ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 22-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
103.285 |
102.970 |
-0.315 |
-0.3% |
101.580 |
High |
103.375 |
103.150 |
-0.225 |
-0.2% |
103.535 |
Low |
102.750 |
102.590 |
-0.160 |
-0.2% |
100.635 |
Close |
103.029 |
103.096 |
0.067 |
0.1% |
102.924 |
Range |
0.625 |
0.560 |
-0.065 |
-10.4% |
2.900 |
ATR |
0.869 |
0.847 |
-0.022 |
-2.5% |
0.000 |
Volume |
21,098 |
22,637 |
1,539 |
7.3% |
194,459 |
|
Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.625 |
104.421 |
103.404 |
|
R3 |
104.065 |
103.861 |
103.250 |
|
R2 |
103.505 |
103.505 |
103.199 |
|
R1 |
103.301 |
103.301 |
103.147 |
103.403 |
PP |
102.945 |
102.945 |
102.945 |
102.997 |
S1 |
102.741 |
102.741 |
103.045 |
102.843 |
S2 |
102.385 |
102.385 |
102.993 |
|
S3 |
101.825 |
102.181 |
102.942 |
|
S4 |
101.265 |
101.621 |
102.788 |
|
|
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 |
102.500 |
1.125 |
1.1% |
0.631 |
0.6% |
53% |
False |
False |
29,456 |
10 |
103.625 |
100.635 |
2.990 |
2.9% |
0.832 |
0.8% |
82% |
False |
False |
29,739 |
20 |
103.625 |
99.250 |
4.375 |
4.2% |
0.884 |
0.9% |
88% |
False |
False |
18,004 |
40 |
103.625 |
95.820 |
7.805 |
7.6% |
0.828 |
0.8% |
93% |
False |
False |
9,648 |
60 |
103.625 |
95.210 |
8.415 |
8.2% |
0.719 |
0.7% |
94% |
False |
False |
6,554 |
80 |
103.625 |
94.365 |
9.260 |
9.0% |
0.666 |
0.6% |
94% |
False |
False |
4,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.530 |
2.618 |
104.616 |
1.618 |
104.056 |
1.000 |
103.710 |
0.618 |
103.496 |
HIGH |
103.150 |
0.618 |
102.936 |
0.500 |
102.870 |
0.382 |
102.804 |
LOW |
102.590 |
0.618 |
102.244 |
1.000 |
102.030 |
1.618 |
101.684 |
2.618 |
101.124 |
4.250 |
100.210 |
|
|
Fisher Pivots for day following 22-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
103.021 |
103.108 |
PP |
102.945 |
103.104 |
S1 |
102.870 |
103.100 |
|