ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 24-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
100.750 |
99.980 |
-0.770 |
-0.8% |
101.560 |
High |
100.750 |
100.395 |
-0.355 |
-0.4% |
101.710 |
Low |
99.920 |
99.885 |
-0.035 |
0.0% |
100.235 |
Close |
100.130 |
100.339 |
0.209 |
0.2% |
100.690 |
Range |
0.830 |
0.510 |
-0.320 |
-38.6% |
1.475 |
ATR |
0.919 |
0.889 |
-0.029 |
-3.2% |
0.000 |
Volume |
40,266 |
29,391 |
-10,875 |
-27.0% |
195,289 |
|
Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.736 |
101.548 |
100.620 |
|
R3 |
101.226 |
101.038 |
100.479 |
|
R2 |
100.716 |
100.716 |
100.433 |
|
R1 |
100.528 |
100.528 |
100.386 |
100.622 |
PP |
100.206 |
100.206 |
100.206 |
100.254 |
S1 |
100.018 |
100.018 |
100.292 |
100.112 |
S2 |
99.696 |
99.696 |
100.246 |
|
S3 |
99.186 |
99.508 |
100.199 |
|
S4 |
98.676 |
98.998 |
100.059 |
|
|
Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.303 |
104.472 |
101.501 |
|
R3 |
103.828 |
102.997 |
101.096 |
|
R2 |
102.353 |
102.353 |
100.960 |
|
R1 |
101.522 |
101.522 |
100.825 |
101.200 |
PP |
100.878 |
100.878 |
100.878 |
100.718 |
S1 |
100.047 |
100.047 |
100.555 |
99.725 |
S2 |
99.403 |
99.403 |
100.420 |
|
S3 |
97.928 |
98.572 |
100.284 |
|
S4 |
96.453 |
97.097 |
99.879 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.710 |
99.885 |
1.825 |
1.8% |
0.785 |
0.8% |
25% |
False |
True |
40,693 |
10 |
102.960 |
99.885 |
3.075 |
3.1% |
0.955 |
1.0% |
15% |
False |
True |
46,492 |
20 |
103.815 |
99.885 |
3.930 |
3.9% |
0.850 |
0.8% |
12% |
False |
True |
39,608 |
40 |
103.815 |
99.250 |
4.565 |
4.5% |
0.867 |
0.9% |
24% |
False |
False |
28,806 |
60 |
103.815 |
95.820 |
7.995 |
8.0% |
0.835 |
0.8% |
57% |
False |
False |
19,634 |
80 |
103.815 |
95.210 |
8.605 |
8.6% |
0.752 |
0.7% |
60% |
False |
False |
14,817 |
100 |
103.815 |
94.365 |
9.450 |
9.4% |
0.703 |
0.7% |
63% |
False |
False |
11,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.563 |
2.618 |
101.730 |
1.618 |
101.220 |
1.000 |
100.905 |
0.618 |
100.710 |
HIGH |
100.395 |
0.618 |
100.200 |
0.500 |
100.140 |
0.382 |
100.080 |
LOW |
99.885 |
0.618 |
99.570 |
1.000 |
99.375 |
1.618 |
99.060 |
2.618 |
98.550 |
4.250 |
97.718 |
|
|
Fisher Pivots for day following 24-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
100.273 |
100.685 |
PP |
100.206 |
100.570 |
S1 |
100.140 |
100.454 |
|