ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 14-Dec-2016

Day Change Summary
	Previous	Current
	13-Dec-2016	14-Dec-2016	Change	Change %	Previous Week
Open	100.970	101.050	0.080	0.1%	101.555
High	101.195	102.345	1.150	1.1%	101.800
Low	100.785	100.750	-0.035	0.0%	99.490
Close	101.107	101.770	0.663	0.7%	101.620
Range	0.410	1.595	1.185	289.0%	2.310
ATR	0.830	0.885	0.055	6.6%	0.000
Volume	36,786	66,530	29,744	80.9%	245,362

Daily Pivots for day following 14-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	106.407	105.683	102.647
R3	104.812	104.088	102.209
R2	103.217	103.217	102.062
R1	102.493	102.493	101.916	102.855
PP	101.622	101.622	101.622	101.803
S1	100.898	100.898	101.624	101.260
S2	100.027	100.027	101.478
S3	98.432	99.303	101.331
S4	96.837	97.708	100.893

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	107.900	107.070	102.890
R3	105.590	104.760	102.255
R2	103.280	103.280	102.043
R1	102.450	102.450	101.832	102.865
PP	100.970	100.970	100.970	101.178
S1	100.140	100.140	101.408	100.555
S2	98.660	98.660	101.197
S3	96.350	97.830	100.985
S4	94.040	95.520	100.350

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.345	99.490	2.855	2.8%	1.096	1.1%	80%	True	False	49,485
10	102.345	99.490	2.855	2.8%	0.960	0.9%	80%	True	False	46,334
20	102.345	99.490	2.855	2.8%	0.886	0.9%	80%	True	False	44,984
40	102.345	95.905	6.440	6.3%	0.791	0.8%	91%	True	False	37,092
60	102.345	94.950	7.395	7.3%	0.708	0.7%	92%	True	False	32,734
80	102.345	94.155	8.190	8.0%	0.678	0.7%	93%	True	False	26,496
100	102.345	94.050	8.295	8.2%	0.659	0.6%	93%	True	False	21,354
120	102.345	94.050	8.295	8.2%	0.641	0.6%	93%	True	False	17,867

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.227
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	109.124
2.618	106.521
1.618	104.926
1.000	103.940
0.618	103.331
HIGH	102.345
0.618	101.736
0.500	101.548
0.382	101.359
LOW	100.750
0.618	99.764
1.000	99.155
1.618	98.169
2.618	96.574
4.250	93.971

Fisher Pivots for day following 14-Dec-2016
Pivot	1 day	3 day
R1	101.696	101.696
PP	101.622	101.622
S1	101.548	101.548

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