ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 17-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
95.560 |
94.730 |
-0.830 |
-0.9% |
96.235 |
High |
95.560 |
95.000 |
-0.560 |
-0.6% |
96.425 |
Low |
94.340 |
94.450 |
0.110 |
0.1% |
95.145 |
Close |
94.729 |
94.655 |
-0.074 |
-0.1% |
95.642 |
Range |
1.220 |
0.550 |
-0.670 |
-54.9% |
1.280 |
ATR |
0.642 |
0.635 |
-0.007 |
-1.0% |
0.000 |
Volume |
1,711 |
1,337 |
-374 |
-21.9% |
2,411 |
|
Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.352 |
96.053 |
94.958 |
|
R3 |
95.802 |
95.503 |
94.806 |
|
R2 |
95.252 |
95.252 |
94.756 |
|
R1 |
94.953 |
94.953 |
94.705 |
94.828 |
PP |
94.702 |
94.702 |
94.702 |
94.639 |
S1 |
94.403 |
94.403 |
94.605 |
94.278 |
S2 |
94.152 |
94.152 |
94.554 |
|
S3 |
93.602 |
93.853 |
94.504 |
|
S4 |
93.052 |
93.303 |
94.353 |
|
|
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 |
95.920 |
94.340 |
1.580 |
1.7% |
0.652 |
0.7% |
20% |
False |
False |
964 |
10 |
96.450 |
94.340 |
2.110 |
2.2% |
0.603 |
0.6% |
15% |
False |
False |
744 |
20 |
97.610 |
94.340 |
3.270 |
3.5% |
0.587 |
0.6% |
10% |
False |
False |
636 |
40 |
97.610 |
93.100 |
4.510 |
4.8% |
0.639 |
0.7% |
34% |
False |
False |
586 |
60 |
97.610 |
93.100 |
4.510 |
4.8% |
0.625 |
0.7% |
34% |
False |
False |
458 |
80 |
97.610 |
92.095 |
5.515 |
5.8% |
0.566 |
0.6% |
46% |
False |
False |
364 |
100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.546 |
0.6% |
46% |
False |
False |
296 |
120 |
98.790 |
92.095 |
6.695 |
7.1% |
0.543 |
0.6% |
38% |
False |
False |
249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.338 |
2.618 |
96.440 |
1.618 |
95.890 |
1.000 |
95.550 |
0.618 |
95.340 |
HIGH |
95.000 |
0.618 |
94.790 |
0.500 |
94.725 |
0.382 |
94.660 |
LOW |
94.450 |
0.618 |
94.110 |
1.000 |
93.900 |
1.618 |
93.560 |
2.618 |
93.010 |
4.250 |
92.113 |
|
|
Fisher Pivots for day following 17-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
94.725 |
95.025 |
PP |
94.702 |
94.902 |
S1 |
94.678 |
94.778 |
|