ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
94.550 |
94.760 |
0.210 |
0.2% |
95.675 |
| High |
94.870 |
94.800 |
-0.070 |
-0.1% |
95.770 |
| Low |
94.470 |
94.555 |
0.085 |
0.1% |
94.050 |
| Close |
94.747 |
94.743 |
-0.004 |
0.0% |
94.483 |
| Range |
0.400 |
0.245 |
-0.155 |
-38.8% |
1.720 |
| ATR |
0.610 |
0.584 |
-0.026 |
-4.3% |
0.000 |
| Volume |
13,896 |
7,782 |
-6,114 |
-44.0% |
105,718 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.434 |
95.334 |
94.878 |
|
| R3 |
95.189 |
95.089 |
94.810 |
|
| R2 |
94.944 |
94.944 |
94.788 |
|
| R1 |
94.844 |
94.844 |
94.765 |
94.772 |
| PP |
94.699 |
94.699 |
94.699 |
94.663 |
| S1 |
94.599 |
94.599 |
94.721 |
94.527 |
| S2 |
94.454 |
94.454 |
94.698 |
|
| S3 |
94.209 |
94.354 |
94.676 |
|
| S4 |
93.964 |
94.109 |
94.608 |
|
|
| 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 |
94.940 |
94.180 |
0.760 |
0.8% |
0.390 |
0.4% |
74% |
False |
False |
15,057 |
| 10 |
95.960 |
94.050 |
1.910 |
2.0% |
0.547 |
0.6% |
36% |
False |
False |
17,599 |
| 20 |
96.705 |
94.050 |
2.655 |
2.8% |
0.596 |
0.6% |
26% |
False |
False |
16,956 |
| 40 |
97.620 |
94.050 |
3.570 |
3.8% |
0.604 |
0.6% |
19% |
False |
False |
18,569 |
| 60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.679 |
0.7% |
37% |
False |
False |
20,382 |
| 80 |
97.620 |
92.960 |
4.660 |
4.9% |
0.624 |
0.7% |
38% |
False |
False |
15,471 |
| 100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.630 |
0.7% |
49% |
False |
False |
12,458 |
| 120 |
98.500 |
92.000 |
6.500 |
6.9% |
0.634 |
0.7% |
42% |
False |
False |
10,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.841 |
|
2.618 |
95.441 |
|
1.618 |
95.196 |
|
1.000 |
95.045 |
|
0.618 |
94.951 |
|
HIGH |
94.800 |
|
0.618 |
94.706 |
|
0.500 |
94.678 |
|
0.382 |
94.649 |
|
LOW |
94.555 |
|
0.618 |
94.404 |
|
1.000 |
94.310 |
|
1.618 |
94.159 |
|
2.618 |
93.914 |
|
4.250 |
93.514 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.721 |
94.673 |
| PP |
94.699 |
94.603 |
| S1 |
94.678 |
94.533 |
|