ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 19-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
95.155 |
96.015 |
0.860 |
0.9% |
95.260 |
High |
96.070 |
96.015 |
-0.055 |
-0.1% |
96.070 |
Low |
95.150 |
95.565 |
0.415 |
0.4% |
94.860 |
Close |
96.055 |
95.761 |
-0.294 |
-0.3% |
96.055 |
Range |
0.920 |
0.450 |
-0.470 |
-51.1% |
1.210 |
ATR |
0.618 |
0.609 |
-0.009 |
-1.5% |
0.000 |
Volume |
39,415 |
13,261 |
-26,154 |
-66.4% |
100,024 |
|
Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.130 |
96.896 |
96.009 |
|
R3 |
96.680 |
96.446 |
95.885 |
|
R2 |
96.230 |
96.230 |
95.844 |
|
R1 |
95.996 |
95.996 |
95.802 |
95.888 |
PP |
95.780 |
95.780 |
95.780 |
95.727 |
S1 |
95.546 |
95.546 |
95.720 |
95.438 |
S2 |
95.330 |
95.330 |
95.678 |
|
S3 |
94.880 |
95.096 |
95.637 |
|
S4 |
94.430 |
94.646 |
95.513 |
|
|
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 |
94.990 |
1.080 |
1.1% |
0.582 |
0.6% |
71% |
False |
False |
20,577 |
10 |
96.070 |
94.385 |
1.685 |
1.8% |
0.628 |
0.7% |
82% |
False |
False |
12,789 |
20 |
96.210 |
94.155 |
2.055 |
2.1% |
0.592 |
0.6% |
78% |
False |
False |
7,024 |
40 |
97.610 |
94.050 |
3.560 |
3.7% |
0.583 |
0.6% |
48% |
False |
False |
3,888 |
60 |
97.610 |
94.050 |
3.560 |
3.7% |
0.582 |
0.6% |
48% |
False |
False |
2,741 |
80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.616 |
0.6% |
59% |
False |
False |
2,134 |
100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.567 |
0.6% |
66% |
False |
False |
1,726 |
120 |
97.610 |
92.095 |
5.515 |
5.8% |
0.550 |
0.6% |
66% |
False |
False |
1,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.928 |
2.618 |
97.193 |
1.618 |
96.743 |
1.000 |
96.465 |
0.618 |
96.293 |
HIGH |
96.015 |
0.618 |
95.843 |
0.500 |
95.790 |
0.382 |
95.737 |
LOW |
95.565 |
0.618 |
95.287 |
1.000 |
95.115 |
1.618 |
94.837 |
2.618 |
94.387 |
4.250 |
93.652 |
|
|
Fisher Pivots for day following 19-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
95.790 |
95.686 |
PP |
95.780 |
95.610 |
S1 |
95.771 |
95.535 |
|