ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 15-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
95.900 |
95.675 |
-0.225 |
-0.2% |
96.190 |
High |
95.960 |
95.770 |
-0.190 |
-0.2% |
96.465 |
Low |
95.190 |
95.425 |
0.235 |
0.2% |
95.190 |
Close |
95.682 |
95.594 |
-0.088 |
-0.1% |
95.682 |
Range |
0.770 |
0.345 |
-0.425 |
-55.2% |
1.275 |
ATR |
0.659 |
0.637 |
-0.022 |
-3.4% |
0.000 |
Volume |
19,043 |
7,249 |
-11,794 |
-61.9% |
62,927 |
|
Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.631 |
96.458 |
95.784 |
|
R3 |
96.286 |
96.113 |
95.689 |
|
R2 |
95.941 |
95.941 |
95.657 |
|
R1 |
95.768 |
95.768 |
95.626 |
95.682 |
PP |
95.596 |
95.596 |
95.596 |
95.554 |
S1 |
95.423 |
95.423 |
95.562 |
95.337 |
S2 |
95.251 |
95.251 |
95.531 |
|
S3 |
94.906 |
95.078 |
95.499 |
|
S4 |
94.561 |
94.733 |
95.404 |
|
|
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% |
0.542 |
0.6% |
32% |
False |
False |
12,758 |
10 |
96.500 |
94.940 |
1.560 |
1.6% |
0.589 |
0.6% |
42% |
False |
False |
14,226 |
20 |
97.620 |
94.940 |
2.680 |
2.8% |
0.599 |
0.6% |
24% |
False |
False |
17,141 |
40 |
97.620 |
93.025 |
4.595 |
4.8% |
0.689 |
0.7% |
56% |
False |
False |
20,331 |
60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.662 |
0.7% |
56% |
False |
False |
18,027 |
80 |
97.620 |
92.000 |
5.620 |
5.9% |
0.640 |
0.7% |
64% |
False |
False |
13,655 |
100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.632 |
0.7% |
64% |
False |
False |
10,978 |
120 |
98.745 |
92.000 |
6.745 |
7.1% |
0.632 |
0.7% |
53% |
False |
False |
9,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.236 |
2.618 |
96.673 |
1.618 |
96.328 |
1.000 |
96.115 |
0.618 |
95.983 |
HIGH |
95.770 |
0.618 |
95.638 |
0.500 |
95.598 |
0.382 |
95.557 |
LOW |
95.425 |
0.618 |
95.212 |
1.000 |
95.080 |
1.618 |
94.867 |
2.618 |
94.522 |
4.250 |
93.959 |
|
|
Fisher Pivots for day following 15-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
95.598 |
95.588 |
PP |
95.596 |
95.581 |
S1 |
95.595 |
95.575 |
|