ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 31-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
100.430 |
100.390 |
-0.040 |
0.0% |
100.750 |
High |
101.015 |
100.505 |
-0.510 |
-0.5% |
100.810 |
Low |
100.145 |
99.400 |
-0.745 |
-0.7% |
99.765 |
Close |
100.414 |
99.481 |
-0.933 |
-0.9% |
100.526 |
Range |
0.870 |
1.105 |
0.235 |
27.0% |
1.045 |
ATR |
0.849 |
0.868 |
0.018 |
2.1% |
0.000 |
Volume |
38,519 |
57,721 |
19,202 |
49.9% |
163,626 |
|
Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.110 |
102.401 |
100.089 |
|
R3 |
102.005 |
101.296 |
99.785 |
|
R2 |
100.900 |
100.900 |
99.684 |
|
R1 |
100.191 |
100.191 |
99.582 |
99.993 |
PP |
99.795 |
99.795 |
99.795 |
99.697 |
S1 |
99.086 |
99.086 |
99.380 |
98.888 |
S2 |
98.690 |
98.690 |
99.278 |
|
S3 |
97.585 |
97.981 |
99.177 |
|
S4 |
96.480 |
96.876 |
98.873 |
|
|
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 |
99.400 |
1.615 |
1.6% |
0.805 |
0.8% |
5% |
False |
True |
38,041 |
10 |
101.710 |
99.400 |
2.310 |
2.3% |
0.795 |
0.8% |
4% |
False |
True |
39,367 |
20 |
103.815 |
99.400 |
4.415 |
4.4% |
0.928 |
0.9% |
2% |
False |
True |
43,618 |
40 |
103.815 |
99.250 |
4.565 |
4.6% |
0.868 |
0.9% |
5% |
False |
False |
33,224 |
60 |
103.815 |
95.820 |
7.995 |
8.0% |
0.855 |
0.9% |
46% |
False |
False |
22,744 |
80 |
103.815 |
95.820 |
7.995 |
8.0% |
0.769 |
0.8% |
46% |
False |
False |
17,179 |
100 |
103.815 |
94.710 |
9.105 |
9.2% |
0.715 |
0.7% |
52% |
False |
False |
13,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.201 |
2.618 |
103.398 |
1.618 |
102.293 |
1.000 |
101.610 |
0.618 |
101.188 |
HIGH |
100.505 |
0.618 |
100.083 |
0.500 |
99.953 |
0.382 |
99.822 |
LOW |
99.400 |
0.618 |
98.717 |
1.000 |
98.295 |
1.618 |
97.612 |
2.618 |
96.507 |
4.250 |
94.704 |
|
|
Fisher Pivots for day following 31-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
99.953 |
100.208 |
PP |
99.795 |
99.965 |
S1 |
99.638 |
99.723 |
|