ICE US Dollar Index Future March 2017
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 |
101.750 |
101.385 |
-0.365 |
-0.4% |
101.325 |
High |
101.865 |
101.530 |
-0.335 |
-0.3% |
102.025 |
Low |
101.155 |
100.580 |
-0.575 |
-0.6% |
100.635 |
Close |
101.451 |
101.278 |
-0.173 |
-0.2% |
101.451 |
Range |
0.710 |
0.950 |
0.240 |
33.8% |
1.390 |
ATR |
0.721 |
0.738 |
0.016 |
2.3% |
0.000 |
Volume |
1,467 |
4,154 |
2,687 |
183.2% |
6,771 |
|
Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.979 |
103.579 |
101.801 |
|
R3 |
103.029 |
102.629 |
101.539 |
|
R2 |
102.079 |
102.079 |
101.452 |
|
R1 |
101.679 |
101.679 |
101.365 |
101.404 |
PP |
101.129 |
101.129 |
101.129 |
100.992 |
S1 |
100.729 |
100.729 |
101.191 |
100.454 |
S2 |
100.179 |
100.179 |
101.104 |
|
S3 |
99.229 |
99.779 |
101.017 |
|
S4 |
98.279 |
98.829 |
100.756 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.540 |
104.886 |
102.216 |
|
R3 |
104.150 |
103.496 |
101.833 |
|
R2 |
102.760 |
102.760 |
101.706 |
|
R1 |
102.106 |
102.106 |
101.578 |
102.433 |
PP |
101.370 |
101.370 |
101.370 |
101.534 |
S1 |
100.716 |
100.716 |
101.324 |
101.043 |
S2 |
99.980 |
99.980 |
101.196 |
|
S3 |
98.590 |
99.326 |
101.069 |
|
S4 |
97.200 |
97.936 |
100.687 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.025 |
100.580 |
1.445 |
1.4% |
0.765 |
0.8% |
48% |
False |
True |
1,891 |
10 |
102.025 |
99.460 |
2.565 |
2.5% |
0.756 |
0.7% |
71% |
False |
False |
1,765 |
20 |
102.025 |
95.820 |
6.205 |
6.1% |
0.801 |
0.8% |
88% |
False |
False |
1,530 |
40 |
102.025 |
95.600 |
6.425 |
6.3% |
0.654 |
0.6% |
88% |
False |
False |
959 |
60 |
102.025 |
94.365 |
7.660 |
7.6% |
0.606 |
0.6% |
90% |
False |
False |
701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.568 |
2.618 |
104.017 |
1.618 |
103.067 |
1.000 |
102.480 |
0.618 |
102.117 |
HIGH |
101.530 |
0.618 |
101.167 |
0.500 |
101.055 |
0.382 |
100.943 |
LOW |
100.580 |
0.618 |
99.993 |
1.000 |
99.630 |
1.618 |
99.043 |
2.618 |
98.093 |
4.250 |
96.543 |
|
|
Fisher Pivots for day following 28-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
101.204 |
101.303 |
PP |
101.129 |
101.294 |
S1 |
101.055 |
101.286 |
|