ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 20-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
101.360 |
101.195 |
-0.165 |
-0.2% |
101.560 |
High |
101.710 |
101.485 |
-0.225 |
-0.2% |
101.710 |
Low |
100.955 |
100.675 |
-0.280 |
-0.3% |
100.235 |
Close |
101.144 |
100.690 |
-0.454 |
-0.4% |
100.690 |
Range |
0.755 |
0.810 |
0.055 |
7.3% |
1.475 |
ATR |
0.934 |
0.925 |
-0.009 |
-0.9% |
0.000 |
Volume |
53,384 |
40,552 |
-12,832 |
-24.0% |
195,289 |
|
Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.380 |
102.845 |
101.136 |
|
R3 |
102.570 |
102.035 |
100.913 |
|
R2 |
101.760 |
101.760 |
100.839 |
|
R1 |
101.225 |
101.225 |
100.764 |
101.088 |
PP |
100.950 |
100.950 |
100.950 |
100.881 |
S1 |
100.415 |
100.415 |
100.616 |
100.278 |
S2 |
100.140 |
100.140 |
100.542 |
|
S3 |
99.330 |
99.605 |
100.467 |
|
S4 |
98.520 |
98.795 |
100.245 |
|
|
Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.303 |
104.472 |
101.501 |
|
R3 |
103.828 |
102.997 |
101.096 |
|
R2 |
102.353 |
102.353 |
100.960 |
|
R1 |
101.522 |
101.522 |
100.825 |
101.200 |
PP |
100.878 |
100.878 |
100.878 |
100.718 |
S1 |
100.047 |
100.047 |
100.555 |
99.725 |
S2 |
99.403 |
99.403 |
100.420 |
|
S3 |
97.928 |
98.572 |
100.284 |
|
S4 |
96.453 |
97.097 |
99.879 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.710 |
100.235 |
1.475 |
1.5% |
0.963 |
1.0% |
31% |
False |
False |
46,664 |
10 |
102.960 |
100.235 |
2.725 |
2.7% |
0.976 |
1.0% |
17% |
False |
False |
46,435 |
20 |
103.815 |
100.235 |
3.580 |
3.6% |
0.842 |
0.8% |
13% |
False |
False |
38,312 |
40 |
103.815 |
99.250 |
4.565 |
4.5% |
0.872 |
0.9% |
32% |
False |
False |
27,129 |
60 |
103.815 |
95.820 |
7.995 |
7.9% |
0.829 |
0.8% |
61% |
False |
False |
18,486 |
80 |
103.815 |
95.210 |
8.605 |
8.5% |
0.743 |
0.7% |
64% |
False |
False |
13,950 |
100 |
103.815 |
94.365 |
9.450 |
9.4% |
0.697 |
0.7% |
67% |
False |
False |
11,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.928 |
2.618 |
103.606 |
1.618 |
102.796 |
1.000 |
102.295 |
0.618 |
101.986 |
HIGH |
101.485 |
0.618 |
101.176 |
0.500 |
101.080 |
0.382 |
100.984 |
LOW |
100.675 |
0.618 |
100.174 |
1.000 |
99.865 |
1.618 |
99.364 |
2.618 |
98.554 |
4.250 |
97.233 |
|
|
Fisher Pivots for day following 20-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
101.080 |
101.013 |
PP |
100.950 |
100.905 |
S1 |
100.820 |
100.798 |
|