ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 14-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
95.015 |
95.470 |
0.455 |
0.5% |
95.700 |
High |
95.580 |
95.585 |
0.005 |
0.0% |
95.790 |
Low |
94.990 |
95.120 |
0.130 |
0.1% |
94.385 |
Close |
95.555 |
95.252 |
-0.303 |
-0.3% |
95.253 |
Range |
0.590 |
0.465 |
-0.125 |
-21.2% |
1.405 |
ATR |
0.614 |
0.604 |
-0.011 |
-1.7% |
0.000 |
Volume |
8,829 |
21,068 |
12,239 |
138.6% |
14,613 |
|
Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.714 |
96.448 |
95.508 |
|
R3 |
96.249 |
95.983 |
95.380 |
|
R2 |
95.784 |
95.784 |
95.337 |
|
R1 |
95.518 |
95.518 |
95.295 |
95.419 |
PP |
95.319 |
95.319 |
95.319 |
95.269 |
S1 |
95.053 |
95.053 |
95.209 |
94.954 |
S2 |
94.854 |
94.854 |
95.167 |
|
S3 |
94.389 |
94.588 |
95.124 |
|
S4 |
93.924 |
94.123 |
94.996 |
|
|
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 |
95.585 |
94.385 |
1.200 |
1.3% |
0.602 |
0.6% |
72% |
True |
False |
9,849 |
10 |
96.210 |
94.385 |
1.825 |
1.9% |
0.617 |
0.6% |
48% |
False |
False |
6,054 |
20 |
96.210 |
94.050 |
2.160 |
2.3% |
0.572 |
0.6% |
56% |
False |
False |
3,597 |
40 |
97.610 |
94.050 |
3.560 |
3.7% |
0.573 |
0.6% |
34% |
False |
False |
2,097 |
60 |
97.610 |
93.100 |
4.510 |
4.7% |
0.618 |
0.6% |
48% |
False |
False |
1,570 |
80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.608 |
0.6% |
48% |
False |
False |
1,227 |
100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.564 |
0.6% |
57% |
False |
False |
997 |
120 |
97.610 |
92.095 |
5.515 |
5.8% |
0.549 |
0.6% |
57% |
False |
False |
835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.561 |
2.618 |
96.802 |
1.618 |
96.337 |
1.000 |
96.050 |
0.618 |
95.872 |
HIGH |
95.585 |
0.618 |
95.407 |
0.500 |
95.353 |
0.382 |
95.298 |
LOW |
95.120 |
0.618 |
94.833 |
1.000 |
94.655 |
1.618 |
94.368 |
2.618 |
93.903 |
4.250 |
93.144 |
|
|
Fisher Pivots for day following 14-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
95.353 |
95.242 |
PP |
95.319 |
95.232 |
S1 |
95.286 |
95.223 |
|