ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 10-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
96.265 |
95.980 |
-0.285 |
-0.3% |
95.590 |
High |
96.425 |
95.980 |
-0.445 |
-0.5% |
96.450 |
Low |
95.990 |
95.345 |
-0.645 |
-0.7% |
94.925 |
Close |
96.092 |
95.573 |
-0.519 |
-0.5% |
96.101 |
Range |
0.435 |
0.635 |
0.200 |
46.0% |
1.525 |
ATR |
0.614 |
0.623 |
0.010 |
1.6% |
0.000 |
Volume |
490 |
471 |
-19 |
-3.9% |
2,830 |
|
Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.538 |
97.190 |
95.922 |
|
R3 |
96.903 |
96.555 |
95.748 |
|
R2 |
96.268 |
96.268 |
95.689 |
|
R1 |
95.920 |
95.920 |
95.631 |
95.777 |
PP |
95.633 |
95.633 |
95.633 |
95.561 |
S1 |
95.285 |
95.285 |
95.515 |
95.142 |
S2 |
94.998 |
94.998 |
95.457 |
|
S3 |
94.363 |
94.650 |
95.398 |
|
S4 |
93.728 |
94.015 |
95.224 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.400 |
99.776 |
96.940 |
|
R3 |
98.875 |
98.251 |
96.520 |
|
R2 |
97.350 |
97.350 |
96.381 |
|
R1 |
96.726 |
96.726 |
96.241 |
97.038 |
PP |
95.825 |
95.825 |
95.825 |
95.982 |
S1 |
95.201 |
95.201 |
95.961 |
95.513 |
S2 |
94.300 |
94.300 |
95.821 |
|
S3 |
92.775 |
93.676 |
95.682 |
|
S4 |
91.250 |
92.151 |
95.262 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.450 |
95.345 |
1.105 |
1.2% |
0.554 |
0.6% |
21% |
False |
True |
525 |
10 |
96.705 |
94.925 |
1.780 |
1.9% |
0.594 |
0.6% |
36% |
False |
False |
615 |
20 |
97.610 |
94.925 |
2.685 |
2.8% |
0.543 |
0.6% |
24% |
False |
False |
497 |
40 |
97.610 |
93.100 |
4.510 |
4.7% |
0.645 |
0.7% |
55% |
False |
False |
500 |
60 |
97.610 |
93.100 |
4.510 |
4.7% |
0.593 |
0.6% |
55% |
False |
False |
391 |
80 |
97.610 |
92.095 |
5.515 |
5.8% |
0.554 |
0.6% |
63% |
False |
False |
305 |
100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.534 |
0.6% |
63% |
False |
False |
249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.679 |
2.618 |
97.642 |
1.618 |
97.007 |
1.000 |
96.615 |
0.618 |
96.372 |
HIGH |
95.980 |
0.618 |
95.737 |
0.500 |
95.663 |
0.382 |
95.588 |
LOW |
95.345 |
0.618 |
94.953 |
1.000 |
94.710 |
1.618 |
94.318 |
2.618 |
93.683 |
4.250 |
92.646 |
|
|
Fisher Pivots for day following 10-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
95.663 |
95.885 |
PP |
95.633 |
95.781 |
S1 |
95.603 |
95.677 |
|