ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 08-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
94.820 |
94.990 |
0.170 |
0.2% |
95.550 |
High |
95.050 |
95.135 |
0.085 |
0.1% |
96.250 |
Low |
94.675 |
94.440 |
-0.235 |
-0.2% |
95.175 |
Close |
94.951 |
95.051 |
0.100 |
0.1% |
95.844 |
Range |
0.375 |
0.695 |
0.320 |
85.3% |
1.075 |
ATR |
0.633 |
0.638 |
0.004 |
0.7% |
0.000 |
Volume |
16,518 |
33,161 |
16,643 |
100.8% |
116,463 |
|
Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.960 |
96.701 |
95.433 |
|
R3 |
96.265 |
96.006 |
95.242 |
|
R2 |
95.570 |
95.570 |
95.178 |
|
R1 |
95.311 |
95.311 |
95.115 |
95.441 |
PP |
94.875 |
94.875 |
94.875 |
94.940 |
S1 |
94.616 |
94.616 |
94.987 |
94.746 |
S2 |
94.180 |
94.180 |
94.924 |
|
S3 |
93.485 |
93.921 |
94.860 |
|
S4 |
92.790 |
93.226 |
94.669 |
|
|
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 |
96.245 |
94.440 |
1.805 |
1.9% |
0.722 |
0.8% |
34% |
False |
True |
26,121 |
10 |
96.250 |
94.200 |
2.050 |
2.2% |
0.658 |
0.7% |
42% |
False |
False |
24,193 |
20 |
96.250 |
94.050 |
2.200 |
2.3% |
0.613 |
0.6% |
46% |
False |
False |
20,961 |
40 |
97.620 |
94.050 |
3.570 |
3.8% |
0.608 |
0.6% |
28% |
False |
False |
19,369 |
60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.681 |
0.7% |
44% |
False |
False |
21,405 |
80 |
97.620 |
93.025 |
4.595 |
4.8% |
0.648 |
0.7% |
44% |
False |
False |
18,343 |
100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.639 |
0.7% |
54% |
False |
False |
14,773 |
120 |
97.620 |
92.000 |
5.620 |
5.9% |
0.627 |
0.7% |
54% |
False |
False |
12,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.089 |
2.618 |
96.955 |
1.618 |
96.260 |
1.000 |
95.830 |
0.618 |
95.565 |
HIGH |
95.135 |
0.618 |
94.870 |
0.500 |
94.788 |
0.382 |
94.705 |
LOW |
94.440 |
0.618 |
94.010 |
1.000 |
93.745 |
1.618 |
93.315 |
2.618 |
92.620 |
4.250 |
91.486 |
|
|
Fisher Pivots for day following 08-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
94.963 |
95.148 |
PP |
94.875 |
95.115 |
S1 |
94.788 |
95.083 |
|