ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
95.550 |
95.520 |
-0.030 |
0.0% |
94.570 |
| High |
95.805 |
96.125 |
0.320 |
0.3% |
95.585 |
| Low |
95.445 |
95.505 |
0.060 |
0.1% |
94.195 |
| Close |
95.543 |
96.041 |
0.498 |
0.5% |
95.542 |
| Range |
0.360 |
0.620 |
0.260 |
72.2% |
1.390 |
| ATR |
0.621 |
0.621 |
0.000 |
0.0% |
0.000 |
| Volume |
17,793 |
20,772 |
2,979 |
16.7% |
92,494 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.750 |
97.516 |
96.382 |
|
| R3 |
97.130 |
96.896 |
96.212 |
|
| R2 |
96.510 |
96.510 |
96.155 |
|
| R1 |
96.276 |
96.276 |
96.098 |
96.393 |
| PP |
95.890 |
95.890 |
95.890 |
95.949 |
| S1 |
95.656 |
95.656 |
95.984 |
95.773 |
| S2 |
95.270 |
95.270 |
95.927 |
|
| S3 |
94.650 |
95.036 |
95.871 |
|
| S4 |
94.030 |
94.416 |
95.700 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.277 |
98.800 |
96.307 |
|
| R3 |
97.887 |
97.410 |
95.924 |
|
| R2 |
96.497 |
96.497 |
95.797 |
|
| R1 |
96.020 |
96.020 |
95.669 |
96.259 |
| PP |
95.107 |
95.107 |
95.107 |
95.227 |
| S1 |
94.630 |
94.630 |
95.415 |
94.869 |
| S2 |
93.717 |
93.717 |
95.287 |
|
| S3 |
92.327 |
93.240 |
95.160 |
|
| S4 |
90.937 |
91.850 |
94.778 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.125 |
94.200 |
1.925 |
2.0% |
0.602 |
0.6% |
96% |
True |
False |
20,299 |
| 10 |
96.125 |
94.050 |
2.075 |
2.2% |
0.549 |
0.6% |
96% |
True |
False |
20,039 |
| 20 |
96.500 |
94.050 |
2.450 |
2.6% |
0.587 |
0.6% |
81% |
False |
False |
17,514 |
| 40 |
97.620 |
94.050 |
3.570 |
3.7% |
0.598 |
0.6% |
56% |
False |
False |
18,500 |
| 60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.673 |
0.7% |
66% |
False |
False |
21,350 |
| 80 |
97.620 |
93.025 |
4.595 |
4.8% |
0.629 |
0.7% |
66% |
False |
False |
16,444 |
| 100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.635 |
0.7% |
72% |
False |
False |
13,247 |
| 120 |
97.620 |
92.000 |
5.620 |
5.9% |
0.628 |
0.7% |
72% |
False |
False |
11,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.760 |
|
2.618 |
97.748 |
|
1.618 |
97.128 |
|
1.000 |
96.745 |
|
0.618 |
96.508 |
|
HIGH |
96.125 |
|
0.618 |
95.888 |
|
0.500 |
95.815 |
|
0.382 |
95.742 |
|
LOW |
95.505 |
|
0.618 |
95.122 |
|
1.000 |
94.885 |
|
1.618 |
94.502 |
|
2.618 |
93.882 |
|
4.250 |
92.870 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
95.966 |
95.748 |
| PP |
95.890 |
95.455 |
| S1 |
95.815 |
95.163 |
|