ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 30-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
95.535 |
95.495 |
-0.040 |
0.0% |
94.600 |
High |
95.765 |
96.080 |
0.315 |
0.3% |
95.530 |
Low |
95.395 |
95.480 |
0.085 |
0.1% |
94.155 |
Close |
95.503 |
95.996 |
0.493 |
0.5% |
95.502 |
Range |
0.370 |
0.600 |
0.230 |
62.2% |
1.375 |
ATR |
0.595 |
0.595 |
0.000 |
0.1% |
0.000 |
Volume |
1,238 |
1,120 |
-118 |
-9.5% |
4,602 |
|
Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.652 |
97.424 |
96.326 |
|
R3 |
97.052 |
96.824 |
96.161 |
|
R2 |
96.452 |
96.452 |
96.106 |
|
R1 |
96.224 |
96.224 |
96.051 |
96.338 |
PP |
95.852 |
95.852 |
95.852 |
95.909 |
S1 |
95.624 |
95.624 |
95.941 |
95.738 |
S2 |
95.252 |
95.252 |
95.886 |
|
S3 |
94.652 |
95.024 |
95.831 |
|
S4 |
94.052 |
94.424 |
95.666 |
|
|
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 |
96.080 |
94.155 |
1.925 |
2.0% |
0.591 |
0.6% |
96% |
True |
False |
1,038 |
10 |
96.080 |
94.050 |
2.030 |
2.1% |
0.527 |
0.5% |
96% |
True |
False |
1,140 |
20 |
96.450 |
94.050 |
2.400 |
2.5% |
0.559 |
0.6% |
81% |
False |
False |
898 |
40 |
97.610 |
94.050 |
3.560 |
3.7% |
0.554 |
0.6% |
55% |
False |
False |
674 |
60 |
97.610 |
93.100 |
4.510 |
4.7% |
0.621 |
0.6% |
64% |
False |
False |
599 |
80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.573 |
0.6% |
64% |
False |
False |
483 |
100 |
97.610 |
92.095 |
5.515 |
5.7% |
0.548 |
0.6% |
71% |
False |
False |
395 |
120 |
97.610 |
92.095 |
5.515 |
5.7% |
0.540 |
0.6% |
71% |
False |
False |
332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.630 |
2.618 |
97.651 |
1.618 |
97.051 |
1.000 |
96.680 |
0.618 |
96.451 |
HIGH |
96.080 |
0.618 |
95.851 |
0.500 |
95.780 |
0.382 |
95.709 |
LOW |
95.480 |
0.618 |
95.109 |
1.000 |
94.880 |
1.618 |
94.509 |
2.618 |
93.909 |
4.250 |
92.930 |
|
|
Fisher Pivots for day following 30-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
95.924 |
95.703 |
PP |
95.852 |
95.410 |
S1 |
95.780 |
95.118 |
|