ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 06-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
102.065 |
101.540 |
-0.525 |
-0.5% |
102.815 |
High |
102.500 |
102.300 |
-0.200 |
-0.2% |
103.815 |
Low |
101.295 |
101.395 |
0.100 |
0.1% |
101.295 |
Close |
101.528 |
102.209 |
0.681 |
0.7% |
102.209 |
Range |
1.205 |
0.905 |
-0.300 |
-24.9% |
2.520 |
ATR |
0.865 |
0.868 |
0.003 |
0.3% |
0.000 |
Volume |
60,274 |
38,065 |
-22,209 |
-36.8% |
186,219 |
|
Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.683 |
104.351 |
102.707 |
|
R3 |
103.778 |
103.446 |
102.458 |
|
R2 |
102.873 |
102.873 |
102.375 |
|
R1 |
102.541 |
102.541 |
102.292 |
102.707 |
PP |
101.968 |
101.968 |
101.968 |
102.051 |
S1 |
101.636 |
101.636 |
102.126 |
101.802 |
S2 |
101.063 |
101.063 |
102.043 |
|
S3 |
100.158 |
100.731 |
101.960 |
|
S4 |
99.253 |
99.826 |
101.711 |
|
|
Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.000 |
108.624 |
103.595 |
|
R3 |
107.480 |
106.104 |
102.902 |
|
R2 |
104.960 |
104.960 |
102.671 |
|
R1 |
103.584 |
103.584 |
102.440 |
103.012 |
PP |
102.440 |
102.440 |
102.440 |
102.154 |
S1 |
101.064 |
101.064 |
101.978 |
100.492 |
S2 |
99.920 |
99.920 |
101.747 |
|
S3 |
97.400 |
98.544 |
101.516 |
|
S4 |
94.880 |
96.024 |
100.823 |
|
|
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% |
1.003 |
1.0% |
36% |
False |
False |
44,859 |
10 |
103.815 |
101.295 |
2.520 |
2.5% |
0.737 |
0.7% |
36% |
False |
False |
31,886 |
20 |
103.815 |
99.250 |
4.565 |
4.5% |
0.852 |
0.8% |
65% |
False |
False |
30,397 |
40 |
103.815 |
98.240 |
5.575 |
5.5% |
0.821 |
0.8% |
71% |
False |
False |
16,841 |
60 |
103.815 |
95.820 |
7.995 |
7.8% |
0.747 |
0.7% |
80% |
False |
False |
11,439 |
80 |
103.815 |
94.885 |
8.930 |
8.7% |
0.690 |
0.7% |
82% |
False |
False |
8,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.146 |
2.618 |
104.669 |
1.618 |
103.764 |
1.000 |
103.205 |
0.618 |
102.859 |
HIGH |
102.300 |
0.618 |
101.954 |
0.500 |
101.848 |
0.382 |
101.741 |
LOW |
101.395 |
0.618 |
100.836 |
1.000 |
100.490 |
1.618 |
99.931 |
2.618 |
99.026 |
4.250 |
97.549 |
|
|
Fisher Pivots for day following 06-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
102.089 |
102.358 |
PP |
101.968 |
102.308 |
S1 |
101.848 |
102.259 |
|