ICE US Dollar Index Future March 2017
| Trading Metrics calculated at close of trading on 28-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
103.055 |
102.980 |
-0.075 |
-0.1% |
102.820 |
| High |
103.140 |
103.575 |
0.435 |
0.4% |
103.625 |
| Low |
102.970 |
102.860 |
-0.110 |
-0.1% |
102.500 |
| Close |
103.007 |
103.244 |
0.237 |
0.2% |
103.002 |
| Range |
0.170 |
0.715 |
0.545 |
320.6% |
1.125 |
| ATR |
0.766 |
0.762 |
-0.004 |
-0.5% |
0.000 |
| Volume |
8,157 |
19,852 |
11,695 |
143.4% |
110,082 |
|
| Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.371 |
105.023 |
103.637 |
|
| R3 |
104.656 |
104.308 |
103.441 |
|
| R2 |
103.941 |
103.941 |
103.375 |
|
| R1 |
103.593 |
103.593 |
103.310 |
103.767 |
| PP |
103.226 |
103.226 |
103.226 |
103.314 |
| S1 |
102.878 |
102.878 |
103.178 |
103.052 |
| S2 |
102.511 |
102.511 |
103.113 |
|
| S3 |
101.796 |
102.163 |
103.047 |
|
| S4 |
101.081 |
101.448 |
102.851 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.417 |
105.835 |
103.621 |
|
| R3 |
105.292 |
104.710 |
103.311 |
|
| R2 |
104.167 |
104.167 |
103.208 |
|
| R1 |
103.585 |
103.585 |
103.105 |
103.876 |
| PP |
103.042 |
103.042 |
103.042 |
103.188 |
| S1 |
102.460 |
102.460 |
102.899 |
102.751 |
| S2 |
101.917 |
101.917 |
102.796 |
|
| S3 |
100.792 |
101.335 |
102.693 |
|
| S4 |
99.667 |
100.210 |
102.383 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.575 |
102.590 |
0.985 |
1.0% |
0.483 |
0.5% |
66% |
True |
False |
16,744 |
| 10 |
103.625 |
100.635 |
2.990 |
2.9% |
0.749 |
0.7% |
87% |
False |
False |
30,175 |
| 20 |
103.625 |
99.250 |
4.375 |
4.2% |
0.826 |
0.8% |
91% |
False |
False |
19,609 |
| 40 |
103.625 |
95.820 |
7.805 |
7.6% |
0.811 |
0.8% |
95% |
False |
False |
10,592 |
| 60 |
103.625 |
95.820 |
7.805 |
7.6% |
0.712 |
0.7% |
95% |
False |
False |
7,208 |
| 80 |
103.625 |
94.365 |
9.260 |
9.0% |
0.658 |
0.6% |
96% |
False |
False |
5,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.614 |
|
2.618 |
105.447 |
|
1.618 |
104.732 |
|
1.000 |
104.290 |
|
0.618 |
104.017 |
|
HIGH |
103.575 |
|
0.618 |
103.302 |
|
0.500 |
103.218 |
|
0.382 |
103.133 |
|
LOW |
102.860 |
|
0.618 |
102.418 |
|
1.000 |
102.145 |
|
1.618 |
101.703 |
|
2.618 |
100.988 |
|
4.250 |
99.821 |
|
|
| Fisher Pivots for day following 28-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
103.235 |
103.235 |
| PP |
103.226 |
103.226 |
| S1 |
103.218 |
103.218 |
|