ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 02-Dec-2016

Day Change Summary
	Previous	Current
	01-Dec-2016	02-Dec-2016	Change	Change %	Previous Week
Open	101.560	100.950	-0.610	-0.6%	101.430
High	101.615	101.175	-0.440	-0.4%	101.880
Low	100.950	100.705	-0.245	-0.2%	100.675
Close	101.099	100.861	-0.238	-0.2%	100.861
Range	0.665	0.470	-0.195	-29.3%	1.205
ATR	0.775	0.753	-0.022	-2.8%	0.000
Volume	35,284	41,184	5,900	16.7%	206,724

Daily Pivots for day following 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	102.324	102.062	101.120
R3	101.854	101.592	100.990
R2	101.384	101.384	100.947
R1	101.122	101.122	100.904	101.018
PP	100.914	100.914	100.914	100.862
S1	100.652	100.652	100.818	100.548
S2	100.444	100.444	100.775
S3	99.974	100.182	100.732
S4	99.504	99.712	100.603

Weekly Pivots for week ending 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	104.754	104.012	101.524
R3	103.549	102.807	101.192
R2	102.344	102.344	101.082
R1	101.602	101.602	100.971	101.371
PP	101.139	101.139	101.139	101.023
S1	100.397	100.397	100.751	100.166
S2	99.934	99.934	100.640
S3	98.729	99.192	100.530
S4	97.524	97.987	100.198

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.880	100.675	1.205	1.2%	0.760	0.8%	15%	False	False	41,344
10	101.970	100.675	1.295	1.3%	0.754	0.7%	14%	False	False	41,451
20	101.970	95.905	6.065	6.0%	0.842	0.8%	82%	False	False	41,459
40	101.970	95.905	6.065	6.0%	0.694	0.7%	82%	False	False	32,765
60	101.970	94.760	7.210	7.1%	0.644	0.6%	85%	False	False	28,518
80	101.970	94.050	7.920	7.9%	0.631	0.6%	86%	False	False	21,770
100	101.970	94.050	7.920	7.9%	0.613	0.6%	86%	False	False	17,516
120	101.970	93.100	8.870	8.8%	0.635	0.6%	87%	False	False	14,680

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.156
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	103.173
2.618	102.405
1.618	101.935
1.000	101.645
0.618	101.465
HIGH	101.175
0.618	100.995
0.500	100.940
0.382	100.885
LOW	100.705
0.618	100.415
1.000	100.235
1.618	99.945
2.618	99.475
4.250	98.708

Fisher Pivots for day following 02-Dec-2016
Pivot	1 day	3 day
R1	100.940	101.293
PP	100.914	101.149
S1	100.887	101.005

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