ICE US Dollar Index Future March 2017
| Trading Metrics calculated at close of trading on 21-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
100.985 |
101.325 |
0.340 |
0.3% |
99.040 |
| High |
101.460 |
101.415 |
-0.045 |
0.0% |
101.460 |
| Low |
100.815 |
100.725 |
-0.090 |
-0.1% |
99.040 |
| Close |
101.198 |
101.028 |
-0.170 |
-0.2% |
101.198 |
| Range |
0.645 |
0.690 |
0.045 |
7.0% |
2.420 |
| ATR |
0.726 |
0.723 |
-0.003 |
-0.4% |
0.000 |
| Volume |
1,637 |
1,470 |
-167 |
-10.2% |
9,649 |
|
| Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.126 |
102.767 |
101.408 |
|
| R3 |
102.436 |
102.077 |
101.218 |
|
| R2 |
101.746 |
101.746 |
101.155 |
|
| R1 |
101.387 |
101.387 |
101.091 |
101.222 |
| PP |
101.056 |
101.056 |
101.056 |
100.973 |
| S1 |
100.697 |
100.697 |
100.965 |
100.532 |
| S2 |
100.366 |
100.366 |
100.902 |
|
| S3 |
99.676 |
100.007 |
100.838 |
|
| S4 |
98.986 |
99.317 |
100.649 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.826 |
106.932 |
102.529 |
|
| R3 |
105.406 |
104.512 |
101.864 |
|
| R2 |
102.986 |
102.986 |
101.642 |
|
| R1 |
102.092 |
102.092 |
101.420 |
102.539 |
| PP |
100.566 |
100.566 |
100.566 |
100.790 |
| S1 |
99.672 |
99.672 |
100.976 |
100.119 |
| S2 |
98.146 |
98.146 |
100.754 |
|
| S3 |
95.726 |
97.252 |
100.533 |
|
| S4 |
93.306 |
94.832 |
99.867 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.460 |
99.460 |
2.000 |
2.0% |
0.747 |
0.7% |
78% |
False |
False |
1,640 |
| 10 |
101.460 |
95.820 |
5.640 |
5.6% |
0.936 |
0.9% |
92% |
False |
False |
1,691 |
| 20 |
101.460 |
95.820 |
5.640 |
5.6% |
0.736 |
0.7% |
92% |
False |
False |
1,170 |
| 40 |
101.460 |
95.065 |
6.395 |
6.3% |
0.610 |
0.6% |
93% |
False |
False |
745 |
| 60 |
101.460 |
94.365 |
7.095 |
7.0% |
0.578 |
0.6% |
94% |
False |
False |
550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.348 |
|
2.618 |
103.221 |
|
1.618 |
102.531 |
|
1.000 |
102.105 |
|
0.618 |
101.841 |
|
HIGH |
101.415 |
|
0.618 |
101.151 |
|
0.500 |
101.070 |
|
0.382 |
100.989 |
|
LOW |
100.725 |
|
0.618 |
100.299 |
|
1.000 |
100.035 |
|
1.618 |
99.609 |
|
2.618 |
98.919 |
|
4.250 |
97.793 |
|
|
| Fisher Pivots for day following 21-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
101.070 |
100.916 |
| PP |
101.056 |
100.804 |
| S1 |
101.042 |
100.693 |
|