ICE US Dollar Index Future March 2017
| Trading Metrics calculated at close of trading on 08-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
100.440 |
100.130 |
-0.310 |
-0.3% |
101.385 |
| High |
100.495 |
101.155 |
0.660 |
0.7% |
101.775 |
| Low |
100.060 |
99.250 |
-0.810 |
-0.8% |
100.580 |
| Close |
100.141 |
101.013 |
0.872 |
0.9% |
100.756 |
| Range |
0.435 |
1.905 |
1.470 |
337.9% |
1.195 |
| ATR |
0.773 |
0.854 |
0.081 |
10.5% |
0.000 |
| Volume |
5,802 |
14,323 |
8,521 |
146.9% |
15,249 |
|
| Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.188 |
105.505 |
102.061 |
|
| R3 |
104.283 |
103.600 |
101.537 |
|
| R2 |
102.378 |
102.378 |
101.362 |
|
| R1 |
101.695 |
101.695 |
101.188 |
102.037 |
| PP |
100.473 |
100.473 |
100.473 |
100.643 |
| S1 |
99.790 |
99.790 |
100.838 |
100.132 |
| S2 |
98.568 |
98.568 |
100.664 |
|
| S3 |
96.663 |
97.885 |
100.489 |
|
| S4 |
94.758 |
95.980 |
99.965 |
|
|
| 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 |
101.710 |
99.250 |
2.460 |
2.4% |
1.073 |
1.1% |
72% |
False |
True |
9,842 |
| 10 |
101.865 |
99.250 |
2.615 |
2.6% |
0.937 |
0.9% |
67% |
False |
True |
6,269 |
| 20 |
102.025 |
98.480 |
3.545 |
3.5% |
0.848 |
0.8% |
71% |
False |
False |
3,920 |
| 40 |
102.025 |
95.820 |
6.205 |
6.1% |
0.728 |
0.7% |
84% |
False |
False |
2,309 |
| 60 |
102.025 |
94.885 |
7.140 |
7.1% |
0.661 |
0.7% |
86% |
False |
False |
1,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.251 |
|
2.618 |
106.142 |
|
1.618 |
104.237 |
|
1.000 |
103.060 |
|
0.618 |
102.332 |
|
HIGH |
101.155 |
|
0.618 |
100.427 |
|
0.500 |
100.203 |
|
0.382 |
99.978 |
|
LOW |
99.250 |
|
0.618 |
98.073 |
|
1.000 |
97.345 |
|
1.618 |
96.168 |
|
2.618 |
94.263 |
|
4.250 |
91.154 |
|
|
| Fisher Pivots for day following 08-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
100.743 |
100.743 |
| PP |
100.473 |
100.473 |
| S1 |
100.203 |
100.203 |
|