ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 08-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
94.800 |
94.905 |
0.105 |
0.1% |
95.535 |
High |
94.980 |
95.065 |
0.085 |
0.1% |
96.210 |
Low |
94.640 |
94.385 |
-0.255 |
-0.3% |
95.140 |
Close |
94.886 |
94.971 |
0.085 |
0.1% |
95.794 |
Range |
0.340 |
0.680 |
0.340 |
100.0% |
1.070 |
ATR |
0.608 |
0.613 |
0.005 |
0.8% |
0.000 |
Volume |
2,049 |
4,360 |
2,311 |
112.8% |
7,988 |
|
Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.847 |
96.589 |
95.345 |
|
R3 |
96.167 |
95.909 |
95.158 |
|
R2 |
95.487 |
95.487 |
95.096 |
|
R1 |
95.229 |
95.229 |
95.033 |
95.358 |
PP |
94.807 |
94.807 |
94.807 |
94.872 |
S1 |
94.549 |
94.549 |
94.909 |
94.678 |
S2 |
94.127 |
94.127 |
94.846 |
|
S3 |
93.447 |
93.869 |
94.784 |
|
S4 |
92.767 |
93.189 |
94.597 |
|
|
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 |
96.175 |
94.385 |
1.790 |
1.9% |
0.696 |
0.7% |
33% |
False |
True |
2,805 |
10 |
96.210 |
94.155 |
2.055 |
2.2% |
0.641 |
0.7% |
40% |
False |
False |
2,016 |
20 |
96.210 |
94.050 |
2.160 |
2.3% |
0.591 |
0.6% |
43% |
False |
False |
1,527 |
40 |
97.610 |
94.050 |
3.560 |
3.7% |
0.567 |
0.6% |
26% |
False |
False |
1,012 |
60 |
97.610 |
93.100 |
4.510 |
4.7% |
0.627 |
0.7% |
41% |
False |
False |
842 |
80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.593 |
0.6% |
41% |
False |
False |
675 |
100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.562 |
0.6% |
52% |
False |
False |
549 |
120 |
97.610 |
92.095 |
5.515 |
5.8% |
0.543 |
0.6% |
52% |
False |
False |
462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.955 |
2.618 |
96.845 |
1.618 |
96.165 |
1.000 |
95.745 |
0.618 |
95.485 |
HIGH |
95.065 |
0.618 |
94.805 |
0.500 |
94.725 |
0.382 |
94.645 |
LOW |
94.385 |
0.618 |
93.965 |
1.000 |
93.705 |
1.618 |
93.285 |
2.618 |
92.605 |
4.250 |
91.495 |
|
|
Fisher Pivots for day following 08-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
94.889 |
95.088 |
PP |
94.807 |
95.049 |
S1 |
94.725 |
95.010 |
|