ICE US Dollar Index Future March 2017
| Trading Metrics calculated at close of trading on 17-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
101.520 |
101.560 |
0.040 |
0.0% |
102.245 |
| High |
101.680 |
101.615 |
-0.065 |
-0.1% |
102.960 |
| Low |
100.830 |
100.235 |
-0.595 |
-0.6% |
100.700 |
| Close |
101.188 |
100.320 |
-0.868 |
-0.9% |
101.188 |
| Range |
0.850 |
1.380 |
0.530 |
62.4% |
2.260 |
| ATR |
0.906 |
0.939 |
0.034 |
3.7% |
0.000 |
| Volume |
38,032 |
61,480 |
23,448 |
61.7% |
231,001 |
|
| Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.863 |
103.972 |
101.079 |
|
| R3 |
103.483 |
102.592 |
100.700 |
|
| R2 |
102.103 |
102.103 |
100.573 |
|
| R1 |
101.212 |
101.212 |
100.447 |
100.968 |
| PP |
100.723 |
100.723 |
100.723 |
100.601 |
| S1 |
99.832 |
99.832 |
100.194 |
99.588 |
| S2 |
99.343 |
99.343 |
100.067 |
|
| S3 |
97.963 |
98.452 |
99.941 |
|
| S4 |
96.583 |
97.072 |
99.561 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.396 |
107.052 |
102.431 |
|
| R3 |
106.136 |
104.792 |
101.810 |
|
| R2 |
103.876 |
103.876 |
101.602 |
|
| R1 |
102.532 |
102.532 |
101.395 |
102.074 |
| PP |
101.616 |
101.616 |
101.616 |
101.387 |
| S1 |
100.272 |
100.272 |
100.981 |
99.814 |
| S2 |
99.356 |
99.356 |
100.774 |
|
| S3 |
97.096 |
98.012 |
100.567 |
|
| S4 |
94.836 |
95.752 |
99.945 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.960 |
100.235 |
2.725 |
2.7% |
1.125 |
1.1% |
3% |
False |
True |
52,292 |
| 10 |
103.815 |
100.235 |
3.580 |
3.6% |
1.061 |
1.1% |
2% |
False |
True |
47,870 |
| 20 |
103.815 |
100.235 |
3.580 |
3.6% |
0.812 |
0.8% |
2% |
False |
True |
36,799 |
| 40 |
103.815 |
99.250 |
4.565 |
4.6% |
0.857 |
0.9% |
23% |
False |
False |
23,893 |
| 60 |
103.815 |
95.820 |
7.995 |
8.0% |
0.806 |
0.8% |
56% |
False |
False |
16,279 |
| 80 |
103.815 |
94.945 |
8.870 |
8.8% |
0.724 |
0.7% |
61% |
False |
False |
12,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.480 |
|
2.618 |
105.228 |
|
1.618 |
103.848 |
|
1.000 |
102.995 |
|
0.618 |
102.468 |
|
HIGH |
101.615 |
|
0.618 |
101.088 |
|
0.500 |
100.925 |
|
0.382 |
100.762 |
|
LOW |
100.235 |
|
0.618 |
99.382 |
|
1.000 |
98.855 |
|
1.618 |
98.002 |
|
2.618 |
96.622 |
|
4.250 |
94.370 |
|
|
| Fisher Pivots for day following 17-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
100.925 |
101.003 |
| PP |
100.723 |
100.775 |
| S1 |
100.522 |
100.548 |
|