ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 08-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
95.705 |
96.190 |
0.485 |
0.5% |
95.490 |
High |
96.500 |
96.420 |
-0.080 |
-0.1% |
96.500 |
Low |
95.485 |
96.090 |
0.605 |
0.6% |
94.940 |
Close |
96.136 |
96.340 |
0.204 |
0.2% |
96.136 |
Range |
1.015 |
0.330 |
-0.685 |
-67.5% |
1.560 |
ATR |
0.702 |
0.676 |
-0.027 |
-3.8% |
0.000 |
Volume |
24,122 |
6,382 |
-17,740 |
-73.5% |
83,459 |
|
Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.273 |
97.137 |
96.522 |
|
R3 |
96.943 |
96.807 |
96.431 |
|
R2 |
96.613 |
96.613 |
96.401 |
|
R1 |
96.477 |
96.477 |
96.370 |
96.545 |
PP |
96.283 |
96.283 |
96.283 |
96.318 |
S1 |
96.147 |
96.147 |
96.310 |
96.215 |
S2 |
95.953 |
95.953 |
96.280 |
|
S3 |
95.623 |
95.817 |
96.249 |
|
S4 |
95.293 |
95.487 |
96.159 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.539 |
99.897 |
96.994 |
|
R3 |
98.979 |
98.337 |
96.565 |
|
R2 |
97.419 |
97.419 |
96.422 |
|
R1 |
96.777 |
96.777 |
96.279 |
97.098 |
PP |
95.859 |
95.859 |
95.859 |
96.019 |
S1 |
95.217 |
95.217 |
95.993 |
95.538 |
S2 |
94.299 |
94.299 |
95.850 |
|
S3 |
92.739 |
93.657 |
95.707 |
|
S4 |
91.179 |
92.097 |
95.278 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.500 |
94.940 |
1.560 |
1.6% |
0.635 |
0.7% |
90% |
False |
False |
15,694 |
10 |
97.540 |
94.940 |
2.600 |
2.7% |
0.665 |
0.7% |
54% |
False |
False |
17,740 |
20 |
97.620 |
94.940 |
2.680 |
2.8% |
0.601 |
0.6% |
52% |
False |
False |
17,916 |
40 |
97.620 |
93.025 |
4.595 |
4.8% |
0.718 |
0.7% |
72% |
False |
False |
22,173 |
60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.657 |
0.7% |
72% |
False |
False |
17,011 |
80 |
97.620 |
92.000 |
5.620 |
5.8% |
0.644 |
0.7% |
77% |
False |
False |
12,875 |
100 |
97.620 |
92.000 |
5.620 |
5.8% |
0.635 |
0.7% |
77% |
False |
False |
10,349 |
120 |
98.745 |
92.000 |
6.745 |
7.0% |
0.617 |
0.6% |
64% |
False |
False |
8,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.823 |
2.618 |
97.284 |
1.618 |
96.954 |
1.000 |
96.750 |
0.618 |
96.624 |
HIGH |
96.420 |
0.618 |
96.294 |
0.500 |
96.255 |
0.382 |
96.216 |
LOW |
96.090 |
0.618 |
95.886 |
1.000 |
95.760 |
1.618 |
95.556 |
2.618 |
95.226 |
4.250 |
94.688 |
|
|
Fisher Pivots for day following 08-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
96.312 |
96.208 |
PP |
96.283 |
96.075 |
S1 |
96.255 |
95.943 |
|