ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 04-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
102.815 |
103.350 |
0.535 |
0.5% |
103.055 |
High |
103.815 |
103.420 |
-0.395 |
-0.4% |
103.575 |
Low |
102.625 |
102.385 |
-0.240 |
-0.2% |
101.950 |
Close |
103.201 |
102.709 |
-0.492 |
-0.5% |
102.286 |
Range |
1.190 |
1.035 |
-0.155 |
-13.0% |
1.625 |
ATR |
0.806 |
0.823 |
0.016 |
2.0% |
0.000 |
Volume |
51,701 |
36,179 |
-15,522 |
-30.0% |
98,027 |
|
Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.943 |
105.361 |
103.278 |
|
R3 |
104.908 |
104.326 |
102.994 |
|
R2 |
103.873 |
103.873 |
102.899 |
|
R1 |
103.291 |
103.291 |
102.804 |
103.065 |
PP |
102.838 |
102.838 |
102.838 |
102.725 |
S1 |
102.256 |
102.256 |
102.614 |
102.030 |
S2 |
101.803 |
101.803 |
102.519 |
|
S3 |
100.768 |
101.221 |
102.424 |
|
S4 |
99.733 |
100.186 |
102.140 |
|
|
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% |
0.836 |
0.8% |
41% |
False |
False |
35,550 |
10 |
103.815 |
101.950 |
1.865 |
1.8% |
0.653 |
0.6% |
41% |
False |
False |
27,125 |
20 |
103.815 |
99.250 |
4.565 |
4.4% |
0.798 |
0.8% |
76% |
False |
False |
25,950 |
40 |
103.815 |
95.820 |
7.995 |
7.8% |
0.848 |
0.8% |
86% |
False |
False |
14,468 |
60 |
103.815 |
95.820 |
7.995 |
7.8% |
0.733 |
0.7% |
86% |
False |
False |
9,814 |
80 |
103.815 |
94.885 |
8.930 |
8.7% |
0.675 |
0.7% |
88% |
False |
False |
7,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.819 |
2.618 |
106.130 |
1.618 |
105.095 |
1.000 |
104.455 |
0.618 |
104.060 |
HIGH |
103.420 |
0.618 |
103.025 |
0.500 |
102.903 |
0.382 |
102.780 |
LOW |
102.385 |
0.618 |
101.745 |
1.000 |
101.350 |
1.618 |
100.710 |
2.618 |
99.675 |
4.250 |
97.986 |
|
|
Fisher Pivots for day following 04-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
102.903 |
102.883 |
PP |
102.838 |
102.825 |
S1 |
102.774 |
102.767 |
|