ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 07-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
100.080 |
100.440 |
0.360 |
0.4% |
101.385 |
High |
100.485 |
100.495 |
0.010 |
0.0% |
101.775 |
Low |
99.880 |
100.060 |
0.180 |
0.2% |
100.580 |
Close |
100.395 |
100.141 |
-0.254 |
-0.3% |
100.756 |
Range |
0.605 |
0.435 |
-0.170 |
-28.1% |
1.195 |
ATR |
0.799 |
0.773 |
-0.026 |
-3.3% |
0.000 |
Volume |
3,614 |
5,802 |
2,188 |
60.5% |
15,249 |
|
Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.537 |
101.274 |
100.380 |
|
R3 |
101.102 |
100.839 |
100.261 |
|
R2 |
100.667 |
100.667 |
100.221 |
|
R1 |
100.404 |
100.404 |
100.181 |
100.318 |
PP |
100.232 |
100.232 |
100.232 |
100.189 |
S1 |
99.969 |
99.969 |
100.101 |
99.883 |
S2 |
99.797 |
99.797 |
100.061 |
|
S3 |
99.362 |
99.534 |
100.021 |
|
S4 |
98.927 |
99.099 |
99.902 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.622 |
103.884 |
101.413 |
|
R3 |
103.427 |
102.689 |
101.085 |
|
R2 |
102.232 |
102.232 |
100.975 |
|
R1 |
101.494 |
101.494 |
100.866 |
101.266 |
PP |
101.037 |
101.037 |
101.037 |
100.923 |
S1 |
100.299 |
100.299 |
100.646 |
100.071 |
S2 |
99.842 |
99.842 |
100.537 |
|
S3 |
98.647 |
99.104 |
100.427 |
|
S4 |
97.452 |
97.909 |
100.099 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.710 |
99.735 |
1.975 |
2.0% |
0.826 |
0.8% |
21% |
False |
False |
7,252 |
10 |
102.025 |
99.735 |
2.290 |
2.3% |
0.801 |
0.8% |
18% |
False |
False |
4,943 |
20 |
102.025 |
98.240 |
3.785 |
3.8% |
0.791 |
0.8% |
50% |
False |
False |
3,286 |
40 |
102.025 |
95.820 |
6.205 |
6.2% |
0.695 |
0.7% |
70% |
False |
False |
1,960 |
60 |
102.025 |
94.885 |
7.140 |
7.1% |
0.637 |
0.6% |
74% |
False |
False |
1,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.344 |
2.618 |
101.634 |
1.618 |
101.199 |
1.000 |
100.930 |
0.618 |
100.764 |
HIGH |
100.495 |
0.618 |
100.329 |
0.500 |
100.278 |
0.382 |
100.226 |
LOW |
100.060 |
0.618 |
99.791 |
1.000 |
99.625 |
1.618 |
99.356 |
2.618 |
98.921 |
4.250 |
98.211 |
|
|
Fisher Pivots for day following 07-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
100.278 |
100.723 |
PP |
100.232 |
100.529 |
S1 |
100.187 |
100.335 |
|