ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 06-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
95.610 |
95.700 |
0.090 |
0.1% |
95.535 |
High |
95.905 |
95.790 |
-0.115 |
-0.1% |
96.210 |
Low |
95.140 |
94.715 |
-0.425 |
-0.4% |
95.140 |
Close |
95.794 |
94.763 |
-1.031 |
-1.1% |
95.794 |
Range |
0.765 |
1.075 |
0.310 |
40.5% |
1.070 |
ATR |
0.594 |
0.629 |
0.035 |
5.8% |
0.000 |
Volume |
2,974 |
3,612 |
638 |
21.5% |
7,988 |
|
Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.314 |
97.614 |
95.354 |
|
R3 |
97.239 |
96.539 |
95.059 |
|
R2 |
96.164 |
96.164 |
94.960 |
|
R1 |
95.464 |
95.464 |
94.862 |
95.277 |
PP |
95.089 |
95.089 |
95.089 |
94.996 |
S1 |
94.389 |
94.389 |
94.664 |
94.202 |
S2 |
94.014 |
94.014 |
94.566 |
|
S3 |
92.939 |
93.314 |
94.467 |
|
S4 |
91.864 |
92.239 |
94.172 |
|
|
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 |
94.715 |
1.495 |
1.6% |
0.684 |
0.7% |
3% |
False |
True |
2,072 |
10 |
96.210 |
94.155 |
2.055 |
2.2% |
0.613 |
0.6% |
30% |
False |
False |
1,532 |
20 |
96.425 |
94.050 |
2.375 |
2.5% |
0.593 |
0.6% |
30% |
False |
False |
1,254 |
40 |
97.610 |
94.050 |
3.560 |
3.8% |
0.567 |
0.6% |
20% |
False |
False |
866 |
60 |
97.610 |
93.100 |
4.510 |
4.8% |
0.633 |
0.7% |
37% |
False |
False |
742 |
80 |
97.610 |
93.100 |
4.510 |
4.8% |
0.590 |
0.6% |
37% |
False |
False |
598 |
100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.563 |
0.6% |
48% |
False |
False |
486 |
120 |
97.610 |
92.095 |
5.515 |
5.8% |
0.540 |
0.6% |
48% |
False |
False |
409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.359 |
2.618 |
98.604 |
1.618 |
97.529 |
1.000 |
96.865 |
0.618 |
96.454 |
HIGH |
95.790 |
0.618 |
95.379 |
0.500 |
95.253 |
0.382 |
95.126 |
LOW |
94.715 |
0.618 |
94.051 |
1.000 |
93.640 |
1.618 |
92.976 |
2.618 |
91.901 |
4.250 |
90.146 |
|
|
Fisher Pivots for day following 06-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
95.253 |
95.445 |
PP |
95.089 |
95.218 |
S1 |
94.926 |
94.990 |
|