ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 01-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
100.880 |
101.490 |
0.610 |
0.6% |
101.325 |
High |
101.775 |
101.515 |
-0.260 |
-0.3% |
102.025 |
Low |
100.845 |
100.845 |
0.000 |
0.0% |
100.635 |
Close |
101.444 |
100.999 |
-0.445 |
-0.4% |
101.451 |
Range |
0.930 |
0.670 |
-0.260 |
-28.0% |
1.390 |
ATR |
0.752 |
0.746 |
-0.006 |
-0.8% |
0.000 |
Volume |
4,213 |
1,374 |
-2,839 |
-67.4% |
6,771 |
|
Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.130 |
102.734 |
101.368 |
|
R3 |
102.460 |
102.064 |
101.183 |
|
R2 |
101.790 |
101.790 |
101.122 |
|
R1 |
101.394 |
101.394 |
101.060 |
101.257 |
PP |
101.120 |
101.120 |
101.120 |
101.051 |
S1 |
100.724 |
100.724 |
100.938 |
100.587 |
S2 |
100.450 |
100.450 |
100.876 |
|
S3 |
99.780 |
100.054 |
100.815 |
|
S4 |
99.110 |
99.384 |
100.631 |
|
|
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 |
101.865 |
100.580 |
1.285 |
1.3% |
0.800 |
0.8% |
33% |
False |
False |
2,696 |
10 |
102.025 |
100.580 |
1.445 |
1.4% |
0.750 |
0.7% |
29% |
False |
False |
2,042 |
20 |
102.025 |
95.820 |
6.205 |
6.1% |
0.829 |
0.8% |
83% |
False |
False |
1,782 |
40 |
102.025 |
95.820 |
6.205 |
6.1% |
0.671 |
0.7% |
83% |
False |
False |
1,134 |
60 |
102.025 |
94.710 |
7.315 |
7.2% |
0.613 |
0.6% |
86% |
False |
False |
828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.363 |
2.618 |
103.269 |
1.618 |
102.599 |
1.000 |
102.185 |
0.618 |
101.929 |
HIGH |
101.515 |
0.618 |
101.259 |
0.500 |
101.180 |
0.382 |
101.101 |
LOW |
100.845 |
0.618 |
100.431 |
1.000 |
100.175 |
1.618 |
99.761 |
2.618 |
99.091 |
4.250 |
97.998 |
|
|
Fisher Pivots for day following 01-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
101.180 |
101.310 |
PP |
101.120 |
101.206 |
S1 |
101.059 |
101.103 |
|