ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 20-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
102.820 |
103.090 |
0.270 |
0.3% |
101.580 |
High |
103.155 |
103.625 |
0.470 |
0.5% |
103.535 |
Low |
102.500 |
102.975 |
0.475 |
0.5% |
100.635 |
Close |
103.100 |
103.288 |
0.188 |
0.2% |
102.924 |
Range |
0.655 |
0.650 |
-0.005 |
-0.8% |
2.900 |
ATR |
0.906 |
0.888 |
-0.018 |
-2.0% |
0.000 |
Volume |
24,735 |
29,634 |
4,899 |
19.8% |
194,459 |
|
Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.246 |
104.917 |
103.646 |
|
R3 |
104.596 |
104.267 |
103.467 |
|
R2 |
103.946 |
103.946 |
103.407 |
|
R1 |
103.617 |
103.617 |
103.348 |
103.782 |
PP |
103.296 |
103.296 |
103.296 |
103.378 |
S1 |
102.967 |
102.967 |
103.228 |
103.132 |
S2 |
102.646 |
102.646 |
103.169 |
|
S3 |
101.996 |
102.317 |
103.109 |
|
S4 |
101.346 |
101.667 |
102.931 |
|
|
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 |
103.625 |
100.635 |
2.990 |
2.9% |
1.015 |
1.0% |
89% |
True |
False |
43,606 |
10 |
103.625 |
99.250 |
4.375 |
4.2% |
0.948 |
0.9% |
92% |
True |
False |
27,378 |
20 |
103.625 |
99.250 |
4.375 |
4.2% |
0.901 |
0.9% |
92% |
True |
False |
15,946 |
40 |
103.625 |
95.820 |
7.805 |
7.6% |
0.823 |
0.8% |
96% |
True |
False |
8,574 |
60 |
103.625 |
95.210 |
8.415 |
8.1% |
0.710 |
0.7% |
96% |
True |
False |
5,829 |
80 |
103.625 |
94.365 |
9.260 |
9.0% |
0.661 |
0.6% |
96% |
True |
False |
4,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.388 |
2.618 |
105.327 |
1.618 |
104.677 |
1.000 |
104.275 |
0.618 |
104.027 |
HIGH |
103.625 |
0.618 |
103.377 |
0.500 |
103.300 |
0.382 |
103.223 |
LOW |
102.975 |
0.618 |
102.573 |
1.000 |
102.325 |
1.618 |
101.923 |
2.618 |
101.273 |
4.250 |
100.213 |
|
|
Fisher Pivots for day following 20-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
103.300 |
103.213 |
PP |
103.296 |
103.138 |
S1 |
103.292 |
103.063 |
|