ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 06-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
95.650 |
95.775 |
0.125 |
0.1% |
95.550 |
| High |
95.965 |
95.855 |
-0.110 |
-0.1% |
96.250 |
| Low |
95.175 |
94.755 |
-0.420 |
-0.4% |
95.175 |
| Close |
95.844 |
94.823 |
-1.021 |
-1.1% |
95.844 |
| Range |
0.790 |
1.100 |
0.310 |
39.2% |
1.075 |
| ATR |
0.619 |
0.653 |
0.034 |
5.6% |
0.000 |
| Volume |
34,951 |
26,758 |
-8,193 |
-23.4% |
116,463 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.444 |
97.734 |
95.428 |
|
| R3 |
97.344 |
96.634 |
95.126 |
|
| R2 |
96.244 |
96.244 |
95.025 |
|
| R1 |
95.534 |
95.534 |
94.924 |
95.339 |
| PP |
95.144 |
95.144 |
95.144 |
95.047 |
| S1 |
94.434 |
94.434 |
94.722 |
94.239 |
| S2 |
94.044 |
94.044 |
94.621 |
|
| S3 |
92.944 |
93.334 |
94.521 |
|
| S4 |
91.844 |
92.234 |
94.218 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.981 |
98.488 |
96.435 |
|
| R3 |
97.906 |
97.413 |
96.140 |
|
| R2 |
96.831 |
96.831 |
96.041 |
|
| R1 |
96.338 |
96.338 |
95.943 |
96.585 |
| PP |
95.756 |
95.756 |
95.756 |
95.880 |
| S1 |
95.263 |
95.263 |
95.745 |
95.510 |
| S2 |
94.681 |
94.681 |
95.647 |
|
| S3 |
93.606 |
94.188 |
95.548 |
|
| S4 |
92.531 |
93.113 |
95.253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.250 |
94.755 |
1.495 |
1.6% |
0.703 |
0.7% |
5% |
False |
True |
25,085 |
| 10 |
96.250 |
94.195 |
2.055 |
2.2% |
0.628 |
0.7% |
31% |
False |
False |
22,179 |
| 20 |
96.465 |
94.050 |
2.415 |
2.5% |
0.616 |
0.6% |
32% |
False |
False |
19,898 |
| 40 |
97.620 |
94.050 |
3.570 |
3.8% |
0.609 |
0.6% |
22% |
False |
False |
18,907 |
| 60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.684 |
0.7% |
39% |
False |
False |
21,415 |
| 80 |
97.620 |
93.025 |
4.595 |
4.8% |
0.647 |
0.7% |
39% |
False |
False |
17,733 |
| 100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.638 |
0.7% |
50% |
False |
False |
14,280 |
| 120 |
97.620 |
92.000 |
5.620 |
5.9% |
0.632 |
0.7% |
50% |
False |
False |
11,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.530 |
|
2.618 |
98.735 |
|
1.618 |
97.635 |
|
1.000 |
96.955 |
|
0.618 |
96.535 |
|
HIGH |
95.855 |
|
0.618 |
95.435 |
|
0.500 |
95.305 |
|
0.382 |
95.175 |
|
LOW |
94.755 |
|
0.618 |
94.075 |
|
1.000 |
93.655 |
|
1.618 |
92.975 |
|
2.618 |
91.875 |
|
4.250 |
90.080 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
95.305 |
95.500 |
| PP |
95.144 |
95.274 |
| S1 |
94.984 |
95.049 |
|