ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 17-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
95.610 |
94.760 |
-0.850 |
-0.9% |
96.190 |
High |
95.610 |
95.085 |
-0.525 |
-0.5% |
96.465 |
Low |
94.380 |
94.490 |
0.110 |
0.1% |
95.190 |
Close |
94.764 |
94.690 |
-0.074 |
-0.1% |
95.682 |
Range |
1.230 |
0.595 |
-0.635 |
-51.6% |
1.275 |
ATR |
0.679 |
0.673 |
-0.006 |
-0.9% |
0.000 |
Volume |
29,135 |
22,949 |
-6,186 |
-21.2% |
62,927 |
|
Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.540 |
96.210 |
95.017 |
|
R3 |
95.945 |
95.615 |
94.854 |
|
R2 |
95.350 |
95.350 |
94.799 |
|
R1 |
95.020 |
95.020 |
94.745 |
94.888 |
PP |
94.755 |
94.755 |
94.755 |
94.689 |
S1 |
94.425 |
94.425 |
94.635 |
94.293 |
S2 |
94.160 |
94.160 |
94.581 |
|
S3 |
93.565 |
93.830 |
94.526 |
|
S4 |
92.970 |
93.235 |
94.363 |
|
|
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 |
95.960 |
94.380 |
1.580 |
1.7% |
0.678 |
0.7% |
20% |
False |
False |
17,488 |
10 |
96.500 |
94.380 |
2.120 |
2.2% |
0.637 |
0.7% |
15% |
False |
False |
16,017 |
20 |
97.620 |
94.380 |
3.240 |
3.4% |
0.640 |
0.7% |
10% |
False |
False |
17,422 |
40 |
97.620 |
93.025 |
4.595 |
4.9% |
0.704 |
0.7% |
36% |
False |
False |
20,635 |
60 |
97.620 |
93.025 |
4.595 |
4.9% |
0.682 |
0.7% |
36% |
False |
False |
18,884 |
80 |
97.620 |
92.000 |
5.620 |
5.9% |
0.650 |
0.7% |
48% |
False |
False |
14,299 |
100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.643 |
0.7% |
48% |
False |
False |
11,494 |
120 |
98.745 |
92.000 |
6.745 |
7.1% |
0.637 |
0.7% |
40% |
False |
False |
9,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.614 |
2.618 |
96.643 |
1.618 |
96.048 |
1.000 |
95.680 |
0.618 |
95.453 |
HIGH |
95.085 |
0.618 |
94.858 |
0.500 |
94.788 |
0.382 |
94.717 |
LOW |
94.490 |
0.618 |
94.122 |
1.000 |
93.895 |
1.618 |
93.527 |
2.618 |
92.932 |
4.250 |
91.961 |
|
|
Fisher Pivots for day following 17-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
94.788 |
95.075 |
PP |
94.755 |
94.947 |
S1 |
94.723 |
94.818 |
|