ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 16-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
102.445 |
103.140 |
0.695 |
0.7% |
101.580 |
High |
103.535 |
103.210 |
-0.325 |
-0.3% |
103.535 |
Low |
102.100 |
102.545 |
0.445 |
0.4% |
100.635 |
Close |
103.018 |
102.924 |
-0.094 |
-0.1% |
102.924 |
Range |
1.435 |
0.665 |
-0.770 |
-53.7% |
2.900 |
ATR |
0.946 |
0.926 |
-0.020 |
-2.1% |
0.000 |
Volume |
83,048 |
49,177 |
-33,871 |
-40.8% |
194,459 |
|
Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.888 |
104.571 |
103.290 |
|
R3 |
104.223 |
103.906 |
103.107 |
|
R2 |
103.558 |
103.558 |
103.046 |
|
R1 |
103.241 |
103.241 |
102.985 |
103.067 |
PP |
102.893 |
102.893 |
102.893 |
102.806 |
S1 |
102.576 |
102.576 |
102.863 |
102.402 |
S2 |
102.228 |
102.228 |
102.802 |
|
S3 |
101.563 |
101.911 |
102.741 |
|
S4 |
100.898 |
101.246 |
102.558 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.065 |
109.894 |
104.519 |
|
R3 |
108.165 |
106.994 |
103.722 |
|
R2 |
105.265 |
105.265 |
103.456 |
|
R1 |
104.094 |
104.094 |
103.190 |
104.680 |
PP |
102.365 |
102.365 |
102.365 |
102.657 |
S1 |
101.194 |
101.194 |
102.658 |
101.780 |
S2 |
99.465 |
99.465 |
102.392 |
|
S3 |
96.565 |
98.294 |
102.127 |
|
S4 |
93.665 |
95.394 |
101.329 |
|
|
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% |
1.026 |
1.0% |
79% |
False |
False |
38,891 |
10 |
103.535 |
99.250 |
4.285 |
4.2% |
1.075 |
1.0% |
86% |
False |
False |
24,527 |
20 |
103.535 |
99.250 |
4.285 |
4.2% |
0.903 |
0.9% |
86% |
False |
False |
13,364 |
40 |
103.535 |
95.820 |
7.715 |
7.5% |
0.809 |
0.8% |
92% |
False |
False |
7,236 |
60 |
103.535 |
94.945 |
8.590 |
8.3% |
0.702 |
0.7% |
93% |
False |
False |
4,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.036 |
2.618 |
104.951 |
1.618 |
104.286 |
1.000 |
103.875 |
0.618 |
103.621 |
HIGH |
103.210 |
0.618 |
102.956 |
0.500 |
102.878 |
0.382 |
102.799 |
LOW |
102.545 |
0.618 |
102.134 |
1.000 |
101.880 |
1.618 |
101.469 |
2.618 |
100.804 |
4.250 |
99.719 |
|
|
Fisher Pivots for day following 16-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
102.909 |
102.644 |
PP |
102.893 |
102.365 |
S1 |
102.878 |
102.085 |
|