ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 02-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
98.390 |
97.770 |
-0.620 |
-0.6% |
98.680 |
| High |
98.460 |
97.795 |
-0.665 |
-0.7% |
99.090 |
| Low |
97.620 |
97.175 |
-0.445 |
-0.5% |
98.225 |
| Close |
97.697 |
97.414 |
-0.283 |
-0.3% |
98.342 |
| Range |
0.840 |
0.620 |
-0.220 |
-26.2% |
0.865 |
| ATR |
0.551 |
0.556 |
0.005 |
0.9% |
0.000 |
| Volume |
25,446 |
27,791 |
2,345 |
9.2% |
106,288 |
|
| Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.321 |
98.988 |
97.755 |
|
| R3 |
98.701 |
98.368 |
97.585 |
|
| R2 |
98.081 |
98.081 |
97.528 |
|
| R1 |
97.748 |
97.748 |
97.471 |
97.605 |
| PP |
97.461 |
97.461 |
97.461 |
97.390 |
| S1 |
97.128 |
97.128 |
97.357 |
96.984 |
| S2 |
96.841 |
96.841 |
97.300 |
|
| S3 |
96.221 |
96.508 |
97.243 |
|
| S4 |
95.601 |
95.888 |
97.073 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.147 |
100.610 |
98.818 |
|
| R3 |
100.282 |
99.745 |
98.580 |
|
| R2 |
99.417 |
99.417 |
98.501 |
|
| R1 |
98.880 |
98.880 |
98.421 |
98.716 |
| PP |
98.552 |
98.552 |
98.552 |
98.471 |
| S1 |
98.015 |
98.015 |
98.263 |
97.851 |
| S2 |
97.687 |
97.687 |
98.183 |
|
| S3 |
96.822 |
97.150 |
98.104 |
|
| S4 |
95.957 |
96.285 |
97.866 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.005 |
97.175 |
1.830 |
1.9% |
0.615 |
0.6% |
13% |
False |
True |
22,307 |
| 10 |
99.090 |
97.175 |
1.915 |
2.0% |
0.561 |
0.6% |
12% |
False |
True |
22,548 |
| 20 |
99.090 |
96.115 |
2.975 |
3.1% |
0.559 |
0.6% |
44% |
False |
False |
24,166 |
| 40 |
99.090 |
94.385 |
4.705 |
4.8% |
0.552 |
0.6% |
64% |
False |
False |
21,551 |
| 60 |
99.090 |
94.050 |
5.040 |
5.2% |
0.564 |
0.6% |
67% |
False |
False |
14,811 |
| 80 |
99.090 |
94.050 |
5.040 |
5.2% |
0.557 |
0.6% |
67% |
False |
False |
11,231 |
| 100 |
99.090 |
93.100 |
5.990 |
6.1% |
0.596 |
0.6% |
72% |
False |
False |
9,084 |
| 120 |
99.090 |
93.100 |
5.990 |
6.1% |
0.578 |
0.6% |
72% |
False |
False |
7,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.430 |
|
2.618 |
99.418 |
|
1.618 |
98.798 |
|
1.000 |
98.415 |
|
0.618 |
98.178 |
|
HIGH |
97.795 |
|
0.618 |
97.558 |
|
0.500 |
97.485 |
|
0.382 |
97.412 |
|
LOW |
97.175 |
|
0.618 |
96.792 |
|
1.000 |
96.555 |
|
1.618 |
96.172 |
|
2.618 |
95.552 |
|
4.250 |
94.540 |
|
|
| Fisher Pivots for day following 02-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
97.485 |
97.925 |
| PP |
97.461 |
97.755 |
| S1 |
97.438 |
97.584 |
|