ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 13-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
101.580 |
100.875 |
-0.705 |
-0.7% |
101.100 |
High |
101.700 |
101.090 |
-0.610 |
-0.6% |
101.710 |
Low |
100.750 |
100.680 |
-0.070 |
-0.1% |
99.250 |
Close |
100.929 |
100.992 |
0.063 |
0.1% |
101.505 |
Range |
0.950 |
0.410 |
-0.540 |
-56.8% |
2.460 |
ATR |
0.850 |
0.819 |
-0.031 |
-3.7% |
0.000 |
Volume |
12,349 |
18,445 |
6,096 |
49.4% |
50,811 |
|
Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.151 |
101.981 |
101.218 |
|
R3 |
101.741 |
101.571 |
101.105 |
|
R2 |
101.331 |
101.331 |
101.067 |
|
R1 |
101.161 |
101.161 |
101.030 |
101.246 |
PP |
100.921 |
100.921 |
100.921 |
100.963 |
S1 |
100.751 |
100.751 |
100.954 |
100.836 |
S2 |
100.511 |
100.511 |
100.917 |
|
S3 |
100.101 |
100.341 |
100.879 |
|
S4 |
99.691 |
99.931 |
100.767 |
|
|
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% |
0.880 |
0.9% |
71% |
False |
False |
11,150 |
10 |
101.775 |
99.250 |
2.525 |
2.5% |
0.903 |
0.9% |
69% |
False |
False |
9,042 |
20 |
102.025 |
99.250 |
2.775 |
2.7% |
0.830 |
0.8% |
63% |
False |
False |
5,460 |
40 |
102.025 |
95.820 |
6.205 |
6.1% |
0.751 |
0.7% |
83% |
False |
False |
3,175 |
60 |
102.025 |
94.885 |
7.140 |
7.1% |
0.667 |
0.7% |
86% |
False |
False |
2,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.833 |
2.618 |
102.163 |
1.618 |
101.753 |
1.000 |
101.500 |
0.618 |
101.343 |
HIGH |
101.090 |
0.618 |
100.933 |
0.500 |
100.885 |
0.382 |
100.837 |
LOW |
100.680 |
0.618 |
100.427 |
1.000 |
100.270 |
1.618 |
100.017 |
2.618 |
99.607 |
4.250 |
98.938 |
|
|
Fisher Pivots for day following 13-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
100.956 |
101.190 |
PP |
100.921 |
101.124 |
S1 |
100.885 |
101.058 |
|