ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 09-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
100.130 |
101.015 |
0.885 |
0.9% |
101.100 |
High |
101.155 |
101.655 |
0.500 |
0.5% |
101.710 |
Low |
99.250 |
100.955 |
1.705 |
1.7% |
99.250 |
Close |
101.013 |
101.505 |
0.492 |
0.5% |
101.505 |
Range |
1.905 |
0.700 |
-1.205 |
-63.3% |
2.460 |
ATR |
0.854 |
0.843 |
-0.011 |
-1.3% |
0.000 |
Volume |
14,323 |
4,832 |
-9,491 |
-66.3% |
50,811 |
|
Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.472 |
103.188 |
101.890 |
|
R3 |
102.772 |
102.488 |
101.698 |
|
R2 |
102.072 |
102.072 |
101.633 |
|
R1 |
101.788 |
101.788 |
101.569 |
101.930 |
PP |
101.372 |
101.372 |
101.372 |
101.443 |
S1 |
101.088 |
101.088 |
101.441 |
101.230 |
S2 |
100.672 |
100.672 |
101.377 |
|
S3 |
99.972 |
100.388 |
101.313 |
|
S4 |
99.272 |
99.688 |
101.120 |
|
|
Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.202 |
107.313 |
102.858 |
|
R3 |
105.742 |
104.853 |
102.182 |
|
R2 |
103.282 |
103.282 |
101.956 |
|
R1 |
102.393 |
102.393 |
101.731 |
102.838 |
PP |
100.822 |
100.822 |
100.822 |
101.044 |
S1 |
99.933 |
99.933 |
101.280 |
100.378 |
S2 |
98.362 |
98.362 |
101.054 |
|
S3 |
95.902 |
97.473 |
100.829 |
|
S4 |
93.442 |
95.013 |
100.152 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.710 |
99.250 |
2.460 |
2.4% |
1.124 |
1.1% |
92% |
False |
False |
10,162 |
10 |
101.775 |
99.250 |
2.525 |
2.5% |
0.936 |
0.9% |
89% |
False |
False |
6,606 |
20 |
102.025 |
99.040 |
2.985 |
2.9% |
0.855 |
0.8% |
83% |
False |
False |
4,124 |
40 |
102.025 |
95.820 |
6.205 |
6.1% |
0.731 |
0.7% |
92% |
False |
False |
2,418 |
60 |
102.025 |
94.885 |
7.140 |
7.0% |
0.658 |
0.6% |
93% |
False |
False |
1,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.630 |
2.618 |
103.488 |
1.618 |
102.788 |
1.000 |
102.355 |
0.618 |
102.088 |
HIGH |
101.655 |
0.618 |
101.388 |
0.500 |
101.305 |
0.382 |
101.222 |
LOW |
100.955 |
0.618 |
100.522 |
1.000 |
100.255 |
1.618 |
99.822 |
2.618 |
99.122 |
4.250 |
97.980 |
|
|
Fisher Pivots for day following 09-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
101.438 |
101.154 |
PP |
101.372 |
100.803 |
S1 |
101.305 |
100.453 |
|