ICE US Dollar Index Future March 2017
| Trading Metrics calculated at close of trading on 06-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
101.100 |
100.080 |
-1.020 |
-1.0% |
101.385 |
| High |
101.710 |
100.485 |
-1.225 |
-1.2% |
101.775 |
| Low |
99.735 |
99.880 |
0.145 |
0.1% |
100.580 |
| Close |
99.967 |
100.395 |
0.428 |
0.4% |
100.756 |
| Range |
1.975 |
0.605 |
-1.370 |
-69.4% |
1.195 |
| ATR |
0.814 |
0.799 |
-0.015 |
-1.8% |
0.000 |
| Volume |
22,240 |
3,614 |
-18,626 |
-83.8% |
15,249 |
|
| Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.068 |
101.837 |
100.728 |
|
| R3 |
101.463 |
101.232 |
100.561 |
|
| R2 |
100.858 |
100.858 |
100.506 |
|
| R1 |
100.627 |
100.627 |
100.450 |
100.743 |
| PP |
100.253 |
100.253 |
100.253 |
100.311 |
| S1 |
100.022 |
100.022 |
100.340 |
100.138 |
| S2 |
99.648 |
99.648 |
100.284 |
|
| S3 |
99.043 |
99.417 |
100.229 |
|
| S4 |
98.438 |
98.812 |
100.062 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.622 |
103.884 |
101.413 |
|
| R3 |
103.427 |
102.689 |
101.085 |
|
| R2 |
102.232 |
102.232 |
100.975 |
|
| R1 |
101.494 |
101.494 |
100.866 |
101.266 |
| PP |
101.037 |
101.037 |
101.037 |
100.923 |
| S1 |
100.299 |
100.299 |
100.646 |
100.071 |
| S2 |
99.842 |
99.842 |
100.537 |
|
| S3 |
98.647 |
99.104 |
100.427 |
|
| S4 |
97.452 |
97.909 |
100.099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.775 |
99.735 |
2.040 |
2.0% |
0.925 |
0.9% |
32% |
False |
False |
6,935 |
| 10 |
102.025 |
99.735 |
2.290 |
2.3% |
0.855 |
0.9% |
29% |
False |
False |
4,514 |
| 20 |
102.025 |
95.820 |
6.205 |
6.2% |
0.908 |
0.9% |
74% |
False |
False |
3,137 |
| 40 |
102.025 |
95.820 |
6.205 |
6.2% |
0.698 |
0.7% |
74% |
False |
False |
1,824 |
| 60 |
102.025 |
94.885 |
7.140 |
7.1% |
0.637 |
0.6% |
77% |
False |
False |
1,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.056 |
|
2.618 |
102.069 |
|
1.618 |
101.464 |
|
1.000 |
101.090 |
|
0.618 |
100.859 |
|
HIGH |
100.485 |
|
0.618 |
100.254 |
|
0.500 |
100.183 |
|
0.382 |
100.111 |
|
LOW |
99.880 |
|
0.618 |
99.506 |
|
1.000 |
99.275 |
|
1.618 |
98.901 |
|
2.618 |
98.296 |
|
4.250 |
97.309 |
|
|
| Fisher Pivots for day following 06-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
100.324 |
100.723 |
| PP |
100.253 |
100.613 |
| S1 |
100.183 |
100.504 |
|