ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 19-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
103.130 |
102.815 |
-0.315 |
-0.3% |
101.645 |
| High |
103.270 |
103.110 |
-0.160 |
-0.2% |
103.565 |
| Low |
102.620 |
102.545 |
-0.075 |
-0.1% |
100.750 |
| Close |
102.954 |
102.900 |
-0.054 |
-0.1% |
102.954 |
| Range |
0.650 |
0.565 |
-0.085 |
-13.1% |
2.815 |
| ATR |
0.929 |
0.903 |
-0.026 |
-2.8% |
0.000 |
| Volume |
13,416 |
1,218 |
-12,198 |
-90.9% |
212,672 |
|
| Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.547 |
104.288 |
103.211 |
|
| R3 |
103.982 |
103.723 |
103.055 |
|
| R2 |
103.417 |
103.417 |
103.004 |
|
| R1 |
103.158 |
103.158 |
102.952 |
103.288 |
| PP |
102.852 |
102.852 |
102.852 |
102.916 |
| S1 |
102.593 |
102.593 |
102.848 |
102.723 |
| S2 |
102.287 |
102.287 |
102.796 |
|
| S3 |
101.722 |
102.028 |
102.745 |
|
| S4 |
101.157 |
101.463 |
102.589 |
|
|
| 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% |
0.925 |
0.9% |
76% |
False |
False |
35,138 |
| 10 |
103.565 |
99.490 |
4.075 |
4.0% |
0.915 |
0.9% |
84% |
False |
False |
37,879 |
| 20 |
103.565 |
99.490 |
4.075 |
4.0% |
0.898 |
0.9% |
84% |
False |
False |
40,823 |
| 40 |
103.565 |
95.905 |
7.660 |
7.4% |
0.818 |
0.8% |
91% |
False |
False |
37,142 |
| 60 |
103.565 |
95.020 |
8.545 |
8.3% |
0.720 |
0.7% |
92% |
False |
False |
32,776 |
| 80 |
103.565 |
94.155 |
9.410 |
9.1% |
0.699 |
0.7% |
93% |
False |
False |
27,376 |
| 100 |
103.565 |
94.050 |
9.515 |
9.2% |
0.670 |
0.7% |
93% |
False |
False |
22,062 |
| 120 |
103.565 |
94.050 |
9.515 |
9.2% |
0.645 |
0.6% |
93% |
False |
False |
18,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.511 |
|
2.618 |
104.589 |
|
1.618 |
104.024 |
|
1.000 |
103.675 |
|
0.618 |
103.459 |
|
HIGH |
103.110 |
|
0.618 |
102.894 |
|
0.500 |
102.828 |
|
0.382 |
102.761 |
|
LOW |
102.545 |
|
0.618 |
102.196 |
|
1.000 |
101.980 |
|
1.618 |
101.631 |
|
2.618 |
101.066 |
|
4.250 |
100.144 |
|
|
| Fisher Pivots for day following 19-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
102.876 |
102.888 |
| PP |
102.852 |
102.875 |
| S1 |
102.828 |
102.863 |
|