ICE US Dollar Index Future March 2017
| Trading Metrics calculated at close of trading on 05-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
100.860 |
101.100 |
0.240 |
0.2% |
101.385 |
| High |
101.055 |
101.710 |
0.655 |
0.6% |
101.775 |
| Low |
100.610 |
99.735 |
-0.875 |
-0.9% |
100.580 |
| Close |
100.756 |
99.967 |
-0.789 |
-0.8% |
100.756 |
| Range |
0.445 |
1.975 |
1.530 |
343.8% |
1.195 |
| ATR |
0.724 |
0.814 |
0.089 |
12.3% |
0.000 |
| Volume |
3,234 |
22,240 |
19,006 |
587.7% |
15,249 |
|
| Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.396 |
105.156 |
101.053 |
|
| R3 |
104.421 |
103.181 |
100.510 |
|
| R2 |
102.446 |
102.446 |
100.329 |
|
| R1 |
101.206 |
101.206 |
100.148 |
100.839 |
| PP |
100.471 |
100.471 |
100.471 |
100.287 |
| S1 |
99.231 |
99.231 |
99.786 |
98.864 |
| S2 |
98.496 |
98.496 |
99.605 |
|
| S3 |
96.521 |
97.256 |
99.424 |
|
| S4 |
94.546 |
95.281 |
98.881 |
|
|
| 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 |
99.735 |
2.040 |
2.0% |
0.952 |
1.0% |
11% |
False |
True |
6,667 |
| 10 |
102.025 |
99.735 |
2.290 |
2.3% |
0.859 |
0.9% |
10% |
False |
True |
4,279 |
| 20 |
102.025 |
95.820 |
6.205 |
6.2% |
0.897 |
0.9% |
67% |
False |
False |
2,985 |
| 40 |
102.025 |
95.820 |
6.205 |
6.2% |
0.701 |
0.7% |
67% |
False |
False |
1,746 |
| 60 |
102.025 |
94.885 |
7.140 |
7.1% |
0.634 |
0.6% |
71% |
False |
False |
1,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.104 |
|
2.618 |
106.881 |
|
1.618 |
104.906 |
|
1.000 |
103.685 |
|
0.618 |
102.931 |
|
HIGH |
101.710 |
|
0.618 |
100.956 |
|
0.500 |
100.723 |
|
0.382 |
100.489 |
|
LOW |
99.735 |
|
0.618 |
98.514 |
|
1.000 |
97.760 |
|
1.618 |
96.539 |
|
2.618 |
94.564 |
|
4.250 |
91.341 |
|
|
| Fisher Pivots for day following 05-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
100.723 |
100.723 |
| PP |
100.471 |
100.471 |
| S1 |
100.219 |
100.219 |
|