ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 03-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
102.240 |
102.815 |
0.575 |
0.6% |
103.055 |
High |
102.630 |
103.815 |
1.185 |
1.2% |
103.575 |
Low |
101.950 |
102.625 |
0.675 |
0.7% |
101.950 |
Close |
102.286 |
103.201 |
0.915 |
0.9% |
102.286 |
Range |
0.680 |
1.190 |
0.510 |
75.0% |
1.625 |
ATR |
0.751 |
0.806 |
0.056 |
7.4% |
0.000 |
Volume |
38,079 |
51,701 |
13,622 |
35.8% |
98,027 |
|
Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.784 |
106.182 |
103.856 |
|
R3 |
105.594 |
104.992 |
103.528 |
|
R2 |
104.404 |
104.404 |
103.419 |
|
R1 |
103.802 |
103.802 |
103.310 |
104.103 |
PP |
103.214 |
103.214 |
103.214 |
103.364 |
S1 |
102.612 |
102.612 |
103.092 |
102.913 |
S2 |
102.024 |
102.024 |
102.983 |
|
S3 |
100.834 |
101.422 |
102.874 |
|
S4 |
99.644 |
100.232 |
102.547 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.479 |
106.507 |
103.180 |
|
R3 |
105.854 |
104.882 |
102.733 |
|
R2 |
104.229 |
104.229 |
102.584 |
|
R1 |
103.257 |
103.257 |
102.435 |
102.931 |
PP |
102.604 |
102.604 |
102.604 |
102.440 |
S1 |
101.632 |
101.632 |
102.137 |
101.306 |
S2 |
100.979 |
100.979 |
101.988 |
|
S3 |
99.354 |
100.007 |
101.839 |
|
S4 |
97.729 |
98.382 |
101.392 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.815 |
101.950 |
1.865 |
1.8% |
0.663 |
0.6% |
67% |
True |
False |
29,945 |
10 |
103.815 |
101.950 |
1.865 |
1.8% |
0.615 |
0.6% |
67% |
True |
False |
25,981 |
20 |
103.815 |
99.250 |
4.565 |
4.4% |
0.845 |
0.8% |
87% |
True |
False |
25,254 |
40 |
103.815 |
95.820 |
7.995 |
7.7% |
0.837 |
0.8% |
92% |
True |
False |
13,581 |
60 |
103.815 |
95.820 |
7.995 |
7.7% |
0.723 |
0.7% |
92% |
True |
False |
9,216 |
80 |
103.815 |
94.825 |
8.990 |
8.7% |
0.668 |
0.6% |
93% |
True |
False |
6,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.873 |
2.618 |
106.930 |
1.618 |
105.740 |
1.000 |
105.005 |
0.618 |
104.550 |
HIGH |
103.815 |
0.618 |
103.360 |
0.500 |
103.220 |
0.382 |
103.080 |
LOW |
102.625 |
0.618 |
101.890 |
1.000 |
101.435 |
1.618 |
100.700 |
2.618 |
99.510 |
4.250 |
97.568 |
|
|
Fisher Pivots for day following 03-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
103.220 |
103.095 |
PP |
103.214 |
102.989 |
S1 |
103.207 |
102.883 |
|