ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 12-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
94.975 |
95.315 |
0.340 |
0.4% |
95.775 |
High |
95.580 |
95.450 |
-0.130 |
-0.1% |
95.855 |
Low |
94.820 |
94.925 |
0.105 |
0.1% |
94.440 |
Close |
95.328 |
95.088 |
-0.240 |
-0.3% |
95.328 |
Range |
0.760 |
0.525 |
-0.235 |
-30.9% |
1.415 |
ATR |
0.646 |
0.638 |
-0.009 |
-1.3% |
0.000 |
Volume |
30,817 |
31,107 |
290 |
0.9% |
107,254 |
|
Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.729 |
96.434 |
95.377 |
|
R3 |
96.204 |
95.909 |
95.232 |
|
R2 |
95.679 |
95.679 |
95.184 |
|
R1 |
95.384 |
95.384 |
95.136 |
95.269 |
PP |
95.154 |
95.154 |
95.154 |
95.097 |
S1 |
94.859 |
94.859 |
95.040 |
94.744 |
S2 |
94.629 |
94.629 |
94.992 |
|
S3 |
94.104 |
94.334 |
94.944 |
|
S4 |
93.579 |
93.809 |
94.799 |
|
|
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 |
95.855 |
94.440 |
1.415 |
1.5% |
0.691 |
0.7% |
46% |
False |
False |
27,672 |
10 |
96.250 |
94.440 |
1.810 |
1.9% |
0.623 |
0.7% |
36% |
False |
False |
25,482 |
20 |
96.250 |
94.050 |
2.200 |
2.3% |
0.616 |
0.6% |
47% |
False |
False |
22,651 |
40 |
97.620 |
94.050 |
3.570 |
3.8% |
0.605 |
0.6% |
29% |
False |
False |
19,998 |
60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.669 |
0.7% |
45% |
False |
False |
21,368 |
80 |
97.620 |
93.025 |
4.595 |
4.8% |
0.651 |
0.7% |
45% |
False |
False |
19,101 |
100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.640 |
0.7% |
55% |
False |
False |
15,387 |
120 |
97.620 |
92.000 |
5.620 |
5.9% |
0.631 |
0.7% |
55% |
False |
False |
12,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.681 |
2.618 |
96.824 |
1.618 |
96.299 |
1.000 |
95.975 |
0.618 |
95.774 |
HIGH |
95.450 |
0.618 |
95.249 |
0.500 |
95.188 |
0.382 |
95.126 |
LOW |
94.925 |
0.618 |
94.601 |
1.000 |
94.400 |
1.618 |
94.076 |
2.618 |
93.551 |
4.250 |
92.694 |
|
|
Fisher Pivots for day following 12-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
95.188 |
95.062 |
PP |
95.154 |
95.036 |
S1 |
95.121 |
95.010 |
|