ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 12-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
102.015 |
101.720 |
-0.295 |
-0.3% |
102.815 |
High |
102.960 |
101.770 |
-1.190 |
-1.2% |
103.815 |
Low |
101.240 |
100.700 |
-0.540 |
-0.5% |
101.295 |
Close |
101.747 |
101.377 |
-0.370 |
-0.4% |
102.209 |
Range |
1.720 |
1.070 |
-0.650 |
-37.8% |
2.520 |
ATR |
0.898 |
0.910 |
0.012 |
1.4% |
0.000 |
Volume |
74,587 |
54,031 |
-20,556 |
-27.6% |
186,219 |
|
Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.492 |
104.005 |
101.966 |
|
R3 |
103.422 |
102.935 |
101.671 |
|
R2 |
102.352 |
102.352 |
101.573 |
|
R1 |
101.865 |
101.865 |
101.475 |
101.574 |
PP |
101.282 |
101.282 |
101.282 |
101.137 |
S1 |
100.795 |
100.795 |
101.279 |
100.504 |
S2 |
100.212 |
100.212 |
101.181 |
|
S3 |
99.142 |
99.725 |
101.083 |
|
S4 |
98.072 |
98.655 |
100.789 |
|
|
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 |
100.700 |
2.260 |
2.2% |
0.989 |
1.0% |
30% |
False |
True |
46,206 |
10 |
103.815 |
100.700 |
3.115 |
3.1% |
0.962 |
0.9% |
22% |
False |
True |
44,920 |
20 |
103.815 |
100.635 |
3.180 |
3.1% |
0.855 |
0.8% |
23% |
False |
False |
37,548 |
40 |
103.815 |
99.250 |
4.565 |
4.5% |
0.842 |
0.8% |
47% |
False |
False |
21,504 |
60 |
103.815 |
95.820 |
7.995 |
7.9% |
0.786 |
0.8% |
70% |
False |
False |
14,632 |
80 |
103.815 |
94.885 |
8.930 |
8.8% |
0.714 |
0.7% |
73% |
False |
False |
11,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.318 |
2.618 |
104.571 |
1.618 |
103.501 |
1.000 |
102.840 |
0.618 |
102.431 |
HIGH |
101.770 |
0.618 |
101.361 |
0.500 |
101.235 |
0.382 |
101.109 |
LOW |
100.700 |
0.618 |
100.039 |
1.000 |
99.630 |
1.618 |
98.969 |
2.618 |
97.899 |
4.250 |
96.153 |
|
|
Fisher Pivots for day following 12-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
101.330 |
101.830 |
PP |
101.282 |
101.679 |
S1 |
101.235 |
101.528 |
|