ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 08-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
100.570 |
100.240 |
-0.330 |
-0.3% |
101.430 |
| High |
100.630 |
101.275 |
0.645 |
0.6% |
101.880 |
| Low |
100.180 |
99.490 |
-0.690 |
-0.7% |
100.675 |
| Close |
100.268 |
101.125 |
0.857 |
0.9% |
100.861 |
| Range |
0.450 |
1.785 |
1.335 |
296.7% |
1.205 |
| ATR |
0.794 |
0.865 |
0.071 |
8.9% |
0.000 |
| Volume |
26,696 |
75,792 |
49,096 |
183.9% |
206,724 |
|
| Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.985 |
105.340 |
102.107 |
|
| R3 |
104.200 |
103.555 |
101.616 |
|
| R2 |
102.415 |
102.415 |
101.452 |
|
| R1 |
101.770 |
101.770 |
101.289 |
102.092 |
| PP |
100.630 |
100.630 |
100.630 |
100.791 |
| S1 |
99.985 |
99.985 |
100.961 |
100.308 |
| S2 |
98.845 |
98.845 |
100.798 |
|
| S3 |
97.060 |
98.200 |
100.634 |
|
| S4 |
95.275 |
96.415 |
100.143 |
|
|
| 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 |
101.800 |
99.490 |
2.310 |
2.3% |
1.048 |
1.0% |
71% |
False |
True |
51,285 |
| 10 |
101.970 |
99.490 |
2.480 |
2.5% |
0.929 |
0.9% |
66% |
False |
True |
45,362 |
| 20 |
101.970 |
98.320 |
3.650 |
3.6% |
0.865 |
0.9% |
77% |
False |
False |
44,974 |
| 40 |
101.970 |
95.905 |
6.065 |
6.0% |
0.746 |
0.7% |
86% |
False |
False |
34,966 |
| 60 |
101.970 |
94.950 |
7.020 |
6.9% |
0.685 |
0.7% |
88% |
False |
False |
31,357 |
| 80 |
101.970 |
94.050 |
7.920 |
7.8% |
0.656 |
0.6% |
89% |
False |
False |
24,417 |
| 100 |
101.970 |
94.050 |
7.920 |
7.8% |
0.640 |
0.6% |
89% |
False |
False |
19,653 |
| 120 |
101.970 |
93.100 |
8.870 |
8.8% |
0.651 |
0.6% |
90% |
False |
False |
16,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.861 |
|
2.618 |
105.948 |
|
1.618 |
104.163 |
|
1.000 |
103.060 |
|
0.618 |
102.378 |
|
HIGH |
101.275 |
|
0.618 |
100.593 |
|
0.500 |
100.383 |
|
0.382 |
100.172 |
|
LOW |
99.490 |
|
0.618 |
98.387 |
|
1.000 |
97.705 |
|
1.618 |
96.602 |
|
2.618 |
94.817 |
|
4.250 |
91.904 |
|
|
| Fisher Pivots for day following 08-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
100.878 |
100.878 |
| PP |
100.630 |
100.630 |
| S1 |
100.383 |
100.383 |
|