ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 11-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
95.980 |
95.470 |
-0.510 |
-0.5% |
95.590 |
High |
95.980 |
95.850 |
-0.130 |
-0.1% |
96.450 |
Low |
95.345 |
95.455 |
0.110 |
0.1% |
94.925 |
Close |
95.573 |
95.798 |
0.225 |
0.2% |
96.101 |
Range |
0.635 |
0.395 |
-0.240 |
-37.8% |
1.525 |
ATR |
0.623 |
0.607 |
-0.016 |
-2.6% |
0.000 |
Volume |
471 |
617 |
146 |
31.0% |
2,830 |
|
Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.886 |
96.737 |
96.015 |
|
R3 |
96.491 |
96.342 |
95.907 |
|
R2 |
96.096 |
96.096 |
95.870 |
|
R1 |
95.947 |
95.947 |
95.834 |
96.022 |
PP |
95.701 |
95.701 |
95.701 |
95.738 |
S1 |
95.552 |
95.552 |
95.762 |
95.627 |
S2 |
95.306 |
95.306 |
95.726 |
|
S3 |
94.911 |
95.157 |
95.689 |
|
S4 |
94.516 |
94.762 |
95.581 |
|
|
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% |
0.546 |
0.6% |
41% |
False |
False |
555 |
10 |
96.525 |
94.925 |
1.600 |
1.7% |
0.587 |
0.6% |
55% |
False |
False |
593 |
20 |
97.610 |
94.925 |
2.685 |
2.8% |
0.536 |
0.6% |
33% |
False |
False |
511 |
40 |
97.610 |
93.100 |
4.510 |
4.7% |
0.624 |
0.7% |
60% |
False |
False |
508 |
60 |
97.610 |
93.100 |
4.510 |
4.7% |
0.594 |
0.6% |
60% |
False |
False |
392 |
80 |
97.610 |
92.095 |
5.515 |
5.8% |
0.551 |
0.6% |
67% |
False |
False |
312 |
100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.535 |
0.6% |
67% |
False |
False |
255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.529 |
2.618 |
96.884 |
1.618 |
96.489 |
1.000 |
96.245 |
0.618 |
96.094 |
HIGH |
95.850 |
0.618 |
95.699 |
0.500 |
95.653 |
0.382 |
95.606 |
LOW |
95.455 |
0.618 |
95.211 |
1.000 |
95.060 |
1.618 |
94.816 |
2.618 |
94.421 |
4.250 |
93.776 |
|
|
Fisher Pivots for day following 11-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
95.750 |
95.885 |
PP |
95.701 |
95.856 |
S1 |
95.653 |
95.827 |
|