ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 02-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
95.950 |
95.610 |
-0.340 |
-0.4% |
95.535 |
High |
96.175 |
95.905 |
-0.270 |
-0.3% |
96.210 |
Low |
95.555 |
95.140 |
-0.415 |
-0.4% |
95.140 |
Close |
95.610 |
95.794 |
0.184 |
0.2% |
95.794 |
Range |
0.620 |
0.765 |
0.145 |
23.4% |
1.070 |
ATR |
0.581 |
0.594 |
0.013 |
2.3% |
0.000 |
Volume |
1,030 |
2,974 |
1,944 |
188.7% |
7,988 |
|
Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.908 |
97.616 |
96.215 |
|
R3 |
97.143 |
96.851 |
96.004 |
|
R2 |
96.378 |
96.378 |
95.934 |
|
R1 |
96.086 |
96.086 |
95.864 |
96.232 |
PP |
95.613 |
95.613 |
95.613 |
95.686 |
S1 |
95.321 |
95.321 |
95.724 |
95.467 |
S2 |
94.848 |
94.848 |
95.654 |
|
S3 |
94.083 |
94.556 |
95.584 |
|
S4 |
93.318 |
93.791 |
95.373 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.925 |
98.429 |
96.382 |
|
R3 |
97.855 |
97.359 |
96.088 |
|
R2 |
96.785 |
96.785 |
95.990 |
|
R1 |
96.289 |
96.289 |
95.892 |
96.537 |
PP |
95.715 |
95.715 |
95.715 |
95.839 |
S1 |
95.219 |
95.219 |
95.696 |
95.467 |
S2 |
94.645 |
94.645 |
95.598 |
|
S3 |
93.575 |
94.149 |
95.500 |
|
S4 |
92.505 |
93.079 |
95.206 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.210 |
95.140 |
1.070 |
1.1% |
0.543 |
0.6% |
61% |
False |
True |
1,597 |
10 |
96.210 |
94.155 |
2.055 |
2.1% |
0.555 |
0.6% |
80% |
False |
False |
1,259 |
20 |
96.425 |
94.050 |
2.375 |
2.5% |
0.554 |
0.6% |
73% |
False |
False |
1,084 |
40 |
97.610 |
94.050 |
3.560 |
3.7% |
0.553 |
0.6% |
49% |
False |
False |
781 |
60 |
97.610 |
93.100 |
4.510 |
4.7% |
0.623 |
0.7% |
60% |
False |
False |
685 |
80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.579 |
0.6% |
60% |
False |
False |
553 |
100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.555 |
0.6% |
67% |
False |
False |
450 |
120 |
97.610 |
92.095 |
5.515 |
5.8% |
0.535 |
0.6% |
67% |
False |
False |
379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.156 |
2.618 |
97.908 |
1.618 |
97.143 |
1.000 |
96.670 |
0.618 |
96.378 |
HIGH |
95.905 |
0.618 |
95.613 |
0.500 |
95.523 |
0.382 |
95.432 |
LOW |
95.140 |
0.618 |
94.667 |
1.000 |
94.375 |
1.618 |
93.902 |
2.618 |
93.137 |
4.250 |
91.889 |
|
|
Fisher Pivots for day following 02-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
95.704 |
95.754 |
PP |
95.613 |
95.715 |
S1 |
95.523 |
95.675 |
|