ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 07-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
95.700 |
94.800 |
-0.900 |
-0.9% |
95.535 |
High |
95.790 |
94.980 |
-0.810 |
-0.8% |
96.210 |
Low |
94.715 |
94.640 |
-0.075 |
-0.1% |
95.140 |
Close |
94.763 |
94.886 |
0.123 |
0.1% |
95.794 |
Range |
1.075 |
0.340 |
-0.735 |
-68.4% |
1.070 |
ATR |
0.629 |
0.608 |
-0.021 |
-3.3% |
0.000 |
Volume |
3,612 |
2,049 |
-1,563 |
-43.3% |
7,988 |
|
Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.855 |
95.711 |
95.073 |
|
R3 |
95.515 |
95.371 |
94.979 |
|
R2 |
95.175 |
95.175 |
94.948 |
|
R1 |
95.031 |
95.031 |
94.917 |
95.103 |
PP |
94.835 |
94.835 |
94.835 |
94.872 |
S1 |
94.691 |
94.691 |
94.855 |
94.763 |
S2 |
94.495 |
94.495 |
94.824 |
|
S3 |
94.155 |
94.351 |
94.793 |
|
S4 |
93.815 |
94.011 |
94.699 |
|
|
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 |
94.640 |
1.570 |
1.7% |
0.632 |
0.7% |
16% |
False |
True |
2,258 |
10 |
96.210 |
94.155 |
2.055 |
2.2% |
0.611 |
0.6% |
36% |
False |
False |
1,648 |
20 |
96.210 |
94.050 |
2.160 |
2.3% |
0.588 |
0.6% |
39% |
False |
False |
1,332 |
40 |
97.610 |
94.050 |
3.560 |
3.8% |
0.563 |
0.6% |
23% |
False |
False |
912 |
60 |
97.610 |
93.100 |
4.510 |
4.8% |
0.626 |
0.7% |
40% |
False |
False |
772 |
80 |
97.610 |
93.100 |
4.510 |
4.8% |
0.591 |
0.6% |
40% |
False |
False |
622 |
100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.560 |
0.6% |
51% |
False |
False |
506 |
120 |
97.610 |
92.095 |
5.515 |
5.8% |
0.540 |
0.6% |
51% |
False |
False |
426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.425 |
2.618 |
95.870 |
1.618 |
95.530 |
1.000 |
95.320 |
0.618 |
95.190 |
HIGH |
94.980 |
0.618 |
94.850 |
0.500 |
94.810 |
0.382 |
94.770 |
LOW |
94.640 |
0.618 |
94.430 |
1.000 |
94.300 |
1.618 |
94.090 |
2.618 |
93.750 |
4.250 |
93.195 |
|
|
Fisher Pivots for day following 07-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
94.861 |
95.273 |
PP |
94.835 |
95.144 |
S1 |
94.810 |
95.015 |
|