ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 22-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
94.180 |
94.570 |
0.390 |
0.4% |
95.675 |
High |
94.600 |
94.940 |
0.340 |
0.4% |
95.770 |
Low |
94.180 |
94.425 |
0.245 |
0.3% |
94.050 |
Close |
94.483 |
94.499 |
0.016 |
0.0% |
94.483 |
Range |
0.420 |
0.515 |
0.095 |
22.6% |
1.720 |
ATR |
0.656 |
0.646 |
-0.010 |
-1.5% |
0.000 |
Volume |
24,047 |
13,923 |
-10,124 |
-42.1% |
105,718 |
|
Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.166 |
95.848 |
94.782 |
|
R3 |
95.651 |
95.333 |
94.641 |
|
R2 |
95.136 |
95.136 |
94.593 |
|
R1 |
94.818 |
94.818 |
94.546 |
94.720 |
PP |
94.621 |
94.621 |
94.621 |
94.572 |
S1 |
94.303 |
94.303 |
94.452 |
94.205 |
S2 |
94.106 |
94.106 |
94.405 |
|
S3 |
93.591 |
93.788 |
94.357 |
|
S4 |
93.076 |
93.273 |
94.216 |
|
|
Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.928 |
98.925 |
95.429 |
|
R3 |
98.208 |
97.205 |
94.956 |
|
R2 |
96.488 |
96.488 |
94.798 |
|
R1 |
95.485 |
95.485 |
94.641 |
95.127 |
PP |
94.768 |
94.768 |
94.768 |
94.588 |
S1 |
93.765 |
93.765 |
94.325 |
93.407 |
S2 |
93.048 |
93.048 |
94.168 |
|
S3 |
91.328 |
92.045 |
94.010 |
|
S4 |
89.608 |
90.325 |
93.537 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.610 |
94.050 |
1.560 |
1.7% |
0.668 |
0.7% |
29% |
False |
False |
22,478 |
10 |
96.465 |
94.050 |
2.415 |
2.6% |
0.605 |
0.6% |
19% |
False |
False |
17,618 |
20 |
97.540 |
94.050 |
3.490 |
3.7% |
0.635 |
0.7% |
13% |
False |
False |
17,679 |
40 |
97.620 |
94.050 |
3.570 |
3.8% |
0.634 |
0.7% |
13% |
False |
False |
19,374 |
60 |
97.620 |
93.025 |
4.595 |
4.9% |
0.689 |
0.7% |
32% |
False |
False |
19,838 |
80 |
97.620 |
92.000 |
5.620 |
5.9% |
0.641 |
0.7% |
44% |
False |
False |
15,033 |
100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.635 |
0.7% |
44% |
False |
False |
12,090 |
120 |
98.500 |
92.000 |
6.500 |
6.9% |
0.641 |
0.7% |
38% |
False |
False |
10,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.129 |
2.618 |
96.288 |
1.618 |
95.773 |
1.000 |
95.455 |
0.618 |
95.258 |
HIGH |
94.940 |
0.618 |
94.743 |
0.500 |
94.683 |
0.382 |
94.622 |
LOW |
94.425 |
0.618 |
94.107 |
1.000 |
93.910 |
1.618 |
93.592 |
2.618 |
93.077 |
4.250 |
92.236 |
|
|
Fisher Pivots for day following 22-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
94.683 |
94.498 |
PP |
94.621 |
94.496 |
S1 |
94.560 |
94.495 |
|