ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 01-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
95.990 |
96.015 |
0.025 |
0.0% |
94.570 |
High |
96.250 |
96.245 |
-0.005 |
0.0% |
95.585 |
Low |
95.895 |
95.595 |
-0.300 |
-0.3% |
94.195 |
Close |
96.012 |
95.660 |
-0.352 |
-0.4% |
95.542 |
Range |
0.355 |
0.650 |
0.295 |
83.1% |
1.390 |
ATR |
0.602 |
0.605 |
0.003 |
0.6% |
0.000 |
Volume |
23,728 |
19,219 |
-4,509 |
-19.0% |
92,494 |
|
Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.783 |
97.372 |
96.018 |
|
R3 |
97.133 |
96.722 |
95.839 |
|
R2 |
96.483 |
96.483 |
95.779 |
|
R1 |
96.072 |
96.072 |
95.720 |
95.953 |
PP |
95.833 |
95.833 |
95.833 |
95.774 |
S1 |
95.422 |
95.422 |
95.600 |
95.303 |
S2 |
95.183 |
95.183 |
95.541 |
|
S3 |
94.533 |
94.772 |
95.481 |
|
S4 |
93.883 |
94.122 |
95.303 |
|
|
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% |
0.674 |
0.7% |
71% |
False |
False |
24,553 |
10 |
96.250 |
94.180 |
2.070 |
2.2% |
0.532 |
0.6% |
71% |
False |
False |
19,805 |
20 |
96.500 |
94.050 |
2.450 |
2.6% |
0.589 |
0.6% |
66% |
False |
False |
18,338 |
40 |
97.620 |
94.050 |
3.570 |
3.7% |
0.598 |
0.6% |
45% |
False |
False |
18,391 |
60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.677 |
0.7% |
57% |
False |
False |
21,428 |
80 |
97.620 |
93.025 |
4.595 |
4.8% |
0.634 |
0.7% |
57% |
False |
False |
16,970 |
100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.632 |
0.7% |
65% |
False |
False |
13,671 |
120 |
97.620 |
92.000 |
5.620 |
5.9% |
0.630 |
0.7% |
65% |
False |
False |
11,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.008 |
2.618 |
97.947 |
1.618 |
97.297 |
1.000 |
96.895 |
0.618 |
96.647 |
HIGH |
96.245 |
0.618 |
95.997 |
0.500 |
95.920 |
0.382 |
95.843 |
LOW |
95.595 |
0.618 |
95.193 |
1.000 |
94.945 |
1.618 |
94.543 |
2.618 |
93.893 |
4.250 |
92.833 |
|
|
Fisher Pivots for day following 01-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
95.920 |
95.878 |
PP |
95.833 |
95.805 |
S1 |
95.747 |
95.733 |
|