ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 27-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
99.795 |
100.515 |
0.720 |
0.7% |
100.750 |
High |
100.735 |
100.810 |
0.075 |
0.1% |
100.810 |
Low |
99.765 |
100.310 |
0.545 |
0.5% |
99.765 |
Close |
100.375 |
100.526 |
0.151 |
0.2% |
100.526 |
Range |
0.970 |
0.500 |
-0.470 |
-48.5% |
1.045 |
ATR |
0.875 |
0.848 |
-0.027 |
-3.1% |
0.000 |
Volume |
35,132 |
30,566 |
-4,566 |
-13.0% |
163,626 |
|
Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.049 |
101.787 |
100.801 |
|
R3 |
101.549 |
101.287 |
100.664 |
|
R2 |
101.049 |
101.049 |
100.618 |
|
R1 |
100.787 |
100.787 |
100.572 |
100.918 |
PP |
100.549 |
100.549 |
100.549 |
100.614 |
S1 |
100.287 |
100.287 |
100.480 |
100.418 |
S2 |
100.049 |
100.049 |
100.434 |
|
S3 |
99.549 |
99.787 |
100.389 |
|
S4 |
99.049 |
99.287 |
100.251 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.502 |
103.059 |
101.101 |
|
R3 |
102.457 |
102.014 |
100.813 |
|
R2 |
101.412 |
101.412 |
100.718 |
|
R1 |
100.969 |
100.969 |
100.622 |
100.668 |
PP |
100.367 |
100.367 |
100.367 |
100.217 |
S1 |
99.924 |
99.924 |
100.430 |
99.623 |
S2 |
99.322 |
99.322 |
100.334 |
|
S3 |
98.277 |
98.879 |
100.239 |
|
S4 |
97.232 |
97.834 |
99.951 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.810 |
99.765 |
1.045 |
1.0% |
0.678 |
0.7% |
73% |
True |
False |
32,725 |
10 |
101.710 |
99.765 |
1.945 |
1.9% |
0.820 |
0.8% |
39% |
False |
False |
39,694 |
20 |
103.815 |
99.765 |
4.050 |
4.0% |
0.891 |
0.9% |
19% |
False |
False |
42,307 |
40 |
103.815 |
99.250 |
4.565 |
4.5% |
0.858 |
0.9% |
28% |
False |
False |
30,958 |
60 |
103.815 |
95.820 |
7.995 |
8.0% |
0.838 |
0.8% |
59% |
False |
False |
21,164 |
80 |
103.815 |
95.820 |
7.995 |
8.0% |
0.757 |
0.8% |
59% |
False |
False |
15,983 |
100 |
103.815 |
94.365 |
9.450 |
9.4% |
0.704 |
0.7% |
65% |
False |
False |
12,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.935 |
2.618 |
102.119 |
1.618 |
101.619 |
1.000 |
101.310 |
0.618 |
101.119 |
HIGH |
100.810 |
0.618 |
100.619 |
0.500 |
100.560 |
0.382 |
100.501 |
LOW |
100.310 |
0.618 |
100.001 |
1.000 |
99.810 |
1.618 |
99.501 |
2.618 |
99.001 |
4.250 |
98.185 |
|
|
Fisher Pivots for day following 27-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
100.560 |
100.447 |
PP |
100.549 |
100.367 |
S1 |
100.537 |
100.288 |
|