ICE US Dollar Index Future March 2017

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	101.490	100.860	-0.630	-0.6%	101.385
High	101.515	101.055	-0.460	-0.5%	101.775
Low	100.845	100.610	-0.235	-0.2%	100.580
Close	100.999	100.756	-0.243	-0.2%	100.756
Range	0.670	0.445	-0.225	-33.6%	1.195
ATR	0.746	0.724	-0.021	-2.9%	0.000
Volume	1,374	3,234	1,860	135.4%	15,249

Daily Pivots for day following 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	102.142	101.894	101.001
R3	101.697	101.449	100.878
R2	101.252	101.252	100.838
R1	101.004	101.004	100.797	100.906
PP	100.807	100.807	100.807	100.758
S1	100.559	100.559	100.715	100.461
S2	100.362	100.362	100.674
S3	99.917	100.114	100.634
S4	99.472	99.669	100.511

Weekly Pivots for week ending 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	104.622	103.884	101.413
R3	103.427	102.689	101.085
R2	102.232	102.232	100.975
R1	101.494	101.494	100.866	101.266
PP	101.037	101.037	101.037	100.923
S1	100.299	100.299	100.646	100.071
S2	99.842	99.842	100.537
S3	98.647	99.104	100.427
S4	97.452	97.909	100.099

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.775	100.580	1.195	1.2%	0.747	0.7%	15%	False	False	3,049
10	102.025	100.580	1.445	1.4%	0.730	0.7%	12%	False	False	2,202
20	102.025	95.820	6.205	6.2%	0.830	0.8%	80%	False	False	1,909
40	102.025	95.820	6.205	6.2%	0.662	0.7%	80%	False	False	1,198
60	102.025	94.825	7.200	7.1%	0.609	0.6%	82%	False	False	880

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.144
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	102.946
2.618	102.220
1.618	101.775
1.000	101.500
0.618	101.330
HIGH	101.055
0.618	100.885
0.500	100.833
0.382	100.780
LOW	100.610
0.618	100.335
1.000	100.165
1.618	99.890
2.618	99.445
4.250	98.719

Fisher Pivots for day following 02-Dec-2016
Pivot	1 day	3 day
R1	100.833	101.193
PP	100.807	101.047
S1	100.782	100.902

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