ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 31-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
95.520 |
95.990 |
0.470 |
0.5% |
94.570 |
High |
96.125 |
96.250 |
0.125 |
0.1% |
95.585 |
Low |
95.505 |
95.895 |
0.390 |
0.4% |
94.195 |
Close |
96.041 |
96.012 |
-0.029 |
0.0% |
95.542 |
Range |
0.620 |
0.355 |
-0.265 |
-42.7% |
1.390 |
ATR |
0.621 |
0.602 |
-0.019 |
-3.1% |
0.000 |
Volume |
20,772 |
23,728 |
2,956 |
14.2% |
92,494 |
|
Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.117 |
96.920 |
96.207 |
|
R3 |
96.762 |
96.565 |
96.110 |
|
R2 |
96.407 |
96.407 |
96.077 |
|
R1 |
96.210 |
96.210 |
96.045 |
96.309 |
PP |
96.052 |
96.052 |
96.052 |
96.102 |
S1 |
95.855 |
95.855 |
95.979 |
95.954 |
S2 |
95.697 |
95.697 |
95.947 |
|
S3 |
95.342 |
95.500 |
95.914 |
|
S4 |
94.987 |
95.145 |
95.817 |
|
|
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 |
96.250 |
94.200 |
2.050 |
2.1% |
0.593 |
0.6% |
88% |
True |
False |
22,266 |
10 |
96.250 |
94.050 |
2.200 |
2.3% |
0.525 |
0.5% |
89% |
True |
False |
20,117 |
20 |
96.500 |
94.050 |
2.450 |
2.6% |
0.581 |
0.6% |
80% |
False |
False |
18,067 |
40 |
97.620 |
94.050 |
3.570 |
3.7% |
0.592 |
0.6% |
55% |
False |
False |
18,312 |
60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.673 |
0.7% |
65% |
False |
False |
21,568 |
80 |
97.620 |
93.025 |
4.595 |
4.8% |
0.629 |
0.7% |
65% |
False |
False |
16,734 |
100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.633 |
0.7% |
71% |
False |
False |
13,482 |
120 |
97.620 |
92.000 |
5.620 |
5.9% |
0.628 |
0.7% |
71% |
False |
False |
11,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.759 |
2.618 |
97.179 |
1.618 |
96.824 |
1.000 |
96.605 |
0.618 |
96.469 |
HIGH |
96.250 |
0.618 |
96.114 |
0.500 |
96.073 |
0.382 |
96.031 |
LOW |
95.895 |
0.618 |
95.676 |
1.000 |
95.540 |
1.618 |
95.321 |
2.618 |
94.966 |
4.250 |
94.386 |
|
|
Fisher Pivots for day following 31-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
96.073 |
95.957 |
PP |
96.052 |
95.902 |
S1 |
96.032 |
95.848 |
|