ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 02-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
96.015 |
95.650 |
-0.365 |
-0.4% |
95.550 |
High |
96.245 |
95.965 |
-0.280 |
-0.3% |
96.250 |
Low |
95.595 |
95.175 |
-0.420 |
-0.4% |
95.175 |
Close |
95.660 |
95.844 |
0.184 |
0.2% |
95.844 |
Range |
0.650 |
0.790 |
0.140 |
21.5% |
1.075 |
ATR |
0.605 |
0.619 |
0.013 |
2.2% |
0.000 |
Volume |
19,219 |
34,951 |
15,732 |
81.9% |
116,463 |
|
Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.031 |
97.728 |
96.279 |
|
R3 |
97.241 |
96.938 |
96.061 |
|
R2 |
96.451 |
96.451 |
95.989 |
|
R1 |
96.148 |
96.148 |
95.916 |
96.300 |
PP |
95.661 |
95.661 |
95.661 |
95.737 |
S1 |
95.358 |
95.358 |
95.772 |
95.510 |
S2 |
94.871 |
94.871 |
95.699 |
|
S3 |
94.081 |
94.568 |
95.627 |
|
S4 |
93.291 |
93.778 |
95.410 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.981 |
98.488 |
96.435 |
|
R3 |
97.906 |
97.413 |
96.140 |
|
R2 |
96.831 |
96.831 |
96.041 |
|
R1 |
96.338 |
96.338 |
95.943 |
96.585 |
PP |
95.756 |
95.756 |
95.756 |
95.880 |
S1 |
95.263 |
95.263 |
95.745 |
95.510 |
S2 |
94.681 |
94.681 |
95.647 |
|
S3 |
93.606 |
94.188 |
95.548 |
|
S4 |
92.531 |
93.113 |
95.253 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.250 |
95.175 |
1.075 |
1.1% |
0.555 |
0.6% |
62% |
False |
True |
23,292 |
10 |
96.250 |
94.195 |
2.055 |
2.1% |
0.569 |
0.6% |
80% |
False |
False |
20,895 |
20 |
96.465 |
94.050 |
2.415 |
2.5% |
0.578 |
0.6% |
74% |
False |
False |
18,880 |
40 |
97.620 |
94.050 |
3.570 |
3.7% |
0.594 |
0.6% |
50% |
False |
False |
18,529 |
60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.678 |
0.7% |
61% |
False |
False |
21,574 |
80 |
97.620 |
93.025 |
4.595 |
4.8% |
0.637 |
0.7% |
61% |
False |
False |
17,403 |
100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.632 |
0.7% |
68% |
False |
False |
14,017 |
120 |
97.620 |
92.000 |
5.620 |
5.9% |
0.634 |
0.7% |
68% |
False |
False |
11,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.323 |
2.618 |
98.033 |
1.618 |
97.243 |
1.000 |
96.755 |
0.618 |
96.453 |
HIGH |
95.965 |
0.618 |
95.663 |
0.500 |
95.570 |
0.382 |
95.477 |
LOW |
95.175 |
0.618 |
94.687 |
1.000 |
94.385 |
1.618 |
93.897 |
2.618 |
93.107 |
4.250 |
91.818 |
|
|
Fisher Pivots for day following 02-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
95.753 |
95.800 |
PP |
95.661 |
95.756 |
S1 |
95.570 |
95.713 |
|