ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 15-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
99.135 |
99.810 |
0.675 |
0.7% |
97.340 |
| High |
100.240 |
100.280 |
0.040 |
0.0% |
99.130 |
| Low |
99.100 |
99.475 |
0.375 |
0.4% |
95.905 |
| Close |
100.120 |
100.250 |
0.130 |
0.1% |
99.050 |
| Range |
1.140 |
0.805 |
-0.335 |
-29.4% |
3.225 |
| ATR |
0.737 |
0.742 |
0.005 |
0.7% |
0.000 |
| Volume |
54,245 |
43,937 |
-10,308 |
-19.0% |
199,315 |
|
| Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.417 |
102.138 |
100.693 |
|
| R3 |
101.612 |
101.333 |
100.471 |
|
| R2 |
100.807 |
100.807 |
100.398 |
|
| R1 |
100.528 |
100.528 |
100.324 |
100.668 |
| PP |
100.002 |
100.002 |
100.002 |
100.071 |
| S1 |
99.723 |
99.723 |
100.176 |
99.863 |
| S2 |
99.197 |
99.197 |
100.102 |
|
| S3 |
98.392 |
98.918 |
100.029 |
|
| S4 |
97.587 |
98.113 |
99.807 |
|
|
| 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 |
100.280 |
95.905 |
4.375 |
4.4% |
1.216 |
1.2% |
99% |
True |
False |
51,960 |
| 10 |
100.280 |
95.905 |
4.375 |
4.4% |
0.862 |
0.9% |
99% |
True |
False |
36,838 |
| 20 |
100.280 |
95.905 |
4.375 |
4.4% |
0.696 |
0.7% |
99% |
True |
False |
29,201 |
| 40 |
100.280 |
94.950 |
5.330 |
5.3% |
0.618 |
0.6% |
99% |
True |
False |
26,609 |
| 60 |
100.280 |
94.155 |
6.125 |
6.1% |
0.609 |
0.6% |
100% |
True |
False |
20,333 |
| 80 |
100.280 |
94.050 |
6.230 |
6.2% |
0.602 |
0.6% |
100% |
True |
False |
15,446 |
| 100 |
100.280 |
94.050 |
6.230 |
6.2% |
0.592 |
0.6% |
100% |
True |
False |
12,444 |
| 120 |
100.280 |
93.100 |
7.180 |
7.2% |
0.617 |
0.6% |
100% |
True |
False |
10,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.701 |
|
2.618 |
102.387 |
|
1.618 |
101.582 |
|
1.000 |
101.085 |
|
0.618 |
100.777 |
|
HIGH |
100.280 |
|
0.618 |
99.972 |
|
0.500 |
99.878 |
|
0.382 |
99.783 |
|
LOW |
99.475 |
|
0.618 |
98.978 |
|
1.000 |
98.670 |
|
1.618 |
98.173 |
|
2.618 |
97.368 |
|
4.250 |
96.054 |
|
|
| Fisher Pivots for day following 15-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
100.126 |
99.971 |
| PP |
100.002 |
99.692 |
| S1 |
99.878 |
99.413 |
|