ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 15-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
95.470 |
95.285 |
-0.185 |
-0.2% |
95.700 |
High |
95.585 |
95.485 |
-0.100 |
-0.1% |
95.790 |
Low |
95.120 |
95.000 |
-0.120 |
-0.1% |
94.385 |
Close |
95.252 |
95.213 |
-0.039 |
0.0% |
95.253 |
Range |
0.465 |
0.485 |
0.020 |
4.3% |
1.405 |
ATR |
0.604 |
0.595 |
-0.008 |
-1.4% |
0.000 |
Volume |
21,068 |
20,312 |
-756 |
-3.6% |
14,613 |
|
Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.688 |
96.435 |
95.480 |
|
R3 |
96.203 |
95.950 |
95.346 |
|
R2 |
95.718 |
95.718 |
95.302 |
|
R1 |
95.465 |
95.465 |
95.257 |
95.349 |
PP |
95.233 |
95.233 |
95.233 |
95.175 |
S1 |
94.980 |
94.980 |
95.169 |
94.864 |
S2 |
94.748 |
94.748 |
95.124 |
|
S3 |
94.263 |
94.495 |
95.080 |
|
S4 |
93.778 |
94.010 |
94.946 |
|
|
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 |
94.760 |
0.825 |
0.9% |
0.563 |
0.6% |
55% |
False |
False |
13,040 |
10 |
96.175 |
94.385 |
1.790 |
1.9% |
0.629 |
0.7% |
46% |
False |
False |
7,922 |
20 |
96.210 |
94.050 |
2.160 |
2.3% |
0.568 |
0.6% |
54% |
False |
False |
4,546 |
40 |
97.610 |
94.050 |
3.560 |
3.7% |
0.578 |
0.6% |
33% |
False |
False |
2,591 |
60 |
97.610 |
93.100 |
4.510 |
4.7% |
0.616 |
0.6% |
47% |
False |
False |
1,906 |
80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.611 |
0.6% |
47% |
False |
False |
1,480 |
100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.567 |
0.6% |
57% |
False |
False |
1,200 |
120 |
97.610 |
92.095 |
5.515 |
5.8% |
0.550 |
0.6% |
57% |
False |
False |
1,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.546 |
2.618 |
96.755 |
1.618 |
96.270 |
1.000 |
95.970 |
0.618 |
95.785 |
HIGH |
95.485 |
0.618 |
95.300 |
0.500 |
95.243 |
0.382 |
95.185 |
LOW |
95.000 |
0.618 |
94.700 |
1.000 |
94.515 |
1.618 |
94.215 |
2.618 |
93.730 |
4.250 |
92.939 |
|
|
Fisher Pivots for day following 15-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
95.243 |
95.288 |
PP |
95.233 |
95.263 |
S1 |
95.223 |
95.238 |
|