |
100.270 |
1.000 |
99.915 |
1.618 |
99.340 |
2.618 |
98.410 |
4.250 |
96.893 |
|
|
Fisher Pivots for day following 30-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
101.399 |
101.355 |
PP |
101.355 |
101.266 |
S1 |
101.310 |
101.178 |
|