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 |
|
|
|
| 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 |
|