ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 18-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
94.730 |
94.550 |
-0.180 |
-0.2% |
96.235 |
High |
95.000 |
94.570 |
-0.430 |
-0.5% |
96.425 |
Low |
94.450 |
94.050 |
-0.400 |
-0.4% |
95.145 |
Close |
94.655 |
94.112 |
-0.543 |
-0.6% |
95.642 |
Range |
0.550 |
0.520 |
-0.030 |
-5.5% |
1.280 |
ATR |
0.635 |
0.633 |
-0.002 |
-0.3% |
0.000 |
Volume |
1,337 |
1,925 |
588 |
44.0% |
2,411 |
|
Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.804 |
95.478 |
94.398 |
|
R3 |
95.284 |
94.958 |
94.255 |
|
R2 |
94.764 |
94.764 |
94.207 |
|
R1 |
94.438 |
94.438 |
94.160 |
94.341 |
PP |
94.244 |
94.244 |
94.244 |
94.196 |
S1 |
93.918 |
93.918 |
94.064 |
93.821 |
S2 |
93.724 |
93.724 |
94.017 |
|
S3 |
93.204 |
93.398 |
93.969 |
|
S4 |
92.684 |
92.878 |
93.826 |
|
|
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 |
94.050 |
1.870 |
2.0% |
0.677 |
0.7% |
3% |
False |
True |
1,226 |
10 |
96.450 |
94.050 |
2.400 |
2.6% |
0.611 |
0.6% |
3% |
False |
True |
890 |
20 |
97.610 |
94.050 |
3.560 |
3.8% |
0.589 |
0.6% |
2% |
False |
True |
710 |
40 |
97.610 |
93.820 |
3.790 |
4.0% |
0.639 |
0.7% |
8% |
False |
False |
622 |
60 |
97.610 |
93.100 |
4.510 |
4.8% |
0.627 |
0.7% |
22% |
False |
False |
486 |
80 |
97.610 |
92.095 |
5.515 |
5.9% |
0.565 |
0.6% |
37% |
False |
False |
387 |
100 |
97.610 |
92.095 |
5.515 |
5.9% |
0.545 |
0.6% |
37% |
False |
False |
315 |
120 |
98.375 |
92.095 |
6.280 |
6.7% |
0.544 |
0.6% |
32% |
False |
False |
265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.780 |
2.618 |
95.931 |
1.618 |
95.411 |
1.000 |
95.090 |
0.618 |
94.891 |
HIGH |
94.570 |
0.618 |
94.371 |
0.500 |
94.310 |
0.382 |
94.249 |
LOW |
94.050 |
0.618 |
93.729 |
1.000 |
93.530 |
1.618 |
93.209 |
2.618 |
92.689 |
4.250 |
91.840 |
|
|
Fisher Pivots for day following 18-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
94.310 |
94.805 |
PP |
94.244 |
94.574 |
S1 |
94.178 |
94.343 |
|