ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 01-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
95.945 |
95.950 |
0.005 |
0.0% |
94.600 |
High |
96.210 |
96.175 |
-0.035 |
0.0% |
95.530 |
Low |
95.850 |
95.555 |
-0.295 |
-0.3% |
94.155 |
Close |
95.967 |
95.610 |
-0.357 |
-0.4% |
95.502 |
Range |
0.360 |
0.620 |
0.260 |
72.2% |
1.375 |
ATR |
0.578 |
0.581 |
0.003 |
0.5% |
0.000 |
Volume |
1,626 |
1,030 |
-596 |
-36.7% |
4,602 |
|
Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.640 |
97.245 |
95.951 |
|
R3 |
97.020 |
96.625 |
95.781 |
|
R2 |
96.400 |
96.400 |
95.724 |
|
R1 |
96.005 |
96.005 |
95.667 |
95.893 |
PP |
95.780 |
95.780 |
95.780 |
95.724 |
S1 |
95.385 |
95.385 |
95.553 |
95.273 |
S2 |
95.160 |
95.160 |
95.496 |
|
S3 |
94.540 |
94.765 |
95.440 |
|
S4 |
93.920 |
94.145 |
95.269 |
|
|
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 |
96.210 |
94.155 |
2.055 |
2.1% |
0.665 |
0.7% |
71% |
False |
False |
1,353 |
10 |
96.210 |
94.155 |
2.055 |
2.1% |
0.518 |
0.5% |
71% |
False |
False |
1,080 |
20 |
96.450 |
94.050 |
2.400 |
2.5% |
0.564 |
0.6% |
65% |
False |
False |
985 |
40 |
97.610 |
94.050 |
3.560 |
3.7% |
0.556 |
0.6% |
44% |
False |
False |
719 |
60 |
97.610 |
93.100 |
4.510 |
4.7% |
0.621 |
0.6% |
56% |
False |
False |
638 |
80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.577 |
0.6% |
56% |
False |
False |
516 |
100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.550 |
0.6% |
64% |
False |
False |
420 |
120 |
97.610 |
92.095 |
5.515 |
5.8% |
0.537 |
0.6% |
64% |
False |
False |
354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.810 |
2.618 |
97.798 |
1.618 |
97.178 |
1.000 |
96.795 |
0.618 |
96.558 |
HIGH |
96.175 |
0.618 |
95.938 |
0.500 |
95.865 |
0.382 |
95.792 |
LOW |
95.555 |
0.618 |
95.172 |
1.000 |
94.935 |
1.618 |
94.552 |
2.618 |
93.932 |
4.250 |
92.920 |
|
|
Fisher Pivots for day following 01-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
95.865 |
95.845 |
PP |
95.780 |
95.767 |
S1 |
95.695 |
95.688 |
|