ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 29-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
95.390 |
95.315 |
-0.075 |
-0.1% |
96.015 |
High |
95.660 |
95.625 |
-0.035 |
0.0% |
96.305 |
Low |
95.285 |
95.245 |
-0.040 |
0.0% |
94.950 |
Close |
95.336 |
95.472 |
0.136 |
0.1% |
95.392 |
Range |
0.375 |
0.380 |
0.005 |
1.3% |
1.355 |
ATR |
0.571 |
0.557 |
-0.014 |
-2.4% |
0.000 |
Volume |
14,830 |
16,753 |
1,923 |
13.0% |
99,173 |
|
Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.587 |
96.410 |
95.681 |
|
R3 |
96.207 |
96.030 |
95.577 |
|
R2 |
95.827 |
95.827 |
95.542 |
|
R1 |
95.650 |
95.650 |
95.507 |
95.739 |
PP |
95.447 |
95.447 |
95.447 |
95.492 |
S1 |
95.270 |
95.270 |
95.437 |
95.359 |
S2 |
95.067 |
95.067 |
95.402 |
|
S3 |
94.687 |
94.890 |
95.368 |
|
S4 |
94.307 |
94.510 |
95.263 |
|
|
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 |
95.020 |
0.640 |
0.7% |
0.388 |
0.4% |
71% |
False |
False |
14,492 |
10 |
96.305 |
94.950 |
1.355 |
1.4% |
0.530 |
0.6% |
39% |
False |
False |
19,483 |
20 |
96.305 |
94.385 |
1.920 |
2.0% |
0.579 |
0.6% |
57% |
False |
False |
13,702 |
40 |
96.450 |
94.050 |
2.400 |
2.5% |
0.567 |
0.6% |
59% |
False |
False |
7,330 |
60 |
97.610 |
94.050 |
3.560 |
3.7% |
0.560 |
0.6% |
40% |
False |
False |
5,034 |
80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.610 |
0.6% |
53% |
False |
False |
3,893 |
100 |
97.610 |
93.100 |
4.510 |
4.7% |
0.574 |
0.6% |
53% |
False |
False |
3,143 |
120 |
97.610 |
92.095 |
5.515 |
5.8% |
0.553 |
0.6% |
61% |
False |
False |
2,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.240 |
2.618 |
96.620 |
1.618 |
96.240 |
1.000 |
96.005 |
0.618 |
95.860 |
HIGH |
95.625 |
0.618 |
95.480 |
0.500 |
95.435 |
0.382 |
95.390 |
LOW |
95.245 |
0.618 |
95.010 |
1.000 |
94.865 |
1.618 |
94.630 |
2.618 |
94.250 |
4.250 |
93.630 |
|
|
Fisher Pivots for day following 29-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
95.460 |
95.449 |
PP |
95.447 |
95.426 |
S1 |
95.435 |
95.403 |
|