ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 11-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
101.850 |
102.015 |
0.165 |
0.2% |
102.815 |
High |
102.090 |
102.960 |
0.870 |
0.9% |
103.815 |
Low |
101.485 |
101.240 |
-0.245 |
-0.2% |
101.295 |
Close |
101.996 |
101.747 |
-0.249 |
-0.2% |
102.209 |
Range |
0.605 |
1.720 |
1.115 |
184.3% |
2.520 |
ATR |
0.834 |
0.898 |
0.063 |
7.6% |
0.000 |
Volume |
33,331 |
74,587 |
41,256 |
123.8% |
186,219 |
|
Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.142 |
106.165 |
102.693 |
|
R3 |
105.422 |
104.445 |
102.220 |
|
R2 |
103.702 |
103.702 |
102.062 |
|
R1 |
102.725 |
102.725 |
101.905 |
102.354 |
PP |
101.982 |
101.982 |
101.982 |
101.797 |
S1 |
101.005 |
101.005 |
101.589 |
100.634 |
S2 |
100.262 |
100.262 |
101.432 |
|
S3 |
98.542 |
99.285 |
101.274 |
|
S4 |
96.822 |
97.565 |
100.801 |
|
|
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 |
102.960 |
101.240 |
1.720 |
1.7% |
1.016 |
1.0% |
29% |
True |
True |
47,455 |
10 |
103.815 |
101.240 |
2.575 |
2.5% |
0.926 |
0.9% |
20% |
False |
True |
41,502 |
20 |
103.815 |
100.635 |
3.180 |
3.1% |
0.822 |
0.8% |
35% |
False |
False |
35,768 |
40 |
103.815 |
99.250 |
4.565 |
4.5% |
0.834 |
0.8% |
55% |
False |
False |
20,182 |
60 |
103.815 |
95.820 |
7.995 |
7.9% |
0.773 |
0.8% |
74% |
False |
False |
13,736 |
80 |
103.815 |
94.885 |
8.930 |
8.8% |
0.707 |
0.7% |
77% |
False |
False |
10,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.270 |
2.618 |
107.463 |
1.618 |
105.743 |
1.000 |
104.680 |
0.618 |
104.023 |
HIGH |
102.960 |
0.618 |
102.303 |
0.500 |
102.100 |
0.382 |
101.897 |
LOW |
101.240 |
0.618 |
100.177 |
1.000 |
99.520 |
1.618 |
98.457 |
2.618 |
96.737 |
4.250 |
93.930 |
|
|
Fisher Pivots for day following 11-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
102.100 |
102.100 |
PP |
101.982 |
101.982 |
S1 |
101.865 |
101.865 |
|