ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 16-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
95.675 |
95.610 |
-0.065 |
-0.1% |
96.190 |
High |
95.770 |
95.610 |
-0.160 |
-0.2% |
96.465 |
Low |
95.425 |
94.380 |
-1.045 |
-1.1% |
95.190 |
Close |
95.594 |
94.764 |
-0.830 |
-0.9% |
95.682 |
Range |
0.345 |
1.230 |
0.885 |
256.5% |
1.275 |
ATR |
0.637 |
0.679 |
0.042 |
6.7% |
0.000 |
Volume |
7,249 |
29,135 |
21,886 |
301.9% |
62,927 |
|
Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.608 |
97.916 |
95.441 |
|
R3 |
97.378 |
96.686 |
95.102 |
|
R2 |
96.148 |
96.148 |
94.990 |
|
R1 |
95.456 |
95.456 |
94.877 |
95.187 |
PP |
94.918 |
94.918 |
94.918 |
94.784 |
S1 |
94.226 |
94.226 |
94.651 |
93.957 |
S2 |
93.688 |
93.688 |
94.539 |
|
S3 |
92.458 |
92.996 |
94.426 |
|
S4 |
91.228 |
91.766 |
94.088 |
|
|
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 |
96.075 |
94.380 |
1.695 |
1.8% |
0.698 |
0.7% |
23% |
False |
True |
16,176 |
10 |
96.500 |
94.380 |
2.120 |
2.2% |
0.625 |
0.7% |
18% |
False |
True |
14,990 |
20 |
97.620 |
94.380 |
3.240 |
3.4% |
0.628 |
0.7% |
12% |
False |
True |
17,387 |
40 |
97.620 |
93.025 |
4.595 |
4.8% |
0.707 |
0.7% |
38% |
False |
False |
20,542 |
60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.678 |
0.7% |
38% |
False |
False |
18,509 |
80 |
97.620 |
92.000 |
5.620 |
5.9% |
0.647 |
0.7% |
49% |
False |
False |
14,016 |
100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.642 |
0.7% |
49% |
False |
False |
11,267 |
120 |
98.745 |
92.000 |
6.745 |
7.1% |
0.639 |
0.7% |
41% |
False |
False |
9,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.838 |
2.618 |
98.830 |
1.618 |
97.600 |
1.000 |
96.840 |
0.618 |
96.370 |
HIGH |
95.610 |
0.618 |
95.140 |
0.500 |
94.995 |
0.382 |
94.850 |
LOW |
94.380 |
0.618 |
93.620 |
1.000 |
93.150 |
1.618 |
92.390 |
2.618 |
91.160 |
4.250 |
89.153 |
|
|
Fisher Pivots for day following 16-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
94.995 |
95.170 |
PP |
94.918 |
95.035 |
S1 |
94.841 |
94.899 |
|