ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 16-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
95.285 |
95.155 |
-0.130 |
-0.1% |
95.260 |
High |
95.485 |
96.070 |
0.585 |
0.6% |
96.070 |
Low |
95.000 |
95.150 |
0.150 |
0.2% |
94.860 |
Close |
95.213 |
96.055 |
0.842 |
0.9% |
96.055 |
Range |
0.485 |
0.920 |
0.435 |
89.7% |
1.210 |
ATR |
0.595 |
0.618 |
0.023 |
3.9% |
0.000 |
Volume |
20,312 |
39,415 |
19,103 |
94.0% |
100,024 |
|
Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.518 |
98.207 |
96.561 |
|
R3 |
97.598 |
97.287 |
96.308 |
|
R2 |
96.678 |
96.678 |
96.224 |
|
R1 |
96.367 |
96.367 |
96.139 |
96.523 |
PP |
95.758 |
95.758 |
95.758 |
95.836 |
S1 |
95.447 |
95.447 |
95.971 |
95.603 |
S2 |
94.838 |
94.838 |
95.886 |
|
S3 |
93.918 |
94.527 |
95.802 |
|
S4 |
92.998 |
93.607 |
95.549 |
|
|
Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.292 |
98.883 |
96.721 |
|
R3 |
98.082 |
97.673 |
96.388 |
|
R2 |
96.872 |
96.872 |
96.277 |
|
R1 |
96.463 |
96.463 |
96.166 |
96.668 |
PP |
95.662 |
95.662 |
95.662 |
95.764 |
S1 |
95.253 |
95.253 |
95.944 |
95.458 |
S2 |
94.452 |
94.452 |
95.833 |
|
S3 |
93.242 |
94.043 |
95.722 |
|
S4 |
92.032 |
92.833 |
95.390 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.070 |
94.860 |
1.210 |
1.3% |
0.597 |
0.6% |
99% |
True |
False |
20,004 |
10 |
96.070 |
94.385 |
1.685 |
1.8% |
0.659 |
0.7% |
99% |
True |
False |
11,761 |
20 |
96.210 |
94.155 |
2.055 |
2.1% |
0.588 |
0.6% |
92% |
False |
False |
6,420 |
40 |
97.610 |
94.050 |
3.560 |
3.7% |
0.589 |
0.6% |
56% |
False |
False |
3,565 |
60 |
97.610 |
93.820 |
3.790 |
3.9% |
0.622 |
0.6% |
59% |
False |
False |
2,555 |
80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.617 |
0.6% |
66% |
False |
False |
1,969 |
100 |
97.610 |
92.095 |
5.515 |
5.7% |
0.570 |
0.6% |
72% |
False |
False |
1,594 |
120 |
97.610 |
92.095 |
5.515 |
5.7% |
0.552 |
0.6% |
72% |
False |
False |
1,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.980 |
2.618 |
98.479 |
1.618 |
97.559 |
1.000 |
96.990 |
0.618 |
96.639 |
HIGH |
96.070 |
0.618 |
95.719 |
0.500 |
95.610 |
0.382 |
95.501 |
LOW |
95.150 |
0.618 |
94.581 |
1.000 |
94.230 |
1.618 |
93.661 |
2.618 |
92.741 |
4.250 |
91.240 |
|
|
Fisher Pivots for day following 16-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
95.907 |
95.882 |
PP |
95.758 |
95.708 |
S1 |
95.610 |
95.535 |
|