ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
96.075 |
95.530 |
-0.545 |
-0.6% |
95.490 |
| High |
96.075 |
95.910 |
-0.165 |
-0.2% |
96.500 |
| Low |
95.380 |
95.460 |
0.080 |
0.1% |
94.940 |
| Close |
95.608 |
95.838 |
0.230 |
0.2% |
96.136 |
| Range |
0.695 |
0.450 |
-0.245 |
-35.3% |
1.560 |
| ATR |
0.666 |
0.651 |
-0.015 |
-2.3% |
0.000 |
| Volume |
16,389 |
9,065 |
-7,324 |
-44.7% |
83,459 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.086 |
96.912 |
96.086 |
|
| R3 |
96.636 |
96.462 |
95.962 |
|
| R2 |
96.186 |
96.186 |
95.921 |
|
| R1 |
96.012 |
96.012 |
95.879 |
96.099 |
| PP |
95.736 |
95.736 |
95.736 |
95.780 |
| S1 |
95.562 |
95.562 |
95.797 |
95.649 |
| S2 |
95.286 |
95.286 |
95.756 |
|
| S3 |
94.836 |
95.112 |
95.714 |
|
| S4 |
94.386 |
94.662 |
95.591 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.539 |
99.897 |
96.994 |
|
| R3 |
98.979 |
98.337 |
96.565 |
|
| R2 |
97.419 |
97.419 |
96.422 |
|
| R1 |
96.777 |
96.777 |
96.279 |
97.098 |
| PP |
95.859 |
95.859 |
95.859 |
96.019 |
| S1 |
95.217 |
95.217 |
95.993 |
95.538 |
| S2 |
94.299 |
94.299 |
95.850 |
|
| S3 |
92.739 |
93.657 |
95.707 |
|
| S4 |
91.179 |
92.097 |
95.278 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.500 |
95.380 |
1.120 |
1.2% |
0.588 |
0.6% |
41% |
False |
False |
13,601 |
| 10 |
96.705 |
94.940 |
1.765 |
1.8% |
0.645 |
0.7% |
51% |
False |
False |
16,312 |
| 20 |
97.620 |
94.940 |
2.680 |
2.8% |
0.598 |
0.6% |
34% |
False |
False |
17,532 |
| 40 |
97.620 |
93.025 |
4.595 |
4.8% |
0.708 |
0.7% |
61% |
False |
False |
21,263 |
| 60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.661 |
0.7% |
61% |
False |
False |
17,615 |
| 80 |
97.620 |
92.000 |
5.620 |
5.9% |
0.644 |
0.7% |
68% |
False |
False |
13,335 |
| 100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.630 |
0.7% |
68% |
False |
False |
10,717 |
| 120 |
98.745 |
92.000 |
6.745 |
7.0% |
0.629 |
0.7% |
57% |
False |
False |
8,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.823 |
|
2.618 |
97.088 |
|
1.618 |
96.638 |
|
1.000 |
96.360 |
|
0.618 |
96.188 |
|
HIGH |
95.910 |
|
0.618 |
95.738 |
|
0.500 |
95.685 |
|
0.382 |
95.632 |
|
LOW |
95.460 |
|
0.618 |
95.182 |
|
1.000 |
95.010 |
|
1.618 |
94.732 |
|
2.618 |
94.282 |
|
4.250 |
93.548 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
95.787 |
95.923 |
| PP |
95.736 |
95.894 |
| S1 |
95.685 |
95.866 |
|