ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 12-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
95.530 |
95.900 |
0.370 |
0.4% |
96.190 |
High |
95.910 |
95.960 |
0.050 |
0.1% |
96.465 |
Low |
95.460 |
95.190 |
-0.270 |
-0.3% |
95.190 |
Close |
95.838 |
95.682 |
-0.156 |
-0.2% |
95.682 |
Range |
0.450 |
0.770 |
0.320 |
71.1% |
1.275 |
ATR |
0.651 |
0.659 |
0.009 |
1.3% |
0.000 |
Volume |
9,065 |
19,043 |
9,978 |
110.1% |
62,927 |
|
Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.921 |
97.571 |
96.106 |
|
R3 |
97.151 |
96.801 |
95.894 |
|
R2 |
96.381 |
96.381 |
95.823 |
|
R1 |
96.031 |
96.031 |
95.753 |
95.821 |
PP |
95.611 |
95.611 |
95.611 |
95.506 |
S1 |
95.261 |
95.261 |
95.611 |
95.051 |
S2 |
94.841 |
94.841 |
95.541 |
|
S3 |
94.071 |
94.491 |
95.470 |
|
S4 |
93.301 |
93.721 |
95.259 |
|
|
Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.604 |
98.918 |
96.383 |
|
R3 |
98.329 |
97.643 |
96.033 |
|
R2 |
97.054 |
97.054 |
95.916 |
|
R1 |
96.368 |
96.368 |
95.799 |
96.074 |
PP |
95.779 |
95.779 |
95.779 |
95.632 |
S1 |
95.093 |
95.093 |
95.565 |
94.799 |
S2 |
94.504 |
94.504 |
95.448 |
|
S3 |
93.229 |
93.818 |
95.331 |
|
S4 |
91.954 |
92.543 |
94.981 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.465 |
95.190 |
1.275 |
1.3% |
0.539 |
0.6% |
39% |
False |
True |
12,585 |
10 |
96.500 |
94.940 |
1.560 |
1.6% |
0.585 |
0.6% |
48% |
False |
False |
14,638 |
20 |
97.620 |
94.940 |
2.680 |
2.8% |
0.595 |
0.6% |
28% |
False |
False |
17,344 |
40 |
97.620 |
93.025 |
4.595 |
4.8% |
0.695 |
0.7% |
58% |
False |
False |
20,726 |
60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.663 |
0.7% |
58% |
False |
False |
17,918 |
80 |
97.620 |
92.000 |
5.620 |
5.9% |
0.646 |
0.7% |
66% |
False |
False |
13,571 |
100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.634 |
0.7% |
66% |
False |
False |
10,906 |
120 |
98.745 |
92.000 |
6.745 |
7.0% |
0.633 |
0.7% |
55% |
False |
False |
9,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.233 |
2.618 |
97.976 |
1.618 |
97.206 |
1.000 |
96.730 |
0.618 |
96.436 |
HIGH |
95.960 |
0.618 |
95.666 |
0.500 |
95.575 |
0.382 |
95.484 |
LOW |
95.190 |
0.618 |
94.714 |
1.000 |
94.420 |
1.618 |
93.944 |
2.618 |
93.174 |
4.250 |
91.918 |
|
|
Fisher Pivots for day following 12-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
95.646 |
95.666 |
PP |
95.611 |
95.649 |
S1 |
95.575 |
95.633 |
|