ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 22-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
95.945 |
95.455 |
-0.490 |
-0.5% |
95.260 |
High |
96.305 |
95.490 |
-0.815 |
-0.8% |
96.070 |
Low |
95.320 |
94.950 |
-0.370 |
-0.4% |
94.860 |
Close |
95.665 |
95.381 |
-0.284 |
-0.3% |
96.055 |
Range |
0.985 |
0.540 |
-0.445 |
-45.2% |
1.210 |
ATR |
0.626 |
0.633 |
0.006 |
1.0% |
0.000 |
Volume |
29,366 |
24,311 |
-5,055 |
-17.2% |
100,024 |
|
Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.894 |
96.677 |
95.678 |
|
R3 |
96.354 |
96.137 |
95.530 |
|
R2 |
95.814 |
95.814 |
95.480 |
|
R1 |
95.597 |
95.597 |
95.431 |
95.436 |
PP |
95.274 |
95.274 |
95.274 |
95.193 |
S1 |
95.057 |
95.057 |
95.331 |
94.895 |
S2 |
94.734 |
94.734 |
95.282 |
|
S3 |
94.194 |
94.517 |
95.232 |
|
S4 |
93.654 |
93.977 |
95.084 |
|
|
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 |
94.950 |
1.355 |
1.4% |
0.671 |
0.7% |
32% |
False |
True |
24,473 |
10 |
96.305 |
94.760 |
1.545 |
1.6% |
0.617 |
0.6% |
40% |
False |
False |
18,757 |
20 |
96.305 |
94.155 |
2.150 |
2.3% |
0.629 |
0.7% |
57% |
False |
False |
10,386 |
40 |
96.705 |
94.050 |
2.655 |
2.8% |
0.598 |
0.6% |
50% |
False |
False |
5,606 |
60 |
97.610 |
94.050 |
3.560 |
3.7% |
0.579 |
0.6% |
37% |
False |
False |
3,865 |
80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.625 |
0.7% |
51% |
False |
False |
3,003 |
100 |
97.610 |
93.100 |
4.510 |
4.7% |
0.570 |
0.6% |
51% |
False |
False |
2,421 |
120 |
97.610 |
92.095 |
5.515 |
5.8% |
0.557 |
0.6% |
60% |
False |
False |
2,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.785 |
2.618 |
96.904 |
1.618 |
96.364 |
1.000 |
96.030 |
0.618 |
95.824 |
HIGH |
95.490 |
0.618 |
95.284 |
0.500 |
95.220 |
0.382 |
95.156 |
LOW |
94.950 |
0.618 |
94.616 |
1.000 |
94.410 |
1.618 |
94.076 |
2.618 |
93.536 |
4.250 |
92.655 |
|
|
Fisher Pivots for day following 22-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
95.327 |
95.628 |
PP |
95.274 |
95.545 |
S1 |
95.220 |
95.463 |
|