ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 23-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
94.600 |
94.510 |
-0.090 |
-0.1% |
95.645 |
High |
94.895 |
94.510 |
-0.385 |
-0.4% |
95.710 |
Low |
94.390 |
94.160 |
-0.230 |
-0.2% |
94.050 |
Close |
94.459 |
94.459 |
0.000 |
0.0% |
94.453 |
Range |
0.505 |
0.350 |
-0.155 |
-30.7% |
1.660 |
ATR |
0.612 |
0.593 |
-0.019 |
-3.1% |
0.000 |
Volume |
882 |
888 |
6 |
0.7% |
6,690 |
|
Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.426 |
95.293 |
94.652 |
|
R3 |
95.076 |
94.943 |
94.555 |
|
R2 |
94.726 |
94.726 |
94.523 |
|
R1 |
94.593 |
94.593 |
94.491 |
94.485 |
PP |
94.376 |
94.376 |
94.376 |
94.322 |
S1 |
94.243 |
94.243 |
94.427 |
94.135 |
S2 |
94.026 |
94.026 |
94.395 |
|
S3 |
93.676 |
93.893 |
94.363 |
|
S4 |
93.326 |
93.543 |
94.267 |
|
|
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 |
95.000 |
94.050 |
0.950 |
1.0% |
0.462 |
0.5% |
43% |
False |
False |
1,243 |
10 |
95.980 |
94.050 |
1.930 |
2.0% |
0.565 |
0.6% |
21% |
False |
False |
1,017 |
20 |
97.420 |
94.050 |
3.370 |
3.6% |
0.583 |
0.6% |
12% |
False |
False |
813 |
40 |
97.610 |
94.050 |
3.560 |
3.8% |
0.561 |
0.6% |
11% |
False |
False |
618 |
60 |
97.610 |
93.100 |
4.510 |
4.8% |
0.625 |
0.7% |
30% |
False |
False |
532 |
80 |
97.610 |
92.985 |
4.625 |
4.9% |
0.556 |
0.6% |
32% |
False |
False |
421 |
100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.543 |
0.6% |
43% |
False |
False |
344 |
120 |
98.375 |
92.095 |
6.280 |
6.6% |
0.543 |
0.6% |
38% |
False |
False |
289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.998 |
2.618 |
95.426 |
1.618 |
95.076 |
1.000 |
94.860 |
0.618 |
94.726 |
HIGH |
94.510 |
0.618 |
94.376 |
0.500 |
94.335 |
0.382 |
94.294 |
LOW |
94.160 |
0.618 |
93.944 |
1.000 |
93.810 |
1.618 |
93.594 |
2.618 |
93.244 |
4.250 |
92.673 |
|
|
Fisher Pivots for day following 23-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
94.418 |
94.528 |
PP |
94.376 |
94.505 |
S1 |
94.335 |
94.482 |
|