ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 07-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
95.775 |
94.820 |
-0.955 |
-1.0% |
95.550 |
High |
95.855 |
95.050 |
-0.805 |
-0.8% |
96.250 |
Low |
94.755 |
94.675 |
-0.080 |
-0.1% |
95.175 |
Close |
94.823 |
94.951 |
0.128 |
0.1% |
95.844 |
Range |
1.100 |
0.375 |
-0.725 |
-65.9% |
1.075 |
ATR |
0.653 |
0.633 |
-0.020 |
-3.0% |
0.000 |
Volume |
26,758 |
16,518 |
-10,240 |
-38.3% |
116,463 |
|
Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.017 |
95.859 |
95.157 |
|
R3 |
95.642 |
95.484 |
95.054 |
|
R2 |
95.267 |
95.267 |
95.020 |
|
R1 |
95.109 |
95.109 |
94.985 |
95.188 |
PP |
94.892 |
94.892 |
94.892 |
94.932 |
S1 |
94.734 |
94.734 |
94.917 |
94.813 |
S2 |
94.517 |
94.517 |
94.882 |
|
S3 |
94.142 |
94.359 |
94.848 |
|
S4 |
93.767 |
93.984 |
94.745 |
|
|
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 |
94.675 |
1.575 |
1.7% |
0.654 |
0.7% |
18% |
False |
True |
24,234 |
10 |
96.250 |
94.200 |
2.050 |
2.2% |
0.628 |
0.7% |
37% |
False |
False |
22,267 |
20 |
96.250 |
94.050 |
2.200 |
2.3% |
0.613 |
0.6% |
41% |
False |
False |
20,122 |
40 |
97.620 |
94.050 |
3.570 |
3.8% |
0.604 |
0.6% |
25% |
False |
False |
18,846 |
60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.681 |
0.7% |
42% |
False |
False |
21,227 |
80 |
97.620 |
93.025 |
4.595 |
4.8% |
0.642 |
0.7% |
42% |
False |
False |
17,932 |
100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.636 |
0.7% |
53% |
False |
False |
14,443 |
120 |
97.620 |
92.000 |
5.620 |
5.9% |
0.625 |
0.7% |
53% |
False |
False |
12,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.644 |
2.618 |
96.032 |
1.618 |
95.657 |
1.000 |
95.425 |
0.618 |
95.282 |
HIGH |
95.050 |
0.618 |
94.907 |
0.500 |
94.863 |
0.382 |
94.818 |
LOW |
94.675 |
0.618 |
94.443 |
1.000 |
94.300 |
1.618 |
94.068 |
2.618 |
93.693 |
4.250 |
93.081 |
|
|
Fisher Pivots for day following 07-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
94.922 |
95.320 |
PP |
94.892 |
95.197 |
S1 |
94.863 |
95.074 |
|