ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 29-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
94.575 |
95.535 |
0.960 |
1.0% |
94.600 |
High |
95.530 |
95.765 |
0.235 |
0.2% |
95.530 |
Low |
94.155 |
95.395 |
1.240 |
1.3% |
94.155 |
Close |
95.502 |
95.503 |
0.001 |
0.0% |
95.502 |
Range |
1.375 |
0.370 |
-1.005 |
-73.1% |
1.375 |
ATR |
0.612 |
0.595 |
-0.017 |
-2.8% |
0.000 |
Volume |
1,751 |
1,238 |
-513 |
-29.3% |
4,602 |
|
Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.664 |
96.454 |
95.707 |
|
R3 |
96.294 |
96.084 |
95.605 |
|
R2 |
95.924 |
95.924 |
95.571 |
|
R1 |
95.714 |
95.714 |
95.537 |
95.634 |
PP |
95.554 |
95.554 |
95.554 |
95.515 |
S1 |
95.344 |
95.344 |
95.469 |
95.264 |
S2 |
95.184 |
95.184 |
95.435 |
|
S3 |
94.814 |
94.974 |
95.401 |
|
S4 |
94.444 |
94.604 |
95.300 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.187 |
98.720 |
96.258 |
|
R3 |
97.812 |
97.345 |
95.880 |
|
R2 |
96.437 |
96.437 |
95.754 |
|
R1 |
95.970 |
95.970 |
95.628 |
96.204 |
PP |
95.062 |
95.062 |
95.062 |
95.179 |
S1 |
94.595 |
94.595 |
95.376 |
94.829 |
S2 |
93.687 |
93.687 |
95.250 |
|
S3 |
92.312 |
93.220 |
95.124 |
|
S4 |
90.937 |
91.845 |
94.746 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.765 |
94.155 |
1.610 |
1.7% |
0.541 |
0.6% |
84% |
True |
False |
991 |
10 |
95.765 |
94.050 |
1.715 |
1.8% |
0.589 |
0.6% |
85% |
True |
False |
1,200 |
20 |
96.450 |
94.050 |
2.400 |
2.5% |
0.572 |
0.6% |
61% |
False |
False |
880 |
40 |
97.610 |
94.050 |
3.560 |
3.7% |
0.561 |
0.6% |
41% |
False |
False |
659 |
60 |
97.610 |
93.100 |
4.510 |
4.7% |
0.614 |
0.6% |
53% |
False |
False |
585 |
80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.569 |
0.6% |
53% |
False |
False |
470 |
100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.549 |
0.6% |
62% |
False |
False |
384 |
120 |
97.610 |
92.095 |
5.515 |
5.8% |
0.535 |
0.6% |
62% |
False |
False |
323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.338 |
2.618 |
96.734 |
1.618 |
96.364 |
1.000 |
96.135 |
0.618 |
95.994 |
HIGH |
95.765 |
0.618 |
95.624 |
0.500 |
95.580 |
0.382 |
95.536 |
LOW |
95.395 |
0.618 |
95.166 |
1.000 |
95.025 |
1.618 |
94.796 |
2.618 |
94.426 |
4.250 |
93.822 |
|
|
Fisher Pivots for day following 29-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
95.580 |
95.322 |
PP |
95.554 |
95.141 |
S1 |
95.529 |
94.960 |
|