ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 18-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
94.760 |
94.600 |
-0.160 |
-0.2% |
96.190 |
High |
95.085 |
94.630 |
-0.455 |
-0.5% |
96.465 |
Low |
94.490 |
94.050 |
-0.440 |
-0.5% |
95.190 |
Close |
94.690 |
94.137 |
-0.553 |
-0.6% |
95.682 |
Range |
0.595 |
0.580 |
-0.015 |
-2.5% |
1.275 |
ATR |
0.673 |
0.671 |
-0.002 |
-0.4% |
0.000 |
Volume |
22,949 |
22,338 |
-611 |
-2.7% |
62,927 |
|
Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.012 |
95.655 |
94.456 |
|
R3 |
95.432 |
95.075 |
94.297 |
|
R2 |
94.852 |
94.852 |
94.243 |
|
R1 |
94.495 |
94.495 |
94.190 |
94.384 |
PP |
94.272 |
94.272 |
94.272 |
94.217 |
S1 |
93.915 |
93.915 |
94.084 |
93.804 |
S2 |
93.692 |
93.692 |
94.031 |
|
S3 |
93.112 |
93.335 |
93.978 |
|
S4 |
92.532 |
92.755 |
93.818 |
|
|
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 |
94.050 |
1.910 |
2.0% |
0.704 |
0.7% |
5% |
False |
True |
20,142 |
10 |
96.500 |
94.050 |
2.450 |
2.6% |
0.646 |
0.7% |
4% |
False |
True |
16,872 |
20 |
97.620 |
94.050 |
3.570 |
3.8% |
0.643 |
0.7% |
2% |
False |
True |
17,298 |
40 |
97.620 |
93.025 |
4.595 |
4.9% |
0.701 |
0.7% |
24% |
False |
False |
20,807 |
60 |
97.620 |
93.025 |
4.595 |
4.9% |
0.685 |
0.7% |
24% |
False |
False |
19,241 |
80 |
97.620 |
92.000 |
5.620 |
6.0% |
0.650 |
0.7% |
38% |
False |
False |
14,568 |
100 |
97.620 |
92.000 |
5.620 |
6.0% |
0.638 |
0.7% |
38% |
False |
False |
11,715 |
120 |
98.745 |
92.000 |
6.745 |
7.2% |
0.638 |
0.7% |
32% |
False |
False |
9,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.095 |
2.618 |
96.148 |
1.618 |
95.568 |
1.000 |
95.210 |
0.618 |
94.988 |
HIGH |
94.630 |
0.618 |
94.408 |
0.500 |
94.340 |
0.382 |
94.272 |
LOW |
94.050 |
0.618 |
93.692 |
1.000 |
93.470 |
1.618 |
93.112 |
2.618 |
92.532 |
4.250 |
91.585 |
|
|
Fisher Pivots for day following 18-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
94.340 |
94.830 |
PP |
94.272 |
94.599 |
S1 |
94.205 |
94.368 |
|