ICE US Dollar Index Future March 2017
| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
100.875 |
100.950 |
0.075 |
0.1% |
101.100 |
| High |
101.090 |
102.305 |
1.215 |
1.2% |
101.710 |
| Low |
100.680 |
100.635 |
-0.045 |
0.0% |
99.250 |
| Close |
100.992 |
101.728 |
0.736 |
0.7% |
101.505 |
| Range |
0.410 |
1.670 |
1.260 |
307.3% |
2.460 |
| ATR |
0.819 |
0.880 |
0.061 |
7.4% |
0.000 |
| Volume |
18,445 |
31,440 |
12,995 |
70.5% |
50,811 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.566 |
105.817 |
102.647 |
|
| R3 |
104.896 |
104.147 |
102.187 |
|
| R2 |
103.226 |
103.226 |
102.034 |
|
| R1 |
102.477 |
102.477 |
101.881 |
102.852 |
| PP |
101.556 |
101.556 |
101.556 |
101.743 |
| S1 |
100.807 |
100.807 |
101.575 |
101.182 |
| S2 |
99.886 |
99.886 |
101.422 |
|
| S3 |
98.216 |
99.137 |
101.269 |
|
| S4 |
96.546 |
97.467 |
100.810 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.202 |
107.313 |
102.858 |
|
| R3 |
105.742 |
104.853 |
102.182 |
|
| R2 |
103.282 |
103.282 |
101.956 |
|
| R1 |
102.393 |
102.393 |
101.731 |
102.838 |
| PP |
100.822 |
100.822 |
100.822 |
101.044 |
| S1 |
99.933 |
99.933 |
101.280 |
100.378 |
| S2 |
98.362 |
98.362 |
101.054 |
|
| S3 |
95.902 |
97.473 |
100.829 |
|
| S4 |
93.442 |
95.013 |
100.152 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.305 |
99.250 |
3.055 |
3.0% |
1.127 |
1.1% |
81% |
True |
False |
16,277 |
| 10 |
102.305 |
99.250 |
3.055 |
3.0% |
0.977 |
1.0% |
81% |
True |
False |
11,765 |
| 20 |
102.305 |
99.250 |
3.055 |
3.0% |
0.880 |
0.9% |
81% |
True |
False |
6,974 |
| 40 |
102.305 |
95.820 |
6.485 |
6.4% |
0.786 |
0.8% |
91% |
True |
False |
3,955 |
| 60 |
102.305 |
94.885 |
7.420 |
7.3% |
0.680 |
0.7% |
92% |
True |
False |
2,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.403 |
|
2.618 |
106.677 |
|
1.618 |
105.007 |
|
1.000 |
103.975 |
|
0.618 |
103.337 |
|
HIGH |
102.305 |
|
0.618 |
101.667 |
|
0.500 |
101.470 |
|
0.382 |
101.273 |
|
LOW |
100.635 |
|
0.618 |
99.603 |
|
1.000 |
98.965 |
|
1.618 |
97.933 |
|
2.618 |
96.263 |
|
4.250 |
93.538 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
101.642 |
101.642 |
| PP |
101.556 |
101.556 |
| S1 |
101.470 |
101.470 |
|