ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 16-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
102.480 |
103.130 |
0.650 |
0.6% |
101.645 |
| High |
103.565 |
103.270 |
-0.295 |
-0.3% |
103.565 |
| Low |
102.160 |
102.620 |
0.460 |
0.5% |
100.750 |
| Close |
103.053 |
102.954 |
-0.099 |
-0.1% |
102.954 |
| Range |
1.405 |
0.650 |
-0.755 |
-53.7% |
2.815 |
| ATR |
0.950 |
0.929 |
-0.021 |
-2.3% |
0.000 |
| Volume |
57,742 |
13,416 |
-44,326 |
-76.8% |
212,672 |
|
| Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.898 |
104.576 |
103.312 |
|
| R3 |
104.248 |
103.926 |
103.133 |
|
| R2 |
103.598 |
103.598 |
103.073 |
|
| R1 |
103.276 |
103.276 |
103.014 |
103.112 |
| PP |
102.948 |
102.948 |
102.948 |
102.866 |
| S1 |
102.626 |
102.626 |
102.894 |
102.462 |
| S2 |
102.298 |
102.298 |
102.835 |
|
| S3 |
101.648 |
101.976 |
102.775 |
|
| S4 |
100.998 |
101.326 |
102.597 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.868 |
109.726 |
104.502 |
|
| R3 |
108.053 |
106.911 |
103.728 |
|
| R2 |
105.238 |
105.238 |
103.470 |
|
| R1 |
104.096 |
104.096 |
103.212 |
104.667 |
| PP |
102.423 |
102.423 |
102.423 |
102.709 |
| S1 |
101.281 |
101.281 |
102.696 |
101.852 |
| S2 |
99.608 |
99.608 |
102.438 |
|
| S3 |
96.793 |
98.466 |
102.180 |
|
| S4 |
93.978 |
95.651 |
101.406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.565 |
100.750 |
2.815 |
2.7% |
1.004 |
1.0% |
78% |
False |
False |
42,534 |
| 10 |
103.565 |
99.490 |
4.075 |
4.0% |
1.052 |
1.0% |
85% |
False |
False |
45,803 |
| 20 |
103.565 |
99.490 |
4.075 |
4.0% |
0.903 |
0.9% |
85% |
False |
False |
43,627 |
| 40 |
103.565 |
95.905 |
7.660 |
7.4% |
0.816 |
0.8% |
92% |
False |
False |
37,613 |
| 60 |
103.565 |
95.020 |
8.545 |
8.3% |
0.716 |
0.7% |
93% |
False |
False |
33,026 |
| 80 |
103.565 |
94.155 |
9.410 |
9.1% |
0.695 |
0.7% |
94% |
False |
False |
27,366 |
| 100 |
103.565 |
94.050 |
9.515 |
9.2% |
0.669 |
0.6% |
94% |
False |
False |
22,058 |
| 120 |
103.565 |
94.050 |
9.515 |
9.2% |
0.648 |
0.6% |
94% |
False |
False |
18,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.033 |
|
2.618 |
104.972 |
|
1.618 |
104.322 |
|
1.000 |
103.920 |
|
0.618 |
103.672 |
|
HIGH |
103.270 |
|
0.618 |
103.022 |
|
0.500 |
102.945 |
|
0.382 |
102.868 |
|
LOW |
102.620 |
|
0.618 |
102.218 |
|
1.000 |
101.970 |
|
1.618 |
101.568 |
|
2.618 |
100.918 |
|
4.250 |
99.858 |
|
|
| Fisher Pivots for day following 16-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
102.951 |
102.689 |
| PP |
102.948 |
102.423 |
| S1 |
102.945 |
102.158 |
|