ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 28-Nov-2016

Day Change Summary
	Previous	Current
	25-Nov-2016	28-Nov-2016	Change	Change %	Previous Week
Open	101.840	101.430	-0.410	-0.4%	101.400
High	101.970	101.630	-0.340	-0.3%	101.970
Low	101.245	100.675	-0.570	-0.6%	100.710
Close	101.546	101.368	-0.178	-0.2%	101.546
Range	0.725	0.955	0.230	31.7%	1.260
ATR	0.757	0.771	0.014	1.9%	0.000
Volume	31,655	46,060	14,405	45.5%	150,493

Daily Pivots for day following 28-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	104.089	103.684	101.893
R3	103.134	102.729	101.631
R2	102.179	102.179	101.543
R1	101.774	101.774	101.456	101.499
PP	101.224	101.224	101.224	101.087
S1	100.819	100.819	101.280	100.544
S2	100.269	100.269	101.193
S3	99.314	99.864	101.105
S4	98.359	98.909	100.843

Weekly Pivots for week ending 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	105.189	104.627	102.239
R3	103.929	103.367	101.893
R2	102.669	102.669	101.777
R1	102.107	102.107	101.662	102.388
PP	101.409	101.409	101.409	101.549
S1	100.847	100.847	101.431	101.128
S2	100.149	100.149	101.315
S3	98.889	99.587	101.200
S4	97.629	98.327	100.853

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.970	100.675	1.295	1.3%	0.808	0.8%	54%	False	True	39,310
10	101.970	99.100	2.870	2.8%	0.835	0.8%	79%	False	False	45,033
20	101.970	95.905	6.065	6.0%	0.813	0.8%	90%	False	False	37,975
40	101.970	95.390	6.580	6.5%	0.676	0.7%	91%	False	False	31,441
60	101.970	94.385	7.585	7.5%	0.644	0.6%	92%	False	False	26,057
80	101.970	94.050	7.920	7.8%	0.624	0.6%	92%	False	False	19,789
100	101.970	94.050	7.920	7.8%	0.609	0.6%	92%	False	False	15,921
120	101.970	93.100	8.870	8.8%	0.632	0.6%	93%	False	False	13,347

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.172
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	105.689
2.618	104.130
1.618	103.175
1.000	102.585
0.618	102.220
HIGH	101.630
0.618	101.265
0.500	101.153
0.382	101.040
LOW	100.675
0.618	100.085
1.000	99.720
1.618	99.130
2.618	98.175
4.250	96.616

Fisher Pivots for day following 28-Nov-2016
Pivot	1 day	3 day
R1	101.296	101.353
PP	101.224	101.338
S1	101.153	101.323

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols