ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 16-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
95.340 |
95.260 |
-0.080 |
-0.1% |
95.315 |
High |
95.560 |
96.120 |
0.560 |
0.6% |
96.120 |
Low |
95.055 |
95.235 |
0.180 |
0.2% |
94.925 |
Close |
95.283 |
96.105 |
0.822 |
0.9% |
96.105 |
Range |
0.505 |
0.885 |
0.380 |
75.2% |
1.195 |
ATR |
0.614 |
0.633 |
0.019 |
3.2% |
0.000 |
Volume |
15,654 |
14,904 |
-750 |
-4.8% |
117,302 |
|
Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.475 |
98.175 |
96.592 |
|
R3 |
97.590 |
97.290 |
96.348 |
|
R2 |
96.705 |
96.705 |
96.267 |
|
R1 |
96.405 |
96.405 |
96.186 |
96.555 |
PP |
95.820 |
95.820 |
95.820 |
95.895 |
S1 |
95.520 |
95.520 |
96.024 |
95.670 |
S2 |
94.935 |
94.935 |
95.943 |
|
S3 |
94.050 |
94.635 |
95.862 |
|
S4 |
93.165 |
93.750 |
95.618 |
|
|
Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.302 |
98.898 |
96.762 |
|
R3 |
98.107 |
97.703 |
96.434 |
|
R2 |
96.912 |
96.912 |
96.324 |
|
R1 |
96.508 |
96.508 |
96.215 |
96.710 |
PP |
95.717 |
95.717 |
95.717 |
95.818 |
S1 |
95.313 |
95.313 |
95.995 |
95.515 |
S2 |
94.522 |
94.522 |
95.886 |
|
S3 |
93.327 |
94.118 |
95.776 |
|
S4 |
92.132 |
92.923 |
95.448 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.120 |
94.925 |
1.195 |
1.2% |
0.595 |
0.6% |
99% |
True |
False |
23,460 |
10 |
96.120 |
94.440 |
1.680 |
1.7% |
0.670 |
0.7% |
99% |
True |
False |
25,950 |
20 |
96.250 |
94.180 |
2.070 |
2.2% |
0.601 |
0.6% |
93% |
False |
False |
22,878 |
40 |
97.620 |
94.050 |
3.570 |
3.7% |
0.622 |
0.6% |
58% |
False |
False |
20,088 |
60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.668 |
0.7% |
67% |
False |
False |
21,497 |
80 |
97.620 |
93.025 |
4.595 |
4.8% |
0.664 |
0.7% |
67% |
False |
False |
20,150 |
100 |
97.620 |
92.000 |
5.620 |
5.8% |
0.640 |
0.7% |
73% |
False |
False |
16,230 |
120 |
97.620 |
92.000 |
5.620 |
5.8% |
0.632 |
0.7% |
73% |
False |
False |
13,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.881 |
2.618 |
98.437 |
1.618 |
97.552 |
1.000 |
97.005 |
0.618 |
96.667 |
HIGH |
96.120 |
0.618 |
95.782 |
0.500 |
95.678 |
0.382 |
95.573 |
LOW |
95.235 |
0.618 |
94.688 |
1.000 |
94.350 |
1.618 |
93.803 |
2.618 |
92.918 |
4.250 |
91.474 |
|
|
Fisher Pivots for day following 16-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
95.963 |
95.933 |
PP |
95.820 |
95.760 |
S1 |
95.678 |
95.588 |
|