ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 21-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
95.775 |
95.945 |
0.170 |
0.2% |
95.260 |
High |
95.985 |
96.305 |
0.320 |
0.3% |
96.070 |
Low |
95.525 |
95.320 |
-0.205 |
-0.2% |
94.860 |
Close |
95.976 |
95.665 |
-0.311 |
-0.3% |
96.055 |
Range |
0.460 |
0.985 |
0.525 |
114.1% |
1.210 |
ATR |
0.599 |
0.626 |
0.028 |
4.6% |
0.000 |
Volume |
16,016 |
29,366 |
13,350 |
83.4% |
100,024 |
|
Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.718 |
98.177 |
96.207 |
|
R3 |
97.733 |
97.192 |
95.936 |
|
R2 |
96.748 |
96.748 |
95.846 |
|
R1 |
96.207 |
96.207 |
95.755 |
95.985 |
PP |
95.763 |
95.763 |
95.763 |
95.653 |
S1 |
95.222 |
95.222 |
95.575 |
95.000 |
S2 |
94.778 |
94.778 |
95.484 |
|
S3 |
93.793 |
94.237 |
95.394 |
|
S4 |
92.808 |
93.252 |
95.123 |
|
|
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 |
96.305 |
95.000 |
1.305 |
1.4% |
0.660 |
0.7% |
51% |
True |
False |
23,674 |
10 |
96.305 |
94.385 |
1.920 |
2.0% |
0.631 |
0.7% |
67% |
True |
False |
16,761 |
20 |
96.305 |
94.155 |
2.150 |
2.2% |
0.621 |
0.6% |
70% |
True |
False |
9,205 |
40 |
97.420 |
94.050 |
3.370 |
3.5% |
0.602 |
0.6% |
48% |
False |
False |
5,009 |
60 |
97.610 |
94.050 |
3.560 |
3.7% |
0.581 |
0.6% |
45% |
False |
False |
3,480 |
80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.624 |
0.7% |
57% |
False |
False |
2,700 |
100 |
97.610 |
92.985 |
4.625 |
4.8% |
0.569 |
0.6% |
58% |
False |
False |
2,178 |
120 |
97.610 |
92.095 |
5.515 |
5.8% |
0.556 |
0.6% |
65% |
False |
False |
1,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.491 |
2.618 |
98.884 |
1.618 |
97.899 |
1.000 |
97.290 |
0.618 |
96.914 |
HIGH |
96.305 |
0.618 |
95.929 |
0.500 |
95.813 |
0.382 |
95.696 |
LOW |
95.320 |
0.618 |
94.711 |
1.000 |
94.335 |
1.618 |
93.726 |
2.618 |
92.741 |
4.250 |
91.134 |
|
|
Fisher Pivots for day following 21-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
95.813 |
95.813 |
PP |
95.763 |
95.763 |
S1 |
95.714 |
95.714 |
|