ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 15-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
100.950 |
102.445 |
1.495 |
1.5% |
101.100 |
High |
102.305 |
103.535 |
1.230 |
1.2% |
101.710 |
Low |
100.635 |
102.100 |
1.465 |
1.5% |
99.250 |
Close |
101.728 |
103.018 |
1.290 |
1.3% |
101.505 |
Range |
1.670 |
1.435 |
-0.235 |
-14.1% |
2.460 |
ATR |
0.880 |
0.946 |
0.066 |
7.5% |
0.000 |
Volume |
31,440 |
83,048 |
51,608 |
164.1% |
50,811 |
|
Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.189 |
106.539 |
103.807 |
|
R3 |
105.754 |
105.104 |
103.413 |
|
R2 |
104.319 |
104.319 |
103.281 |
|
R1 |
103.669 |
103.669 |
103.150 |
103.994 |
PP |
102.884 |
102.884 |
102.884 |
103.047 |
S1 |
102.234 |
102.234 |
102.886 |
102.559 |
S2 |
101.449 |
101.449 |
102.755 |
|
S3 |
100.014 |
100.799 |
102.623 |
|
S4 |
98.579 |
99.364 |
102.229 |
|
|
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 |
103.535 |
100.635 |
2.900 |
2.8% |
1.033 |
1.0% |
82% |
True |
False |
30,022 |
10 |
103.535 |
99.250 |
4.285 |
4.2% |
1.053 |
1.0% |
88% |
True |
False |
19,932 |
20 |
103.535 |
99.250 |
4.285 |
4.2% |
0.902 |
0.9% |
88% |
True |
False |
10,987 |
40 |
103.535 |
95.820 |
7.715 |
7.5% |
0.803 |
0.8% |
93% |
True |
False |
6,019 |
60 |
103.535 |
94.945 |
8.590 |
8.3% |
0.695 |
0.7% |
94% |
True |
False |
4,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.634 |
2.618 |
107.292 |
1.618 |
105.857 |
1.000 |
104.970 |
0.618 |
104.422 |
HIGH |
103.535 |
0.618 |
102.987 |
0.500 |
102.818 |
0.382 |
102.648 |
LOW |
102.100 |
0.618 |
101.213 |
1.000 |
100.665 |
1.618 |
99.778 |
2.618 |
98.343 |
4.250 |
96.001 |
|
|
Fisher Pivots for day following 15-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
102.951 |
102.707 |
PP |
102.884 |
102.396 |
S1 |
102.818 |
102.085 |
|