ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 23-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
100.835 |
101.105 |
0.270 |
0.3% |
99.135 |
| High |
101.370 |
101.960 |
0.590 |
0.6% |
101.540 |
| Low |
100.710 |
100.960 |
0.250 |
0.2% |
99.100 |
| Close |
101.106 |
101.759 |
0.653 |
0.6% |
101.283 |
| Range |
0.660 |
1.000 |
0.340 |
51.5% |
2.440 |
| ATR |
0.741 |
0.760 |
0.018 |
2.5% |
0.000 |
| Volume |
33,989 |
43,009 |
9,020 |
26.5% |
253,785 |
|
| Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.560 |
104.159 |
102.309 |
|
| R3 |
103.560 |
103.159 |
102.034 |
|
| R2 |
102.560 |
102.560 |
101.942 |
|
| R1 |
102.159 |
102.159 |
101.851 |
102.360 |
| PP |
101.560 |
101.560 |
101.560 |
101.660 |
| S1 |
101.159 |
101.159 |
101.667 |
101.360 |
| S2 |
100.560 |
100.560 |
101.576 |
|
| S3 |
99.560 |
100.159 |
101.484 |
|
| S4 |
98.560 |
99.159 |
101.209 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.961 |
107.062 |
102.625 |
|
| R3 |
105.521 |
104.622 |
101.954 |
|
| R2 |
103.081 |
103.081 |
101.730 |
|
| R1 |
102.182 |
102.182 |
101.507 |
102.632 |
| PP |
100.641 |
100.641 |
100.641 |
100.866 |
| S1 |
99.742 |
99.742 |
101.059 |
100.192 |
| S2 |
98.201 |
98.201 |
100.836 |
|
| S3 |
95.761 |
97.302 |
100.612 |
|
| S4 |
93.321 |
94.862 |
99.941 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.960 |
99.980 |
1.980 |
1.9% |
0.808 |
0.8% |
90% |
True |
False |
46,284 |
| 10 |
101.960 |
98.320 |
3.640 |
3.6% |
0.801 |
0.8% |
94% |
True |
False |
44,586 |
| 20 |
101.960 |
95.905 |
6.055 |
6.0% |
0.790 |
0.8% |
97% |
True |
False |
36,328 |
| 40 |
101.960 |
95.245 |
6.715 |
6.6% |
0.659 |
0.6% |
97% |
True |
False |
30,736 |
| 60 |
101.960 |
94.385 |
7.575 |
7.4% |
0.632 |
0.6% |
97% |
True |
False |
24,806 |
| 80 |
101.960 |
94.050 |
7.910 |
7.8% |
0.614 |
0.6% |
97% |
True |
False |
18,829 |
| 100 |
101.960 |
94.050 |
7.910 |
7.8% |
0.601 |
0.6% |
97% |
True |
False |
15,153 |
| 120 |
101.960 |
93.100 |
8.860 |
8.7% |
0.627 |
0.6% |
98% |
True |
False |
12,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.210 |
|
2.618 |
104.578 |
|
1.618 |
103.578 |
|
1.000 |
102.960 |
|
0.618 |
102.578 |
|
HIGH |
101.960 |
|
0.618 |
101.578 |
|
0.500 |
101.460 |
|
0.382 |
101.342 |
|
LOW |
100.960 |
|
0.618 |
100.342 |
|
1.000 |
99.960 |
|
1.618 |
99.342 |
|
2.618 |
98.342 |
|
4.250 |
96.710 |
|
|
| Fisher Pivots for day following 23-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
101.659 |
101.618 |
| PP |
101.560 |
101.476 |
| S1 |
101.460 |
101.335 |
|