ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 22-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
94.180 |
94.600 |
0.420 |
0.4% |
95.645 |
High |
94.565 |
94.895 |
0.330 |
0.3% |
95.710 |
Low |
94.180 |
94.390 |
0.210 |
0.2% |
94.050 |
Close |
94.453 |
94.459 |
0.006 |
0.0% |
94.453 |
Range |
0.385 |
0.505 |
0.120 |
31.2% |
1.660 |
ATR |
0.620 |
0.612 |
-0.008 |
-1.3% |
0.000 |
Volume |
1,187 |
882 |
-305 |
-25.7% |
6,690 |
|
Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.096 |
95.783 |
94.737 |
|
R3 |
95.591 |
95.278 |
94.598 |
|
R2 |
95.086 |
95.086 |
94.552 |
|
R1 |
94.773 |
94.773 |
94.505 |
94.677 |
PP |
94.581 |
94.581 |
94.581 |
94.534 |
S1 |
94.268 |
94.268 |
94.413 |
94.172 |
S2 |
94.076 |
94.076 |
94.366 |
|
S3 |
93.571 |
93.763 |
94.320 |
|
S4 |
93.066 |
93.258 |
94.181 |
|
|
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 |
95.560 |
94.050 |
1.510 |
1.6% |
0.636 |
0.7% |
27% |
False |
False |
1,408 |
10 |
96.425 |
94.050 |
2.375 |
2.5% |
0.574 |
0.6% |
17% |
False |
False |
977 |
20 |
97.420 |
94.050 |
3.370 |
3.6% |
0.582 |
0.6% |
12% |
False |
False |
786 |
40 |
97.610 |
94.050 |
3.560 |
3.8% |
0.567 |
0.6% |
11% |
False |
False |
610 |
60 |
97.610 |
93.100 |
4.510 |
4.8% |
0.625 |
0.7% |
30% |
False |
False |
517 |
80 |
97.610 |
92.095 |
5.515 |
5.8% |
0.564 |
0.6% |
43% |
False |
False |
412 |
100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.543 |
0.6% |
43% |
False |
False |
335 |
120 |
98.375 |
92.095 |
6.280 |
6.6% |
0.545 |
0.6% |
38% |
False |
False |
282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.041 |
2.618 |
96.217 |
1.618 |
95.712 |
1.000 |
95.400 |
0.618 |
95.207 |
HIGH |
94.895 |
0.618 |
94.702 |
0.500 |
94.643 |
0.382 |
94.583 |
LOW |
94.390 |
0.618 |
94.078 |
1.000 |
93.885 |
1.618 |
93.573 |
2.618 |
93.068 |
4.250 |
92.244 |
|
|
Fisher Pivots for day following 22-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
94.643 |
94.473 |
PP |
94.581 |
94.468 |
S1 |
94.520 |
94.464 |
|