ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 29-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2016 |
29-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
102.980 |
103.195 |
0.215 |
0.2% |
102.820 |
High |
103.575 |
103.210 |
-0.365 |
-0.4% |
103.625 |
Low |
102.860 |
102.650 |
-0.210 |
-0.2% |
102.500 |
Close |
103.244 |
102.711 |
-0.533 |
-0.5% |
103.002 |
Range |
0.715 |
0.560 |
-0.155 |
-21.7% |
1.125 |
ATR |
0.762 |
0.750 |
-0.012 |
-1.6% |
0.000 |
Volume |
19,852 |
31,939 |
12,087 |
60.9% |
110,082 |
|
Daily Pivots for day following 29-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.537 |
104.184 |
103.019 |
|
R3 |
103.977 |
103.624 |
102.865 |
|
R2 |
103.417 |
103.417 |
102.814 |
|
R1 |
103.064 |
103.064 |
102.762 |
102.961 |
PP |
102.857 |
102.857 |
102.857 |
102.805 |
S1 |
102.504 |
102.504 |
102.660 |
102.401 |
S2 |
102.297 |
102.297 |
102.608 |
|
S3 |
101.737 |
101.944 |
102.557 |
|
S4 |
101.177 |
101.384 |
102.403 |
|
|
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 |
103.575 |
102.590 |
0.985 |
1.0% |
0.470 |
0.5% |
12% |
False |
False |
18,912 |
10 |
103.625 |
102.100 |
1.525 |
1.5% |
0.638 |
0.6% |
40% |
False |
False |
30,225 |
20 |
103.625 |
99.250 |
4.375 |
4.3% |
0.807 |
0.8% |
79% |
False |
False |
20,995 |
40 |
103.625 |
95.820 |
7.805 |
7.6% |
0.812 |
0.8% |
88% |
False |
False |
11,367 |
60 |
103.625 |
95.820 |
7.805 |
7.6% |
0.716 |
0.7% |
88% |
False |
False |
7,737 |
80 |
103.625 |
94.365 |
9.260 |
9.0% |
0.661 |
0.6% |
90% |
False |
False |
5,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.590 |
2.618 |
104.676 |
1.618 |
104.116 |
1.000 |
103.770 |
0.618 |
103.556 |
HIGH |
103.210 |
0.618 |
102.996 |
0.500 |
102.930 |
0.382 |
102.864 |
LOW |
102.650 |
0.618 |
102.304 |
1.000 |
102.090 |
1.618 |
101.744 |
2.618 |
101.184 |
4.250 |
100.270 |
|
|
Fisher Pivots for day following 29-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
102.930 |
103.113 |
PP |
102.857 |
102.979 |
S1 |
102.784 |
102.845 |
|