ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 09-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
94.905 |
94.900 |
-0.005 |
0.0% |
95.700 |
High |
95.065 |
95.510 |
0.445 |
0.5% |
95.790 |
Low |
94.385 |
94.760 |
0.375 |
0.4% |
94.385 |
Close |
94.971 |
95.253 |
0.282 |
0.3% |
95.253 |
Range |
0.680 |
0.750 |
0.070 |
10.3% |
1.405 |
ATR |
0.613 |
0.623 |
0.010 |
1.6% |
0.000 |
Volume |
4,360 |
4,592 |
232 |
5.3% |
14,613 |
|
Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.424 |
97.089 |
95.666 |
|
R3 |
96.674 |
96.339 |
95.459 |
|
R2 |
95.924 |
95.924 |
95.391 |
|
R1 |
95.589 |
95.589 |
95.322 |
95.757 |
PP |
95.174 |
95.174 |
95.174 |
95.258 |
S1 |
94.839 |
94.839 |
95.184 |
95.007 |
S2 |
94.424 |
94.424 |
95.116 |
|
S3 |
93.674 |
94.089 |
95.047 |
|
S4 |
92.924 |
93.339 |
94.841 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.358 |
98.710 |
96.026 |
|
R3 |
97.953 |
97.305 |
95.639 |
|
R2 |
96.548 |
96.548 |
95.511 |
|
R1 |
95.900 |
95.900 |
95.382 |
95.522 |
PP |
95.143 |
95.143 |
95.143 |
94.953 |
S1 |
94.495 |
94.495 |
95.124 |
94.117 |
S2 |
93.738 |
93.738 |
94.995 |
|
S3 |
92.333 |
93.090 |
94.867 |
|
S4 |
90.928 |
91.685 |
94.480 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.905 |
94.385 |
1.520 |
1.6% |
0.722 |
0.8% |
57% |
False |
False |
3,517 |
10 |
96.210 |
94.155 |
2.055 |
2.2% |
0.693 |
0.7% |
53% |
False |
False |
2,435 |
20 |
96.210 |
94.050 |
2.160 |
2.3% |
0.608 |
0.6% |
56% |
False |
False |
1,726 |
40 |
97.610 |
94.050 |
3.560 |
3.7% |
0.572 |
0.6% |
34% |
False |
False |
1,118 |
60 |
97.610 |
93.100 |
4.510 |
4.7% |
0.619 |
0.6% |
48% |
False |
False |
914 |
80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.598 |
0.6% |
48% |
False |
False |
726 |
100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.563 |
0.6% |
57% |
False |
False |
595 |
120 |
97.610 |
92.095 |
5.515 |
5.8% |
0.547 |
0.6% |
57% |
False |
False |
500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.698 |
2.618 |
97.474 |
1.618 |
96.724 |
1.000 |
96.260 |
0.618 |
95.974 |
HIGH |
95.510 |
0.618 |
95.224 |
0.500 |
95.135 |
0.382 |
95.047 |
LOW |
94.760 |
0.618 |
94.297 |
1.000 |
94.010 |
1.618 |
93.547 |
2.618 |
92.797 |
4.250 |
91.573 |
|
|
Fisher Pivots for day following 09-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
95.214 |
95.151 |
PP |
95.174 |
95.049 |
S1 |
95.135 |
94.948 |
|