ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 19-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
103.140 |
102.820 |
-0.320 |
-0.3% |
101.580 |
High |
103.210 |
103.155 |
-0.055 |
-0.1% |
103.535 |
Low |
102.545 |
102.500 |
-0.045 |
0.0% |
100.635 |
Close |
102.924 |
103.100 |
0.176 |
0.2% |
102.924 |
Range |
0.665 |
0.655 |
-0.010 |
-1.5% |
2.900 |
ATR |
0.926 |
0.906 |
-0.019 |
-2.1% |
0.000 |
Volume |
49,177 |
24,735 |
-24,442 |
-49.7% |
194,459 |
|
Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.883 |
104.647 |
103.460 |
|
R3 |
104.228 |
103.992 |
103.280 |
|
R2 |
103.573 |
103.573 |
103.220 |
|
R1 |
103.337 |
103.337 |
103.160 |
103.455 |
PP |
102.918 |
102.918 |
102.918 |
102.978 |
S1 |
102.682 |
102.682 |
103.040 |
102.800 |
S2 |
102.263 |
102.263 |
102.980 |
|
S3 |
101.608 |
102.027 |
102.920 |
|
S4 |
100.953 |
101.372 |
102.740 |
|
|
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% |
0.967 |
0.9% |
85% |
False |
False |
41,369 |
10 |
103.535 |
99.250 |
4.285 |
4.2% |
0.943 |
0.9% |
90% |
False |
False |
24,776 |
20 |
103.535 |
99.250 |
4.285 |
4.2% |
0.901 |
0.9% |
90% |
False |
False |
14,527 |
40 |
103.535 |
95.820 |
7.715 |
7.5% |
0.818 |
0.8% |
94% |
False |
False |
7,849 |
60 |
103.535 |
95.065 |
8.470 |
8.2% |
0.707 |
0.7% |
95% |
False |
False |
5,339 |
80 |
103.535 |
94.365 |
9.170 |
8.9% |
0.658 |
0.6% |
95% |
False |
False |
4,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.939 |
2.618 |
104.870 |
1.618 |
104.215 |
1.000 |
103.810 |
0.618 |
103.560 |
HIGH |
103.155 |
0.618 |
102.905 |
0.500 |
102.828 |
0.382 |
102.750 |
LOW |
102.500 |
0.618 |
102.095 |
1.000 |
101.845 |
1.618 |
101.440 |
2.618 |
100.785 |
4.250 |
99.716 |
|
|
Fisher Pivots for day following 19-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
103.009 |
103.006 |
PP |
102.918 |
102.912 |
S1 |
102.828 |
102.818 |
|