ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 15-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
95.550 |
95.340 |
-0.210 |
-0.2% |
95.775 |
High |
95.660 |
95.560 |
-0.100 |
-0.1% |
95.855 |
Low |
95.195 |
95.055 |
-0.140 |
-0.1% |
94.440 |
Close |
95.322 |
95.283 |
-0.039 |
0.0% |
95.328 |
Range |
0.465 |
0.505 |
0.040 |
8.6% |
1.415 |
ATR |
0.622 |
0.614 |
-0.008 |
-1.3% |
0.000 |
Volume |
29,842 |
15,654 |
-14,188 |
-47.5% |
107,254 |
|
Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.814 |
96.554 |
95.561 |
|
R3 |
96.309 |
96.049 |
95.422 |
|
R2 |
95.804 |
95.804 |
95.376 |
|
R1 |
95.544 |
95.544 |
95.329 |
95.422 |
PP |
95.299 |
95.299 |
95.299 |
95.238 |
S1 |
95.039 |
95.039 |
95.237 |
94.917 |
S2 |
94.794 |
94.794 |
95.190 |
|
S3 |
94.289 |
94.534 |
95.144 |
|
S4 |
93.784 |
94.029 |
95.005 |
|
|
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 |
95.675 |
94.820 |
0.855 |
0.9% |
0.570 |
0.6% |
54% |
False |
False |
26,643 |
10 |
96.245 |
94.440 |
1.805 |
1.9% |
0.646 |
0.7% |
47% |
False |
False |
26,382 |
20 |
96.250 |
94.050 |
2.200 |
2.3% |
0.586 |
0.6% |
56% |
False |
False |
23,249 |
40 |
97.620 |
94.050 |
3.570 |
3.7% |
0.613 |
0.6% |
35% |
False |
False |
20,335 |
60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.664 |
0.7% |
49% |
False |
False |
21,507 |
80 |
97.620 |
93.025 |
4.595 |
4.8% |
0.658 |
0.7% |
49% |
False |
False |
19,975 |
100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.637 |
0.7% |
58% |
False |
False |
16,089 |
120 |
97.620 |
92.000 |
5.620 |
5.9% |
0.633 |
0.7% |
58% |
False |
False |
13,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.706 |
2.618 |
96.882 |
1.618 |
96.377 |
1.000 |
96.065 |
0.618 |
95.872 |
HIGH |
95.560 |
0.618 |
95.367 |
0.500 |
95.308 |
0.382 |
95.248 |
LOW |
95.055 |
0.618 |
94.743 |
1.000 |
94.550 |
1.618 |
94.238 |
2.618 |
93.733 |
4.250 |
92.909 |
|
|
Fisher Pivots for day following 15-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
95.308 |
95.365 |
PP |
95.299 |
95.338 |
S1 |
95.291 |
95.310 |
|