ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 16-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
95.645 |
95.560 |
-0.085 |
-0.1% |
96.235 |
High |
95.710 |
95.560 |
-0.150 |
-0.2% |
96.425 |
Low |
95.390 |
94.340 |
-1.050 |
-1.1% |
95.145 |
Close |
95.549 |
94.729 |
-0.820 |
-0.9% |
95.642 |
Range |
0.320 |
1.220 |
0.900 |
281.3% |
1.280 |
ATR |
0.597 |
0.642 |
0.044 |
7.4% |
0.000 |
Volume |
530 |
1,711 |
1,181 |
222.8% |
2,411 |
|
Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.536 |
97.853 |
95.400 |
|
R3 |
97.316 |
96.633 |
95.065 |
|
R2 |
96.096 |
96.096 |
94.953 |
|
R1 |
95.413 |
95.413 |
94.841 |
95.145 |
PP |
94.876 |
94.876 |
94.876 |
94.742 |
S1 |
94.193 |
94.193 |
94.617 |
93.925 |
S2 |
93.656 |
93.656 |
94.505 |
|
S3 |
92.436 |
92.973 |
94.394 |
|
S4 |
91.216 |
91.753 |
94.058 |
|
|
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 |
95.980 |
94.340 |
1.640 |
1.7% |
0.669 |
0.7% |
24% |
False |
True |
791 |
10 |
96.450 |
94.340 |
2.110 |
2.2% |
0.591 |
0.6% |
18% |
False |
True |
655 |
20 |
97.610 |
94.340 |
3.270 |
3.5% |
0.575 |
0.6% |
12% |
False |
True |
597 |
40 |
97.610 |
93.100 |
4.510 |
4.8% |
0.641 |
0.7% |
36% |
False |
False |
557 |
60 |
97.610 |
93.100 |
4.510 |
4.8% |
0.620 |
0.7% |
36% |
False |
False |
437 |
80 |
97.610 |
92.095 |
5.515 |
5.8% |
0.562 |
0.6% |
48% |
False |
False |
347 |
100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.544 |
0.6% |
48% |
False |
False |
283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.745 |
2.618 |
98.754 |
1.618 |
97.534 |
1.000 |
96.780 |
0.618 |
96.314 |
HIGH |
95.560 |
0.618 |
95.094 |
0.500 |
94.950 |
0.382 |
94.806 |
LOW |
94.340 |
0.618 |
93.586 |
1.000 |
93.120 |
1.618 |
92.366 |
2.618 |
91.146 |
4.250 |
89.155 |
|
|
Fisher Pivots for day following 16-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
94.950 |
95.130 |
PP |
94.876 |
94.996 |
S1 |
94.803 |
94.863 |
|