ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 14-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
98.825 |
99.135 |
0.310 |
0.3% |
97.340 |
| High |
99.130 |
100.240 |
1.110 |
1.1% |
99.130 |
| Low |
98.545 |
99.100 |
0.555 |
0.6% |
95.905 |
| Close |
99.050 |
100.120 |
1.070 |
1.1% |
99.050 |
| Range |
0.585 |
1.140 |
0.555 |
94.9% |
3.225 |
| ATR |
0.702 |
0.737 |
0.035 |
5.0% |
0.000 |
| Volume |
33,351 |
54,245 |
20,894 |
62.6% |
199,315 |
|
| Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.240 |
102.820 |
100.747 |
|
| R3 |
102.100 |
101.680 |
100.434 |
|
| R2 |
100.960 |
100.960 |
100.329 |
|
| R1 |
100.540 |
100.540 |
100.225 |
100.750 |
| PP |
99.820 |
99.820 |
99.820 |
99.925 |
| S1 |
99.400 |
99.400 |
100.016 |
99.610 |
| S2 |
98.680 |
98.680 |
99.911 |
|
| S3 |
97.540 |
98.260 |
99.807 |
|
| S4 |
96.400 |
97.120 |
99.493 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.703 |
106.602 |
100.824 |
|
| R3 |
104.478 |
103.377 |
99.937 |
|
| R2 |
101.253 |
101.253 |
99.641 |
|
| R1 |
100.152 |
100.152 |
99.346 |
100.703 |
| PP |
98.028 |
98.028 |
98.028 |
98.304 |
| S1 |
96.927 |
96.927 |
98.754 |
97.478 |
| S2 |
94.803 |
94.803 |
98.459 |
|
| S3 |
91.578 |
93.702 |
98.163 |
|
| S4 |
88.353 |
90.477 |
97.276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.240 |
95.905 |
4.335 |
4.3% |
1.141 |
1.1% |
97% |
True |
False |
46,774 |
| 10 |
100.240 |
95.905 |
4.335 |
4.3% |
0.866 |
0.9% |
97% |
True |
False |
34,989 |
| 20 |
100.240 |
95.905 |
4.335 |
4.3% |
0.674 |
0.7% |
97% |
True |
False |
27,843 |
| 40 |
100.240 |
94.950 |
5.290 |
5.3% |
0.610 |
0.6% |
98% |
True |
False |
25,911 |
| 60 |
100.240 |
94.155 |
6.085 |
6.1% |
0.604 |
0.6% |
98% |
True |
False |
19,615 |
| 80 |
100.240 |
94.050 |
6.190 |
6.2% |
0.596 |
0.6% |
98% |
True |
False |
14,900 |
| 100 |
100.240 |
94.050 |
6.190 |
6.2% |
0.593 |
0.6% |
98% |
True |
False |
12,009 |
| 120 |
100.240 |
93.100 |
7.140 |
7.1% |
0.614 |
0.6% |
98% |
True |
False |
10,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.085 |
|
2.618 |
103.225 |
|
1.618 |
102.085 |
|
1.000 |
101.380 |
|
0.618 |
100.945 |
|
HIGH |
100.240 |
|
0.618 |
99.805 |
|
0.500 |
99.670 |
|
0.382 |
99.535 |
|
LOW |
99.100 |
|
0.618 |
98.395 |
|
1.000 |
97.960 |
|
1.618 |
97.255 |
|
2.618 |
96.115 |
|
4.250 |
94.255 |
|
|
| Fisher Pivots for day following 14-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
99.970 |
99.840 |
| PP |
99.820 |
99.560 |
| S1 |
99.670 |
99.280 |
|