ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 05-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
103.350 |
102.065 |
-1.285 |
-1.2% |
103.055 |
High |
103.420 |
102.500 |
-0.920 |
-0.9% |
103.575 |
Low |
102.385 |
101.295 |
-1.090 |
-1.1% |
101.950 |
Close |
102.709 |
101.528 |
-1.181 |
-1.1% |
102.286 |
Range |
1.035 |
1.205 |
0.170 |
16.4% |
1.625 |
ATR |
0.823 |
0.865 |
0.042 |
5.1% |
0.000 |
Volume |
36,179 |
60,274 |
24,095 |
66.6% |
98,027 |
|
Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.389 |
104.664 |
102.191 |
|
R3 |
104.184 |
103.459 |
101.859 |
|
R2 |
102.979 |
102.979 |
101.749 |
|
R1 |
102.254 |
102.254 |
101.638 |
102.014 |
PP |
101.774 |
101.774 |
101.774 |
101.655 |
S1 |
101.049 |
101.049 |
101.418 |
100.809 |
S2 |
100.569 |
100.569 |
101.307 |
|
S3 |
99.364 |
99.844 |
101.197 |
|
S4 |
98.159 |
98.639 |
100.865 |
|
|
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 |
101.295 |
2.520 |
2.5% |
0.934 |
0.9% |
9% |
False |
True |
43,634 |
10 |
103.815 |
101.295 |
2.520 |
2.5% |
0.709 |
0.7% |
9% |
False |
True |
30,189 |
20 |
103.815 |
99.250 |
4.565 |
4.5% |
0.828 |
0.8% |
50% |
False |
False |
28,783 |
40 |
103.815 |
95.820 |
7.995 |
7.9% |
0.868 |
0.9% |
71% |
False |
False |
15,960 |
60 |
103.815 |
95.820 |
7.995 |
7.9% |
0.741 |
0.7% |
71% |
False |
False |
10,810 |
80 |
103.815 |
94.885 |
8.930 |
8.8% |
0.684 |
0.7% |
74% |
False |
False |
8,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.621 |
2.618 |
105.655 |
1.618 |
104.450 |
1.000 |
103.705 |
0.618 |
103.245 |
HIGH |
102.500 |
0.618 |
102.040 |
0.500 |
101.898 |
0.382 |
101.755 |
LOW |
101.295 |
0.618 |
100.550 |
1.000 |
100.090 |
1.618 |
99.345 |
2.618 |
98.140 |
4.250 |
96.174 |
|
|
Fisher Pivots for day following 05-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
101.898 |
102.555 |
PP |
101.774 |
102.213 |
S1 |
101.651 |
101.870 |
|