ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 03-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2016 |
03-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
95.470 |
95.435 |
-0.035 |
0.0% |
95.390 |
High |
95.895 |
95.735 |
-0.160 |
-0.2% |
95.895 |
Low |
95.250 |
95.390 |
0.140 |
0.1% |
95.020 |
Close |
95.385 |
95.587 |
0.202 |
0.2% |
95.385 |
Range |
0.645 |
0.345 |
-0.300 |
-46.5% |
0.875 |
ATR |
0.563 |
0.548 |
-0.015 |
-2.7% |
0.000 |
Volume |
32,731 |
15,625 |
-17,106 |
-52.3% |
88,974 |
|
Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.606 |
96.441 |
95.777 |
|
R3 |
96.261 |
96.096 |
95.682 |
|
R2 |
95.916 |
95.916 |
95.650 |
|
R1 |
95.751 |
95.751 |
95.619 |
95.833 |
PP |
95.571 |
95.571 |
95.571 |
95.612 |
S1 |
95.406 |
95.406 |
95.555 |
95.489 |
S2 |
95.226 |
95.226 |
95.524 |
|
S3 |
94.881 |
95.061 |
95.492 |
|
S4 |
94.536 |
94.716 |
95.397 |
|
|
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 |
95.145 |
0.750 |
0.8% |
0.436 |
0.5% |
59% |
False |
False |
18,763 |
10 |
96.305 |
94.950 |
1.355 |
1.4% |
0.492 |
0.5% |
47% |
False |
False |
19,051 |
20 |
96.305 |
94.385 |
1.920 |
2.0% |
0.560 |
0.6% |
63% |
False |
False |
15,920 |
40 |
96.425 |
94.050 |
2.375 |
2.5% |
0.557 |
0.6% |
65% |
False |
False |
8,502 |
60 |
97.610 |
94.050 |
3.560 |
3.7% |
0.555 |
0.6% |
43% |
False |
False |
5,828 |
80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.607 |
0.6% |
55% |
False |
False |
4,494 |
100 |
97.610 |
93.100 |
4.510 |
4.7% |
0.575 |
0.6% |
55% |
False |
False |
3,626 |
120 |
97.610 |
92.095 |
5.515 |
5.8% |
0.556 |
0.6% |
63% |
False |
False |
3,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.201 |
2.618 |
96.638 |
1.618 |
96.293 |
1.000 |
96.080 |
0.618 |
95.948 |
HIGH |
95.735 |
0.618 |
95.603 |
0.500 |
95.563 |
0.382 |
95.522 |
LOW |
95.390 |
0.618 |
95.177 |
1.000 |
95.045 |
1.618 |
94.832 |
2.618 |
94.487 |
4.250 |
93.924 |
|
|
Fisher Pivots for day following 03-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
95.579 |
95.581 |
PP |
95.571 |
95.576 |
S1 |
95.563 |
95.570 |
|