ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 30-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
95.315 |
95.470 |
0.155 |
0.2% |
95.390 |
High |
95.625 |
95.895 |
0.270 |
0.3% |
95.895 |
Low |
95.245 |
95.250 |
0.005 |
0.0% |
95.020 |
Close |
95.472 |
95.385 |
-0.087 |
-0.1% |
95.385 |
Range |
0.380 |
0.645 |
0.265 |
69.7% |
0.875 |
ATR |
0.557 |
0.563 |
0.006 |
1.1% |
0.000 |
Volume |
16,753 |
32,731 |
15,978 |
95.4% |
88,974 |
|
Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.445 |
97.060 |
95.740 |
|
R3 |
96.800 |
96.415 |
95.562 |
|
R2 |
96.155 |
96.155 |
95.503 |
|
R1 |
95.770 |
95.770 |
95.444 |
95.640 |
PP |
95.510 |
95.510 |
95.510 |
95.445 |
S1 |
95.125 |
95.125 |
95.326 |
94.995 |
S2 |
94.865 |
94.865 |
95.267 |
|
S3 |
94.220 |
94.480 |
95.208 |
|
S4 |
93.575 |
93.835 |
95.030 |
|
|
Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.058 |
97.597 |
95.866 |
|
R3 |
97.183 |
96.722 |
95.626 |
|
R2 |
96.308 |
96.308 |
95.545 |
|
R1 |
95.847 |
95.847 |
95.465 |
95.640 |
PP |
95.433 |
95.433 |
95.433 |
95.330 |
S1 |
94.972 |
94.972 |
95.305 |
94.765 |
S2 |
94.558 |
94.558 |
95.225 |
|
S3 |
93.683 |
94.097 |
95.144 |
|
S4 |
92.808 |
93.222 |
94.904 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.895 |
95.020 |
0.875 |
0.9% |
0.452 |
0.5% |
42% |
True |
False |
17,794 |
10 |
96.305 |
94.950 |
1.355 |
1.4% |
0.502 |
0.5% |
32% |
False |
False |
18,814 |
20 |
96.305 |
94.385 |
1.920 |
2.0% |
0.581 |
0.6% |
52% |
False |
False |
15,287 |
40 |
96.450 |
94.050 |
2.400 |
2.5% |
0.573 |
0.6% |
56% |
False |
False |
8,136 |
60 |
97.610 |
94.050 |
3.560 |
3.7% |
0.564 |
0.6% |
38% |
False |
False |
5,575 |
80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.611 |
0.6% |
51% |
False |
False |
4,301 |
100 |
97.610 |
93.100 |
4.510 |
4.7% |
0.578 |
0.6% |
51% |
False |
False |
3,470 |
120 |
97.610 |
92.095 |
5.515 |
5.8% |
0.555 |
0.6% |
60% |
False |
False |
2,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.636 |
2.618 |
97.584 |
1.618 |
96.939 |
1.000 |
96.540 |
0.618 |
96.294 |
HIGH |
95.895 |
0.618 |
95.649 |
0.500 |
95.573 |
0.382 |
95.496 |
LOW |
95.250 |
0.618 |
94.851 |
1.000 |
94.605 |
1.618 |
94.206 |
2.618 |
93.561 |
4.250 |
92.509 |
|
|
Fisher Pivots for day following 30-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
95.573 |
95.570 |
PP |
95.510 |
95.508 |
S1 |
95.448 |
95.447 |
|