ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 26-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
94.760 |
94.675 |
-0.085 |
-0.1% |
94.570 |
High |
94.800 |
95.585 |
0.785 |
0.8% |
95.585 |
Low |
94.555 |
94.200 |
-0.355 |
-0.4% |
94.195 |
Close |
94.743 |
95.542 |
0.799 |
0.8% |
95.542 |
Range |
0.245 |
1.385 |
1.140 |
465.3% |
1.390 |
ATR |
0.584 |
0.641 |
0.057 |
9.8% |
0.000 |
Volume |
7,782 |
41,256 |
33,474 |
430.1% |
92,494 |
|
Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.264 |
98.788 |
96.304 |
|
R3 |
97.879 |
97.403 |
95.923 |
|
R2 |
96.494 |
96.494 |
95.796 |
|
R1 |
96.018 |
96.018 |
95.669 |
96.256 |
PP |
95.109 |
95.109 |
95.109 |
95.228 |
S1 |
94.633 |
94.633 |
95.415 |
94.871 |
S2 |
93.724 |
93.724 |
95.288 |
|
S3 |
92.339 |
93.248 |
95.161 |
|
S4 |
90.954 |
91.863 |
94.780 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.277 |
98.800 |
96.307 |
|
R3 |
97.887 |
97.410 |
95.924 |
|
R2 |
96.497 |
96.497 |
95.797 |
|
R1 |
96.020 |
96.020 |
95.669 |
96.259 |
PP |
95.107 |
95.107 |
95.107 |
95.227 |
S1 |
94.630 |
94.630 |
95.415 |
94.869 |
S2 |
93.717 |
93.717 |
95.287 |
|
S3 |
92.327 |
93.240 |
95.160 |
|
S4 |
90.937 |
91.850 |
94.778 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.585 |
94.195 |
1.390 |
1.5% |
0.583 |
0.6% |
97% |
True |
False |
18,498 |
10 |
95.770 |
94.050 |
1.720 |
1.8% |
0.609 |
0.6% |
87% |
False |
False |
19,821 |
20 |
96.500 |
94.050 |
2.450 |
2.6% |
0.597 |
0.6% |
61% |
False |
False |
17,229 |
40 |
97.620 |
94.050 |
3.570 |
3.7% |
0.615 |
0.6% |
42% |
False |
False |
18,600 |
60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.695 |
0.7% |
55% |
False |
False |
21,032 |
80 |
97.620 |
93.025 |
4.595 |
4.8% |
0.635 |
0.7% |
55% |
False |
False |
15,978 |
100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.636 |
0.7% |
63% |
False |
False |
12,868 |
120 |
98.500 |
92.000 |
6.500 |
6.8% |
0.644 |
0.7% |
54% |
False |
False |
10,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.471 |
2.618 |
99.211 |
1.618 |
97.826 |
1.000 |
96.970 |
0.618 |
96.441 |
HIGH |
95.585 |
0.618 |
95.056 |
0.500 |
94.893 |
0.382 |
94.729 |
LOW |
94.200 |
0.618 |
93.344 |
1.000 |
92.815 |
1.618 |
91.959 |
2.618 |
90.574 |
4.250 |
88.314 |
|
|
Fisher Pivots for day following 26-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
95.326 |
95.326 |
PP |
95.109 |
95.109 |
S1 |
94.893 |
94.893 |
|