ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 23-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
102.970 |
103.095 |
0.125 |
0.1% |
102.820 |
High |
103.150 |
103.205 |
0.055 |
0.1% |
103.625 |
Low |
102.590 |
102.860 |
0.270 |
0.3% |
102.500 |
Close |
103.096 |
103.002 |
-0.094 |
-0.1% |
103.002 |
Range |
0.560 |
0.345 |
-0.215 |
-38.4% |
1.125 |
ATR |
0.847 |
0.811 |
-0.036 |
-4.2% |
0.000 |
Volume |
22,637 |
11,978 |
-10,659 |
-47.1% |
110,082 |
|
Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.057 |
103.875 |
103.192 |
|
R3 |
103.712 |
103.530 |
103.097 |
|
R2 |
103.367 |
103.367 |
103.065 |
|
R1 |
103.185 |
103.185 |
103.034 |
103.104 |
PP |
103.022 |
103.022 |
103.022 |
102.982 |
S1 |
102.840 |
102.840 |
102.970 |
102.759 |
S2 |
102.677 |
102.677 |
102.939 |
|
S3 |
102.332 |
102.495 |
102.907 |
|
S4 |
101.987 |
102.150 |
102.812 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.417 |
105.835 |
103.621 |
|
R3 |
105.292 |
104.710 |
103.311 |
|
R2 |
104.167 |
104.167 |
103.208 |
|
R1 |
103.585 |
103.585 |
103.105 |
103.876 |
PP |
103.042 |
103.042 |
103.042 |
103.188 |
S1 |
102.460 |
102.460 |
102.899 |
102.751 |
S2 |
101.917 |
101.917 |
102.796 |
|
S3 |
100.792 |
101.335 |
102.693 |
|
S4 |
99.667 |
100.210 |
102.383 |
|
|
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% |
0.567 |
0.6% |
45% |
False |
False |
22,016 |
10 |
103.625 |
100.635 |
2.990 |
2.9% |
0.797 |
0.8% |
79% |
False |
False |
30,454 |
20 |
103.625 |
99.250 |
4.375 |
4.2% |
0.866 |
0.8% |
86% |
False |
False |
18,530 |
40 |
103.625 |
95.820 |
7.805 |
7.6% |
0.819 |
0.8% |
92% |
False |
False |
9,935 |
60 |
103.625 |
95.260 |
8.365 |
8.1% |
0.715 |
0.7% |
93% |
False |
False |
6,749 |
80 |
103.625 |
94.365 |
9.260 |
9.0% |
0.662 |
0.6% |
93% |
False |
False |
5,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.671 |
2.618 |
104.108 |
1.618 |
103.763 |
1.000 |
103.550 |
0.618 |
103.418 |
HIGH |
103.205 |
0.618 |
103.073 |
0.500 |
103.033 |
0.382 |
102.992 |
LOW |
102.860 |
0.618 |
102.647 |
1.000 |
102.515 |
1.618 |
102.302 |
2.618 |
101.957 |
4.250 |
101.394 |
|
|
Fisher Pivots for day following 23-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
103.033 |
102.996 |
PP |
103.022 |
102.989 |
S1 |
103.012 |
102.983 |
|