ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 23-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
94.570 |
94.545 |
-0.025 |
0.0% |
95.675 |
High |
94.940 |
94.565 |
-0.375 |
-0.4% |
95.770 |
Low |
94.425 |
94.195 |
-0.230 |
-0.2% |
94.050 |
Close |
94.499 |
94.494 |
-0.005 |
0.0% |
94.483 |
Range |
0.515 |
0.370 |
-0.145 |
-28.2% |
1.720 |
ATR |
0.646 |
0.626 |
-0.020 |
-3.1% |
0.000 |
Volume |
13,923 |
15,637 |
1,714 |
12.3% |
105,718 |
|
Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.528 |
95.381 |
94.698 |
|
R3 |
95.158 |
95.011 |
94.596 |
|
R2 |
94.788 |
94.788 |
94.562 |
|
R1 |
94.641 |
94.641 |
94.528 |
94.530 |
PP |
94.418 |
94.418 |
94.418 |
94.362 |
S1 |
94.271 |
94.271 |
94.460 |
94.160 |
S2 |
94.048 |
94.048 |
94.426 |
|
S3 |
93.678 |
93.901 |
94.392 |
|
S4 |
93.308 |
93.531 |
94.291 |
|
|
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 |
95.085 |
94.050 |
1.035 |
1.1% |
0.496 |
0.5% |
43% |
False |
False |
19,778 |
10 |
96.075 |
94.050 |
2.025 |
2.1% |
0.597 |
0.6% |
22% |
False |
False |
17,977 |
20 |
97.540 |
94.050 |
3.490 |
3.7% |
0.631 |
0.7% |
13% |
False |
False |
17,932 |
40 |
97.620 |
94.050 |
3.570 |
3.8% |
0.620 |
0.7% |
12% |
False |
False |
19,050 |
60 |
97.620 |
93.025 |
4.595 |
4.9% |
0.684 |
0.7% |
32% |
False |
False |
20,076 |
80 |
97.620 |
92.000 |
5.620 |
5.9% |
0.637 |
0.7% |
44% |
False |
False |
15,219 |
100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.632 |
0.7% |
44% |
False |
False |
12,244 |
120 |
98.500 |
92.000 |
6.500 |
6.9% |
0.639 |
0.7% |
38% |
False |
False |
10,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.138 |
2.618 |
95.534 |
1.618 |
95.164 |
1.000 |
94.935 |
0.618 |
94.794 |
HIGH |
94.565 |
0.618 |
94.424 |
0.500 |
94.380 |
0.382 |
94.336 |
LOW |
94.195 |
0.618 |
93.966 |
1.000 |
93.825 |
1.618 |
93.596 |
2.618 |
93.226 |
4.250 |
92.623 |
|
|
Fisher Pivots for day following 23-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
94.456 |
94.560 |
PP |
94.418 |
94.538 |
S1 |
94.380 |
94.516 |
|