ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 19-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
94.600 |
94.180 |
-0.420 |
-0.4% |
95.675 |
High |
94.630 |
94.600 |
-0.030 |
0.0% |
95.770 |
Low |
94.050 |
94.180 |
0.130 |
0.1% |
94.050 |
Close |
94.137 |
94.483 |
0.346 |
0.4% |
94.483 |
Range |
0.580 |
0.420 |
-0.160 |
-27.6% |
1.720 |
ATR |
0.671 |
0.656 |
-0.015 |
-2.2% |
0.000 |
Volume |
22,338 |
24,047 |
1,709 |
7.7% |
105,718 |
|
Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.681 |
95.502 |
94.714 |
|
R3 |
95.261 |
95.082 |
94.599 |
|
R2 |
94.841 |
94.841 |
94.560 |
|
R1 |
94.662 |
94.662 |
94.522 |
94.752 |
PP |
94.421 |
94.421 |
94.421 |
94.466 |
S1 |
94.242 |
94.242 |
94.445 |
94.332 |
S2 |
94.001 |
94.001 |
94.406 |
|
S3 |
93.581 |
93.822 |
94.368 |
|
S4 |
93.161 |
93.402 |
94.252 |
|
|
Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.928 |
98.925 |
95.429 |
|
R3 |
98.208 |
97.205 |
94.956 |
|
R2 |
96.488 |
96.488 |
94.798 |
|
R1 |
95.485 |
95.485 |
94.641 |
95.127 |
PP |
94.768 |
94.768 |
94.768 |
94.588 |
S1 |
93.765 |
93.765 |
94.325 |
93.407 |
S2 |
93.048 |
93.048 |
94.168 |
|
S3 |
91.328 |
92.045 |
94.010 |
|
S4 |
89.608 |
90.325 |
93.537 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.770 |
94.050 |
1.720 |
1.8% |
0.634 |
0.7% |
25% |
False |
False |
21,143 |
10 |
96.465 |
94.050 |
2.415 |
2.6% |
0.587 |
0.6% |
18% |
False |
False |
16,864 |
20 |
97.620 |
94.050 |
3.570 |
3.8% |
0.628 |
0.7% |
12% |
False |
False |
17,549 |
40 |
97.620 |
93.730 |
3.890 |
4.1% |
0.696 |
0.7% |
19% |
False |
False |
20,677 |
60 |
97.620 |
93.025 |
4.595 |
4.9% |
0.687 |
0.7% |
32% |
False |
False |
19,624 |
80 |
97.620 |
92.000 |
5.620 |
5.9% |
0.645 |
0.7% |
44% |
False |
False |
14,866 |
100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.637 |
0.7% |
44% |
False |
False |
11,953 |
120 |
98.745 |
92.000 |
6.745 |
7.1% |
0.640 |
0.7% |
37% |
False |
False |
9,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.385 |
2.618 |
95.700 |
1.618 |
95.280 |
1.000 |
95.020 |
0.618 |
94.860 |
HIGH |
94.600 |
0.618 |
94.440 |
0.500 |
94.390 |
0.382 |
94.340 |
LOW |
94.180 |
0.618 |
93.920 |
1.000 |
93.760 |
1.618 |
93.500 |
2.618 |
93.080 |
4.250 |
92.395 |
|
|
Fisher Pivots for day following 19-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
94.452 |
94.568 |
PP |
94.421 |
94.539 |
S1 |
94.390 |
94.511 |
|