ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 04-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2016 |
04-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
95.435 |
95.665 |
0.230 |
0.2% |
95.390 |
High |
95.735 |
96.390 |
0.655 |
0.7% |
95.895 |
Low |
95.390 |
95.660 |
0.270 |
0.3% |
95.020 |
Close |
95.587 |
96.125 |
0.538 |
0.6% |
95.385 |
Range |
0.345 |
0.730 |
0.385 |
111.6% |
0.875 |
ATR |
0.548 |
0.566 |
0.018 |
3.3% |
0.000 |
Volume |
15,625 |
42,193 |
26,568 |
170.0% |
88,974 |
|
Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.248 |
97.917 |
96.527 |
|
R3 |
97.518 |
97.187 |
96.326 |
|
R2 |
96.788 |
96.788 |
96.259 |
|
R1 |
96.457 |
96.457 |
96.192 |
96.623 |
PP |
96.058 |
96.058 |
96.058 |
96.141 |
S1 |
95.727 |
95.727 |
96.058 |
95.893 |
S2 |
95.328 |
95.328 |
95.991 |
|
S3 |
94.598 |
94.997 |
95.924 |
|
S4 |
93.868 |
94.267 |
95.723 |
|
|
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 |
96.390 |
95.245 |
1.145 |
1.2% |
0.495 |
0.5% |
77% |
True |
False |
24,426 |
10 |
96.390 |
94.950 |
1.440 |
1.5% |
0.519 |
0.5% |
82% |
True |
False |
21,668 |
20 |
96.390 |
94.385 |
2.005 |
2.1% |
0.543 |
0.6% |
87% |
True |
False |
17,849 |
40 |
96.425 |
94.050 |
2.375 |
2.5% |
0.568 |
0.6% |
87% |
False |
False |
9,552 |
60 |
97.610 |
94.050 |
3.560 |
3.7% |
0.559 |
0.6% |
58% |
False |
False |
6,527 |
80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.611 |
0.6% |
67% |
False |
False |
5,019 |
100 |
97.610 |
93.100 |
4.510 |
4.7% |
0.581 |
0.6% |
67% |
False |
False |
4,048 |
120 |
97.610 |
92.095 |
5.515 |
5.7% |
0.559 |
0.6% |
73% |
False |
False |
3,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.493 |
2.618 |
98.301 |
1.618 |
97.571 |
1.000 |
97.120 |
0.618 |
96.841 |
HIGH |
96.390 |
0.618 |
96.111 |
0.500 |
96.025 |
0.382 |
95.939 |
LOW |
95.660 |
0.618 |
95.209 |
1.000 |
94.930 |
1.618 |
94.479 |
2.618 |
93.749 |
4.250 |
92.557 |
|
|
Fisher Pivots for day following 04-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
96.092 |
96.023 |
PP |
96.058 |
95.922 |
S1 |
96.025 |
95.820 |
|