ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 24-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
94.545 |
94.550 |
0.005 |
0.0% |
95.675 |
High |
94.565 |
94.870 |
0.305 |
0.3% |
95.770 |
Low |
94.195 |
94.470 |
0.275 |
0.3% |
94.050 |
Close |
94.494 |
94.747 |
0.253 |
0.3% |
94.483 |
Range |
0.370 |
0.400 |
0.030 |
8.1% |
1.720 |
ATR |
0.626 |
0.610 |
-0.016 |
-2.6% |
0.000 |
Volume |
15,637 |
13,896 |
-1,741 |
-11.1% |
105,718 |
|
Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.896 |
95.721 |
94.967 |
|
R3 |
95.496 |
95.321 |
94.857 |
|
R2 |
95.096 |
95.096 |
94.820 |
|
R1 |
94.921 |
94.921 |
94.784 |
95.009 |
PP |
94.696 |
94.696 |
94.696 |
94.739 |
S1 |
94.521 |
94.521 |
94.710 |
94.609 |
S2 |
94.296 |
94.296 |
94.674 |
|
S3 |
93.896 |
94.121 |
94.637 |
|
S4 |
93.496 |
93.721 |
94.527 |
|
|
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 |
94.940 |
94.050 |
0.890 |
0.9% |
0.457 |
0.5% |
78% |
False |
False |
17,968 |
10 |
95.960 |
94.050 |
1.910 |
2.0% |
0.568 |
0.6% |
36% |
False |
False |
17,728 |
20 |
96.760 |
94.050 |
2.710 |
2.9% |
0.610 |
0.6% |
26% |
False |
False |
17,716 |
40 |
97.620 |
94.050 |
3.570 |
3.8% |
0.614 |
0.6% |
20% |
False |
False |
18,880 |
60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.684 |
0.7% |
37% |
False |
False |
20,285 |
80 |
97.620 |
92.000 |
5.620 |
5.9% |
0.635 |
0.7% |
49% |
False |
False |
15,387 |
100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.632 |
0.7% |
49% |
False |
False |
12,382 |
120 |
98.500 |
92.000 |
6.500 |
6.9% |
0.638 |
0.7% |
42% |
False |
False |
10,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.570 |
2.618 |
95.917 |
1.618 |
95.517 |
1.000 |
95.270 |
0.618 |
95.117 |
HIGH |
94.870 |
0.618 |
94.717 |
0.500 |
94.670 |
0.382 |
94.623 |
LOW |
94.470 |
0.618 |
94.223 |
1.000 |
94.070 |
1.618 |
93.823 |
2.618 |
93.423 |
4.250 |
92.770 |
|
|
Fisher Pivots for day following 24-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
94.721 |
94.687 |
PP |
94.696 |
94.627 |
S1 |
94.670 |
94.568 |
|