ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 09-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
94.990 |
94.975 |
-0.015 |
0.0% |
95.775 |
High |
95.135 |
95.580 |
0.445 |
0.5% |
95.855 |
Low |
94.440 |
94.820 |
0.380 |
0.4% |
94.440 |
Close |
95.051 |
95.328 |
0.277 |
0.3% |
95.328 |
Range |
0.695 |
0.760 |
0.065 |
9.4% |
1.415 |
ATR |
0.638 |
0.646 |
0.009 |
1.4% |
0.000 |
Volume |
33,161 |
30,817 |
-2,344 |
-7.1% |
107,254 |
|
Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.523 |
97.185 |
95.746 |
|
R3 |
96.763 |
96.425 |
95.537 |
|
R2 |
96.003 |
96.003 |
95.467 |
|
R1 |
95.665 |
95.665 |
95.398 |
95.834 |
PP |
95.243 |
95.243 |
95.243 |
95.327 |
S1 |
94.905 |
94.905 |
95.258 |
95.074 |
S2 |
94.483 |
94.483 |
95.189 |
|
S3 |
93.723 |
94.145 |
95.119 |
|
S4 |
92.963 |
93.385 |
94.910 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.453 |
98.805 |
96.106 |
|
R3 |
98.038 |
97.390 |
95.717 |
|
R2 |
96.623 |
96.623 |
95.587 |
|
R1 |
95.975 |
95.975 |
95.458 |
95.592 |
PP |
95.208 |
95.208 |
95.208 |
95.016 |
S1 |
94.560 |
94.560 |
95.198 |
94.177 |
S2 |
93.793 |
93.793 |
95.069 |
|
S3 |
92.378 |
93.145 |
94.939 |
|
S4 |
90.963 |
91.730 |
94.550 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.965 |
94.440 |
1.525 |
1.6% |
0.744 |
0.8% |
58% |
False |
False |
28,441 |
10 |
96.250 |
94.200 |
2.050 |
2.2% |
0.709 |
0.7% |
55% |
False |
False |
26,497 |
20 |
96.250 |
94.050 |
2.200 |
2.3% |
0.628 |
0.7% |
58% |
False |
False |
22,048 |
40 |
97.620 |
94.050 |
3.570 |
3.7% |
0.613 |
0.6% |
36% |
False |
False |
19,790 |
60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.681 |
0.7% |
50% |
False |
False |
21,525 |
80 |
97.620 |
93.025 |
4.595 |
4.8% |
0.653 |
0.7% |
50% |
False |
False |
18,723 |
100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.641 |
0.7% |
59% |
False |
False |
15,078 |
120 |
97.620 |
92.000 |
5.620 |
5.9% |
0.630 |
0.7% |
59% |
False |
False |
12,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.810 |
2.618 |
97.570 |
1.618 |
96.810 |
1.000 |
96.340 |
0.618 |
96.050 |
HIGH |
95.580 |
0.618 |
95.290 |
0.500 |
95.200 |
0.382 |
95.110 |
LOW |
94.820 |
0.618 |
94.350 |
1.000 |
94.060 |
1.618 |
93.590 |
2.618 |
92.830 |
4.250 |
91.590 |
|
|
Fisher Pivots for day following 09-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
95.285 |
95.222 |
PP |
95.243 |
95.116 |
S1 |
95.200 |
95.010 |
|