ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 19-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
94.550 |
94.180 |
-0.370 |
-0.4% |
95.645 |
High |
94.570 |
94.565 |
-0.005 |
0.0% |
95.710 |
Low |
94.050 |
94.180 |
0.130 |
0.1% |
94.050 |
Close |
94.112 |
94.453 |
0.341 |
0.4% |
94.453 |
Range |
0.520 |
0.385 |
-0.135 |
-26.0% |
1.660 |
ATR |
0.633 |
0.620 |
-0.013 |
-2.0% |
0.000 |
Volume |
1,925 |
1,187 |
-738 |
-38.3% |
6,690 |
|
Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.554 |
95.389 |
94.665 |
|
R3 |
95.169 |
95.004 |
94.559 |
|
R2 |
94.784 |
94.784 |
94.524 |
|
R1 |
94.619 |
94.619 |
94.488 |
94.702 |
PP |
94.399 |
94.399 |
94.399 |
94.441 |
S1 |
94.234 |
94.234 |
94.418 |
94.317 |
S2 |
94.014 |
94.014 |
94.382 |
|
S3 |
93.629 |
93.849 |
94.347 |
|
S4 |
93.244 |
93.464 |
94.241 |
|
|
Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.718 |
98.745 |
95.366 |
|
R3 |
98.058 |
97.085 |
94.910 |
|
R2 |
96.398 |
96.398 |
94.757 |
|
R1 |
95.425 |
95.425 |
94.605 |
95.082 |
PP |
94.738 |
94.738 |
94.738 |
94.566 |
S1 |
93.765 |
93.765 |
94.301 |
93.422 |
S2 |
93.078 |
93.078 |
94.149 |
|
S3 |
91.418 |
92.105 |
93.997 |
|
S4 |
89.758 |
90.445 |
93.540 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.710 |
94.050 |
1.660 |
1.8% |
0.599 |
0.6% |
24% |
False |
False |
1,338 |
10 |
96.425 |
94.050 |
2.375 |
2.5% |
0.553 |
0.6% |
17% |
False |
False |
910 |
20 |
97.610 |
94.050 |
3.560 |
3.8% |
0.574 |
0.6% |
11% |
False |
False |
752 |
40 |
97.610 |
94.050 |
3.560 |
3.8% |
0.577 |
0.6% |
11% |
False |
False |
600 |
60 |
97.610 |
93.100 |
4.510 |
4.8% |
0.624 |
0.7% |
30% |
False |
False |
504 |
80 |
97.610 |
92.095 |
5.515 |
5.8% |
0.561 |
0.6% |
43% |
False |
False |
401 |
100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.541 |
0.6% |
43% |
False |
False |
326 |
120 |
98.375 |
92.095 |
6.280 |
6.6% |
0.545 |
0.6% |
38% |
False |
False |
275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.201 |
2.618 |
95.573 |
1.618 |
95.188 |
1.000 |
94.950 |
0.618 |
94.803 |
HIGH |
94.565 |
0.618 |
94.418 |
0.500 |
94.373 |
0.382 |
94.327 |
LOW |
94.180 |
0.618 |
93.942 |
1.000 |
93.795 |
1.618 |
93.557 |
2.618 |
93.172 |
4.250 |
92.544 |
|
|
Fisher Pivots for day following 19-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
94.426 |
94.525 |
PP |
94.399 |
94.501 |
S1 |
94.373 |
94.477 |
|