ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 24-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
94.510 |
94.500 |
-0.010 |
0.0% |
95.645 |
High |
94.510 |
94.830 |
0.320 |
0.3% |
95.710 |
Low |
94.160 |
94.450 |
0.290 |
0.3% |
94.050 |
Close |
94.459 |
94.712 |
0.253 |
0.3% |
94.453 |
Range |
0.350 |
0.380 |
0.030 |
8.6% |
1.660 |
ATR |
0.593 |
0.578 |
-0.015 |
-2.6% |
0.000 |
Volume |
888 |
676 |
-212 |
-23.9% |
6,690 |
|
Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.804 |
95.638 |
94.921 |
|
R3 |
95.424 |
95.258 |
94.817 |
|
R2 |
95.044 |
95.044 |
94.782 |
|
R1 |
94.878 |
94.878 |
94.747 |
94.961 |
PP |
94.664 |
94.664 |
94.664 |
94.706 |
S1 |
94.498 |
94.498 |
94.677 |
94.581 |
S2 |
94.284 |
94.284 |
94.642 |
|
S3 |
93.904 |
94.118 |
94.608 |
|
S4 |
93.524 |
93.738 |
94.503 |
|
|
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 |
94.895 |
94.050 |
0.845 |
0.9% |
0.428 |
0.5% |
78% |
False |
False |
1,111 |
10 |
95.920 |
94.050 |
1.870 |
2.0% |
0.540 |
0.6% |
35% |
False |
False |
1,038 |
20 |
96.705 |
94.050 |
2.655 |
2.8% |
0.567 |
0.6% |
25% |
False |
False |
826 |
40 |
97.610 |
94.050 |
3.560 |
3.8% |
0.554 |
0.6% |
19% |
False |
False |
604 |
60 |
97.610 |
93.100 |
4.510 |
4.8% |
0.623 |
0.7% |
36% |
False |
False |
541 |
80 |
97.610 |
93.100 |
4.510 |
4.8% |
0.555 |
0.6% |
36% |
False |
False |
430 |
100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.542 |
0.6% |
47% |
False |
False |
350 |
120 |
98.375 |
92.095 |
6.280 |
6.6% |
0.545 |
0.6% |
42% |
False |
False |
295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.445 |
2.618 |
95.825 |
1.618 |
95.445 |
1.000 |
95.210 |
0.618 |
95.065 |
HIGH |
94.830 |
0.618 |
94.685 |
0.500 |
94.640 |
0.382 |
94.595 |
LOW |
94.450 |
0.618 |
94.215 |
1.000 |
94.070 |
1.618 |
93.835 |
2.618 |
93.455 |
4.250 |
92.835 |
|
|
Fisher Pivots for day following 24-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
94.688 |
94.651 |
PP |
94.664 |
94.589 |
S1 |
94.640 |
94.528 |
|