ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 30-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
100.515 |
100.430 |
-0.085 |
-0.1% |
100.750 |
High |
100.810 |
101.015 |
0.205 |
0.2% |
100.810 |
Low |
100.310 |
100.145 |
-0.165 |
-0.2% |
99.765 |
Close |
100.526 |
100.414 |
-0.112 |
-0.1% |
100.526 |
Range |
0.500 |
0.870 |
0.370 |
74.0% |
1.045 |
ATR |
0.848 |
0.849 |
0.002 |
0.2% |
0.000 |
Volume |
30,566 |
38,519 |
7,953 |
26.0% |
163,626 |
|
Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.135 |
102.644 |
100.893 |
|
R3 |
102.265 |
101.774 |
100.653 |
|
R2 |
101.395 |
101.395 |
100.574 |
|
R1 |
100.904 |
100.904 |
100.494 |
100.715 |
PP |
100.525 |
100.525 |
100.525 |
100.430 |
S1 |
100.034 |
100.034 |
100.334 |
99.845 |
S2 |
99.655 |
99.655 |
100.255 |
|
S3 |
98.785 |
99.164 |
100.175 |
|
S4 |
97.915 |
98.294 |
99.936 |
|
|
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 |
101.015 |
99.765 |
1.250 |
1.2% |
0.686 |
0.7% |
52% |
True |
False |
32,375 |
10 |
101.710 |
99.765 |
1.945 |
1.9% |
0.822 |
0.8% |
33% |
False |
False |
39,743 |
20 |
103.815 |
99.765 |
4.050 |
4.0% |
0.906 |
0.9% |
16% |
False |
False |
42,636 |
40 |
103.815 |
99.250 |
4.565 |
4.5% |
0.857 |
0.9% |
25% |
False |
False |
31,816 |
60 |
103.815 |
95.820 |
7.995 |
8.0% |
0.843 |
0.8% |
57% |
False |
False |
21,790 |
80 |
103.815 |
95.820 |
7.995 |
8.0% |
0.764 |
0.8% |
57% |
False |
False |
16,462 |
100 |
103.815 |
94.365 |
9.450 |
9.4% |
0.710 |
0.7% |
64% |
False |
False |
13,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.713 |
2.618 |
103.293 |
1.618 |
102.423 |
1.000 |
101.885 |
0.618 |
101.553 |
HIGH |
101.015 |
0.618 |
100.683 |
0.500 |
100.580 |
0.382 |
100.477 |
LOW |
100.145 |
0.618 |
99.607 |
1.000 |
99.275 |
1.618 |
98.737 |
2.618 |
97.867 |
4.250 |
96.448 |
|
|
Fisher Pivots for day following 30-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
100.580 |
100.406 |
PP |
100.525 |
100.398 |
S1 |
100.469 |
100.390 |
|