ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 02-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
101.560 |
100.950 |
-0.610 |
-0.6% |
101.430 |
High |
101.615 |
101.175 |
-0.440 |
-0.4% |
101.880 |
Low |
100.950 |
100.705 |
-0.245 |
-0.2% |
100.675 |
Close |
101.099 |
100.861 |
-0.238 |
-0.2% |
100.861 |
Range |
0.665 |
0.470 |
-0.195 |
-29.3% |
1.205 |
ATR |
0.775 |
0.753 |
-0.022 |
-2.8% |
0.000 |
Volume |
35,284 |
41,184 |
5,900 |
16.7% |
206,724 |
|
Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.324 |
102.062 |
101.120 |
|
R3 |
101.854 |
101.592 |
100.990 |
|
R2 |
101.384 |
101.384 |
100.947 |
|
R1 |
101.122 |
101.122 |
100.904 |
101.018 |
PP |
100.914 |
100.914 |
100.914 |
100.862 |
S1 |
100.652 |
100.652 |
100.818 |
100.548 |
S2 |
100.444 |
100.444 |
100.775 |
|
S3 |
99.974 |
100.182 |
100.732 |
|
S4 |
99.504 |
99.712 |
100.603 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.754 |
104.012 |
101.524 |
|
R3 |
103.549 |
102.807 |
101.192 |
|
R2 |
102.344 |
102.344 |
101.082 |
|
R1 |
101.602 |
101.602 |
100.971 |
101.371 |
PP |
101.139 |
101.139 |
101.139 |
101.023 |
S1 |
100.397 |
100.397 |
100.751 |
100.166 |
S2 |
99.934 |
99.934 |
100.640 |
|
S3 |
98.729 |
99.192 |
100.530 |
|
S4 |
97.524 |
97.987 |
100.198 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.880 |
100.675 |
1.205 |
1.2% |
0.760 |
0.8% |
15% |
False |
False |
41,344 |
10 |
101.970 |
100.675 |
1.295 |
1.3% |
0.754 |
0.7% |
14% |
False |
False |
41,451 |
20 |
101.970 |
95.905 |
6.065 |
6.0% |
0.842 |
0.8% |
82% |
False |
False |
41,459 |
40 |
101.970 |
95.905 |
6.065 |
6.0% |
0.694 |
0.7% |
82% |
False |
False |
32,765 |
60 |
101.970 |
94.760 |
7.210 |
7.1% |
0.644 |
0.6% |
85% |
False |
False |
28,518 |
80 |
101.970 |
94.050 |
7.920 |
7.9% |
0.631 |
0.6% |
86% |
False |
False |
21,770 |
100 |
101.970 |
94.050 |
7.920 |
7.9% |
0.613 |
0.6% |
86% |
False |
False |
17,516 |
120 |
101.970 |
93.100 |
8.870 |
8.8% |
0.635 |
0.6% |
87% |
False |
False |
14,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.173 |
2.618 |
102.405 |
1.618 |
101.935 |
1.000 |
101.645 |
0.618 |
101.465 |
HIGH |
101.175 |
0.618 |
100.995 |
0.500 |
100.940 |
0.382 |
100.885 |
LOW |
100.705 |
0.618 |
100.415 |
1.000 |
100.235 |
1.618 |
99.945 |
2.618 |
99.475 |
4.250 |
98.708 |
|
|
Fisher Pivots for day following 02-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
100.940 |
101.293 |
PP |
100.914 |
101.149 |
S1 |
100.887 |
101.005 |
|