ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 12-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
95.470 |
95.845 |
0.375 |
0.4% |
96.235 |
High |
95.850 |
95.920 |
0.070 |
0.1% |
96.425 |
Low |
95.455 |
95.145 |
-0.310 |
-0.3% |
95.145 |
Close |
95.798 |
95.642 |
-0.156 |
-0.2% |
95.642 |
Range |
0.395 |
0.775 |
0.380 |
96.2% |
1.280 |
ATR |
0.607 |
0.619 |
0.012 |
2.0% |
0.000 |
Volume |
617 |
628 |
11 |
1.8% |
2,411 |
|
Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.894 |
97.543 |
96.068 |
|
R3 |
97.119 |
96.768 |
95.855 |
|
R2 |
96.344 |
96.344 |
95.784 |
|
R1 |
95.993 |
95.993 |
95.713 |
95.781 |
PP |
95.569 |
95.569 |
95.569 |
95.463 |
S1 |
95.218 |
95.218 |
95.571 |
95.006 |
S2 |
94.794 |
94.794 |
95.500 |
|
S3 |
94.019 |
94.443 |
95.429 |
|
S4 |
93.244 |
93.668 |
95.216 |
|
|
Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.577 |
98.890 |
96.346 |
|
R3 |
98.297 |
97.610 |
95.994 |
|
R2 |
97.017 |
97.017 |
95.877 |
|
R1 |
96.330 |
96.330 |
95.759 |
96.034 |
PP |
95.737 |
95.737 |
95.737 |
95.589 |
S1 |
95.050 |
95.050 |
95.525 |
94.754 |
S2 |
94.457 |
94.457 |
95.407 |
|
S3 |
93.177 |
93.770 |
95.290 |
|
S4 |
91.897 |
92.490 |
94.938 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.425 |
95.145 |
1.280 |
1.3% |
0.508 |
0.5% |
39% |
False |
True |
482 |
10 |
96.450 |
94.925 |
1.525 |
1.6% |
0.543 |
0.6% |
47% |
False |
False |
524 |
20 |
97.610 |
94.925 |
2.685 |
2.8% |
0.536 |
0.6% |
27% |
False |
False |
518 |
40 |
97.610 |
93.100 |
4.510 |
4.7% |
0.632 |
0.7% |
56% |
False |
False |
516 |
60 |
97.610 |
93.100 |
4.510 |
4.7% |
0.603 |
0.6% |
56% |
False |
False |
402 |
80 |
97.610 |
92.095 |
5.515 |
5.8% |
0.555 |
0.6% |
64% |
False |
False |
319 |
100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.542 |
0.6% |
64% |
False |
False |
261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.214 |
2.618 |
97.949 |
1.618 |
97.174 |
1.000 |
96.695 |
0.618 |
96.399 |
HIGH |
95.920 |
0.618 |
95.624 |
0.500 |
95.533 |
0.382 |
95.441 |
LOW |
95.145 |
0.618 |
94.666 |
1.000 |
94.370 |
1.618 |
93.891 |
2.618 |
93.116 |
4.250 |
91.851 |
|
|
Fisher Pivots for day following 12-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
95.606 |
95.616 |
PP |
95.569 |
95.589 |
S1 |
95.533 |
95.563 |
|