ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 27-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
103.095 |
103.055 |
-0.040 |
0.0% |
102.820 |
High |
103.205 |
103.140 |
-0.065 |
-0.1% |
103.625 |
Low |
102.860 |
102.970 |
0.110 |
0.1% |
102.500 |
Close |
103.002 |
103.007 |
0.005 |
0.0% |
103.002 |
Range |
0.345 |
0.170 |
-0.175 |
-50.7% |
1.125 |
ATR |
0.811 |
0.766 |
-0.046 |
-5.6% |
0.000 |
Volume |
11,978 |
8,157 |
-3,821 |
-31.9% |
110,082 |
|
Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.549 |
103.448 |
103.101 |
|
R3 |
103.379 |
103.278 |
103.054 |
|
R2 |
103.209 |
103.209 |
103.038 |
|
R1 |
103.108 |
103.108 |
103.023 |
103.074 |
PP |
103.039 |
103.039 |
103.039 |
103.022 |
S1 |
102.938 |
102.938 |
102.991 |
102.904 |
S2 |
102.869 |
102.869 |
102.976 |
|
S3 |
102.699 |
102.768 |
102.960 |
|
S4 |
102.529 |
102.598 |
102.914 |
|
|
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 |
102.590 |
1.035 |
1.0% |
0.470 |
0.5% |
40% |
False |
False |
18,700 |
10 |
103.625 |
100.635 |
2.990 |
2.9% |
0.719 |
0.7% |
79% |
False |
False |
30,034 |
20 |
103.625 |
99.250 |
4.375 |
4.2% |
0.827 |
0.8% |
86% |
False |
False |
18,730 |
40 |
103.625 |
95.820 |
7.805 |
7.6% |
0.814 |
0.8% |
92% |
False |
False |
10,130 |
60 |
103.625 |
95.600 |
8.025 |
7.8% |
0.712 |
0.7% |
92% |
False |
False |
6,883 |
80 |
103.625 |
94.365 |
9.260 |
9.0% |
0.661 |
0.6% |
93% |
False |
False |
5,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.863 |
2.618 |
103.585 |
1.618 |
103.415 |
1.000 |
103.310 |
0.618 |
103.245 |
HIGH |
103.140 |
0.618 |
103.075 |
0.500 |
103.055 |
0.382 |
103.035 |
LOW |
102.970 |
0.618 |
102.865 |
1.000 |
102.800 |
1.618 |
102.695 |
2.618 |
102.525 |
4.250 |
102.248 |
|
|
Fisher Pivots for day following 27-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
103.055 |
102.971 |
PP |
103.039 |
102.934 |
S1 |
103.023 |
102.898 |
|