ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 28-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
95.250 |
95.390 |
0.140 |
0.1% |
96.015 |
High |
95.580 |
95.660 |
0.080 |
0.1% |
96.305 |
Low |
95.145 |
95.285 |
0.140 |
0.1% |
94.950 |
Close |
95.312 |
95.336 |
0.024 |
0.0% |
95.392 |
Range |
0.435 |
0.375 |
-0.060 |
-13.8% |
1.355 |
ATR |
0.586 |
0.571 |
-0.015 |
-2.6% |
0.000 |
Volume |
13,878 |
14,830 |
952 |
6.9% |
99,173 |
|
Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.552 |
96.319 |
95.542 |
|
R3 |
96.177 |
95.944 |
95.439 |
|
R2 |
95.802 |
95.802 |
95.405 |
|
R1 |
95.569 |
95.569 |
95.370 |
95.498 |
PP |
95.427 |
95.427 |
95.427 |
95.392 |
S1 |
95.194 |
95.194 |
95.302 |
95.123 |
S2 |
95.052 |
95.052 |
95.267 |
|
S3 |
94.677 |
94.819 |
95.233 |
|
S4 |
94.302 |
94.444 |
95.130 |
|
|
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 |
95.660 |
94.950 |
0.710 |
0.7% |
0.420 |
0.4% |
54% |
True |
False |
16,004 |
10 |
96.305 |
94.950 |
1.355 |
1.4% |
0.540 |
0.6% |
28% |
False |
False |
19,839 |
20 |
96.305 |
94.385 |
1.920 |
2.0% |
0.578 |
0.6% |
50% |
False |
False |
12,946 |
40 |
96.450 |
94.050 |
2.400 |
2.5% |
0.569 |
0.6% |
54% |
False |
False |
6,922 |
60 |
97.610 |
94.050 |
3.560 |
3.7% |
0.562 |
0.6% |
36% |
False |
False |
4,765 |
80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.610 |
0.6% |
50% |
False |
False |
3,686 |
100 |
97.610 |
93.100 |
4.510 |
4.7% |
0.574 |
0.6% |
50% |
False |
False |
2,976 |
120 |
97.610 |
92.095 |
5.515 |
5.8% |
0.553 |
0.6% |
59% |
False |
False |
2,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.254 |
2.618 |
96.642 |
1.618 |
96.267 |
1.000 |
96.035 |
0.618 |
95.892 |
HIGH |
95.660 |
0.618 |
95.517 |
0.500 |
95.473 |
0.382 |
95.428 |
LOW |
95.285 |
0.618 |
95.053 |
1.000 |
94.910 |
1.618 |
94.678 |
2.618 |
94.303 |
4.250 |
93.691 |
|
|
Fisher Pivots for day following 28-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
95.473 |
95.340 |
PP |
95.427 |
95.339 |
S1 |
95.382 |
95.337 |
|