ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 20-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
96.015 |
95.775 |
-0.240 |
-0.2% |
95.260 |
High |
96.015 |
95.985 |
-0.030 |
0.0% |
96.070 |
Low |
95.565 |
95.525 |
-0.040 |
0.0% |
94.860 |
Close |
95.761 |
95.976 |
0.215 |
0.2% |
96.055 |
Range |
0.450 |
0.460 |
0.010 |
2.2% |
1.210 |
ATR |
0.609 |
0.599 |
-0.011 |
-1.7% |
0.000 |
Volume |
13,261 |
16,016 |
2,755 |
20.8% |
100,024 |
|
Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.209 |
97.052 |
96.229 |
|
R3 |
96.749 |
96.592 |
96.103 |
|
R2 |
96.289 |
96.289 |
96.060 |
|
R1 |
96.132 |
96.132 |
96.018 |
96.211 |
PP |
95.829 |
95.829 |
95.829 |
95.868 |
S1 |
95.672 |
95.672 |
95.934 |
95.751 |
S2 |
95.369 |
95.369 |
95.892 |
|
S3 |
94.909 |
95.212 |
95.850 |
|
S4 |
94.449 |
94.752 |
95.723 |
|
|
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 |
95.000 |
1.070 |
1.1% |
0.556 |
0.6% |
91% |
False |
False |
22,014 |
10 |
96.070 |
94.385 |
1.685 |
1.8% |
0.566 |
0.6% |
94% |
False |
False |
14,030 |
20 |
96.210 |
94.155 |
2.055 |
2.1% |
0.589 |
0.6% |
89% |
False |
False |
7,781 |
40 |
97.420 |
94.050 |
3.370 |
3.5% |
0.586 |
0.6% |
57% |
False |
False |
4,283 |
60 |
97.610 |
94.050 |
3.560 |
3.7% |
0.575 |
0.6% |
54% |
False |
False |
3,001 |
80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.616 |
0.6% |
64% |
False |
False |
2,333 |
100 |
97.610 |
92.095 |
5.515 |
5.7% |
0.569 |
0.6% |
70% |
False |
False |
1,885 |
120 |
97.610 |
92.095 |
5.515 |
5.7% |
0.551 |
0.6% |
70% |
False |
False |
1,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.940 |
2.618 |
97.189 |
1.618 |
96.729 |
1.000 |
96.445 |
0.618 |
96.269 |
HIGH |
95.985 |
0.618 |
95.809 |
0.500 |
95.755 |
0.382 |
95.701 |
LOW |
95.525 |
0.618 |
95.241 |
1.000 |
95.065 |
1.618 |
94.781 |
2.618 |
94.321 |
4.250 |
93.570 |
|
|
Fisher Pivots for day following 20-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
95.902 |
95.854 |
PP |
95.829 |
95.732 |
S1 |
95.755 |
95.610 |
|