ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 29-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
94.675 |
95.550 |
0.875 |
0.9% |
94.570 |
High |
95.585 |
95.805 |
0.220 |
0.2% |
95.585 |
Low |
94.200 |
95.445 |
1.245 |
1.3% |
94.195 |
Close |
95.542 |
95.543 |
0.001 |
0.0% |
95.542 |
Range |
1.385 |
0.360 |
-1.025 |
-74.0% |
1.390 |
ATR |
0.641 |
0.621 |
-0.020 |
-3.1% |
0.000 |
Volume |
41,256 |
17,793 |
-23,463 |
-56.9% |
92,494 |
|
Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.678 |
96.470 |
95.741 |
|
R3 |
96.318 |
96.110 |
95.642 |
|
R2 |
95.958 |
95.958 |
95.609 |
|
R1 |
95.750 |
95.750 |
95.576 |
95.674 |
PP |
95.598 |
95.598 |
95.598 |
95.560 |
S1 |
95.390 |
95.390 |
95.510 |
95.314 |
S2 |
95.238 |
95.238 |
95.477 |
|
S3 |
94.878 |
95.030 |
95.444 |
|
S4 |
94.518 |
94.670 |
95.345 |
|
|
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 |
95.805 |
94.195 |
1.610 |
1.7% |
0.552 |
0.6% |
84% |
True |
False |
19,272 |
10 |
95.805 |
94.050 |
1.755 |
1.8% |
0.610 |
0.6% |
85% |
True |
False |
20,875 |
20 |
96.500 |
94.050 |
2.450 |
2.6% |
0.599 |
0.6% |
61% |
False |
False |
17,551 |
40 |
97.620 |
94.050 |
3.570 |
3.7% |
0.606 |
0.6% |
42% |
False |
False |
18,516 |
60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.671 |
0.7% |
55% |
False |
False |
21,206 |
80 |
97.620 |
93.025 |
4.595 |
4.8% |
0.632 |
0.7% |
55% |
False |
False |
16,192 |
100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.634 |
0.7% |
63% |
False |
False |
13,042 |
120 |
98.500 |
92.000 |
6.500 |
6.8% |
0.643 |
0.7% |
55% |
False |
False |
10,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.335 |
2.618 |
96.747 |
1.618 |
96.387 |
1.000 |
96.165 |
0.618 |
96.027 |
HIGH |
95.805 |
0.618 |
95.667 |
0.500 |
95.625 |
0.382 |
95.583 |
LOW |
95.445 |
0.618 |
95.223 |
1.000 |
95.085 |
1.618 |
94.863 |
2.618 |
94.503 |
4.250 |
93.915 |
|
|
Fisher Pivots for day following 29-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
95.625 |
95.363 |
PP |
95.598 |
95.183 |
S1 |
95.570 |
95.003 |
|