ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 12-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
101.015 |
101.580 |
0.565 |
0.6% |
101.100 |
High |
101.655 |
101.700 |
0.045 |
0.0% |
101.710 |
Low |
100.955 |
100.750 |
-0.205 |
-0.2% |
99.250 |
Close |
101.505 |
100.929 |
-0.576 |
-0.6% |
101.505 |
Range |
0.700 |
0.950 |
0.250 |
35.7% |
2.460 |
ATR |
0.843 |
0.850 |
0.008 |
0.9% |
0.000 |
Volume |
4,832 |
12,349 |
7,517 |
155.6% |
50,811 |
|
Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.976 |
103.403 |
101.452 |
|
R3 |
103.026 |
102.453 |
101.190 |
|
R2 |
102.076 |
102.076 |
101.103 |
|
R1 |
101.503 |
101.503 |
101.016 |
101.315 |
PP |
101.126 |
101.126 |
101.126 |
101.032 |
S1 |
100.553 |
100.553 |
100.842 |
100.365 |
S2 |
100.176 |
100.176 |
100.755 |
|
S3 |
99.226 |
99.603 |
100.668 |
|
S4 |
98.276 |
98.653 |
100.407 |
|
|
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 |
101.700 |
99.250 |
2.450 |
2.4% |
0.919 |
0.9% |
69% |
True |
False |
8,184 |
10 |
101.775 |
99.250 |
2.525 |
2.5% |
0.936 |
0.9% |
66% |
False |
False |
7,425 |
20 |
102.025 |
99.250 |
2.775 |
2.7% |
0.846 |
0.8% |
61% |
False |
False |
4,595 |
40 |
102.025 |
95.820 |
6.205 |
6.1% |
0.748 |
0.7% |
82% |
False |
False |
2,720 |
60 |
102.025 |
94.885 |
7.140 |
7.1% |
0.669 |
0.7% |
85% |
False |
False |
1,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.738 |
2.618 |
104.187 |
1.618 |
103.237 |
1.000 |
102.650 |
0.618 |
102.287 |
HIGH |
101.700 |
0.618 |
101.337 |
0.500 |
101.225 |
0.382 |
101.113 |
LOW |
100.750 |
0.618 |
100.163 |
1.000 |
99.800 |
1.618 |
99.213 |
2.618 |
98.263 |
4.250 |
96.713 |
|
|
Fisher Pivots for day following 12-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
101.225 |
100.778 |
PP |
101.126 |
100.626 |
S1 |
101.028 |
100.475 |
|