ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
95.315 |
95.095 |
-0.220 |
-0.2% |
95.775 |
| High |
95.450 |
95.675 |
0.225 |
0.2% |
95.855 |
| Low |
94.925 |
95.080 |
0.155 |
0.2% |
94.440 |
| Close |
95.088 |
95.645 |
0.557 |
0.6% |
95.328 |
| Range |
0.525 |
0.595 |
0.070 |
13.3% |
1.415 |
| ATR |
0.638 |
0.635 |
-0.003 |
-0.5% |
0.000 |
| Volume |
31,107 |
25,795 |
-5,312 |
-17.1% |
107,254 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.252 |
97.043 |
95.972 |
|
| R3 |
96.657 |
96.448 |
95.809 |
|
| R2 |
96.062 |
96.062 |
95.754 |
|
| R1 |
95.853 |
95.853 |
95.700 |
95.958 |
| PP |
95.467 |
95.467 |
95.467 |
95.519 |
| S1 |
95.258 |
95.258 |
95.590 |
95.363 |
| S2 |
94.872 |
94.872 |
95.536 |
|
| S3 |
94.277 |
94.663 |
95.481 |
|
| S4 |
93.682 |
94.068 |
95.318 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.453 |
98.805 |
96.106 |
|
| R3 |
98.038 |
97.390 |
95.717 |
|
| R2 |
96.623 |
96.623 |
95.587 |
|
| R1 |
95.975 |
95.975 |
95.458 |
95.592 |
| PP |
95.208 |
95.208 |
95.208 |
95.016 |
| S1 |
94.560 |
94.560 |
95.198 |
94.177 |
| S2 |
93.793 |
93.793 |
95.069 |
|
| S3 |
92.378 |
93.145 |
94.939 |
|
| S4 |
90.963 |
91.730 |
94.550 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.675 |
94.440 |
1.235 |
1.3% |
0.590 |
0.6% |
98% |
True |
False |
27,479 |
| 10 |
96.250 |
94.440 |
1.810 |
1.9% |
0.647 |
0.7% |
67% |
False |
False |
26,282 |
| 20 |
96.250 |
94.050 |
2.200 |
2.3% |
0.628 |
0.7% |
73% |
False |
False |
23,579 |
| 40 |
97.620 |
94.050 |
3.570 |
3.7% |
0.614 |
0.6% |
45% |
False |
False |
20,360 |
| 60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.669 |
0.7% |
57% |
False |
False |
21,413 |
| 80 |
97.620 |
93.025 |
4.595 |
4.8% |
0.654 |
0.7% |
57% |
False |
False |
19,415 |
| 100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.638 |
0.7% |
65% |
False |
False |
15,640 |
| 120 |
97.620 |
92.000 |
5.620 |
5.9% |
0.632 |
0.7% |
65% |
False |
False |
13,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.204 |
|
2.618 |
97.233 |
|
1.618 |
96.638 |
|
1.000 |
96.270 |
|
0.618 |
96.043 |
|
HIGH |
95.675 |
|
0.618 |
95.448 |
|
0.500 |
95.378 |
|
0.382 |
95.307 |
|
LOW |
95.080 |
|
0.618 |
94.712 |
|
1.000 |
94.485 |
|
1.618 |
94.117 |
|
2.618 |
93.522 |
|
4.250 |
92.551 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
95.556 |
95.513 |
| PP |
95.467 |
95.380 |
| S1 |
95.378 |
95.248 |
|