ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 23-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
95.455 |
95.310 |
-0.145 |
-0.2% |
96.015 |
High |
95.490 |
95.605 |
0.115 |
0.1% |
96.305 |
Low |
94.950 |
95.280 |
0.330 |
0.3% |
94.950 |
Close |
95.381 |
95.392 |
0.011 |
0.0% |
95.392 |
Range |
0.540 |
0.325 |
-0.215 |
-39.8% |
1.355 |
ATR |
0.633 |
0.611 |
-0.022 |
-3.5% |
0.000 |
Volume |
24,311 |
16,219 |
-8,092 |
-33.3% |
99,173 |
|
Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.401 |
96.221 |
95.571 |
|
R3 |
96.076 |
95.896 |
95.481 |
|
R2 |
95.751 |
95.751 |
95.452 |
|
R1 |
95.571 |
95.571 |
95.422 |
95.661 |
PP |
95.426 |
95.426 |
95.426 |
95.471 |
S1 |
95.246 |
95.246 |
95.362 |
95.336 |
S2 |
95.101 |
95.101 |
95.332 |
|
S3 |
94.776 |
94.921 |
95.303 |
|
S4 |
94.451 |
94.596 |
95.213 |
|
|
Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.614 |
98.858 |
96.137 |
|
R3 |
98.259 |
97.503 |
95.765 |
|
R2 |
96.904 |
96.904 |
95.640 |
|
R1 |
96.148 |
96.148 |
95.516 |
95.849 |
PP |
95.549 |
95.549 |
95.549 |
95.399 |
S1 |
94.793 |
94.793 |
95.268 |
94.494 |
S2 |
94.194 |
94.194 |
95.144 |
|
S3 |
92.839 |
93.438 |
95.019 |
|
S4 |
91.484 |
92.083 |
94.647 |
|
|
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% |
0.552 |
0.6% |
33% |
False |
False |
19,834 |
10 |
96.305 |
94.860 |
1.445 |
1.5% |
0.575 |
0.6% |
37% |
False |
False |
19,919 |
20 |
96.305 |
94.155 |
2.150 |
2.3% |
0.634 |
0.7% |
58% |
False |
False |
11,177 |
40 |
96.525 |
94.050 |
2.475 |
2.6% |
0.595 |
0.6% |
54% |
False |
False |
5,991 |
60 |
97.610 |
94.050 |
3.560 |
3.7% |
0.569 |
0.6% |
38% |
False |
False |
4,126 |
80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.624 |
0.7% |
51% |
False |
False |
3,202 |
100 |
97.610 |
93.100 |
4.510 |
4.7% |
0.569 |
0.6% |
51% |
False |
False |
2,582 |
120 |
97.610 |
92.095 |
5.515 |
5.8% |
0.556 |
0.6% |
60% |
False |
False |
2,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.986 |
2.618 |
96.456 |
1.618 |
96.131 |
1.000 |
95.930 |
0.618 |
95.806 |
HIGH |
95.605 |
0.618 |
95.481 |
0.500 |
95.443 |
0.382 |
95.404 |
LOW |
95.280 |
0.618 |
95.079 |
1.000 |
94.955 |
1.618 |
94.754 |
2.618 |
94.429 |
4.250 |
93.899 |
|
|
Fisher Pivots for day following 23-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
95.443 |
95.628 |
PP |
95.426 |
95.549 |
S1 |
95.409 |
95.471 |
|