ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
95.095 |
95.550 |
0.455 |
0.5% |
95.775 |
| High |
95.675 |
95.660 |
-0.015 |
0.0% |
95.855 |
| Low |
95.080 |
95.195 |
0.115 |
0.1% |
94.440 |
| Close |
95.645 |
95.322 |
-0.323 |
-0.3% |
95.328 |
| Range |
0.595 |
0.465 |
-0.130 |
-21.8% |
1.415 |
| ATR |
0.635 |
0.622 |
-0.012 |
-1.9% |
0.000 |
| Volume |
25,795 |
29,842 |
4,047 |
15.7% |
107,254 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.787 |
96.520 |
95.578 |
|
| R3 |
96.322 |
96.055 |
95.450 |
|
| R2 |
95.857 |
95.857 |
95.407 |
|
| R1 |
95.590 |
95.590 |
95.365 |
95.491 |
| PP |
95.392 |
95.392 |
95.392 |
95.343 |
| S1 |
95.125 |
95.125 |
95.279 |
95.026 |
| S2 |
94.927 |
94.927 |
95.237 |
|
| S3 |
94.462 |
94.660 |
95.194 |
|
| S4 |
93.997 |
94.195 |
95.066 |
|
|
| 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% |
0.608 |
0.6% |
71% |
False |
False |
30,144 |
| 10 |
96.250 |
94.440 |
1.810 |
1.9% |
0.631 |
0.7% |
49% |
False |
False |
27,189 |
| 20 |
96.250 |
94.050 |
2.200 |
2.3% |
0.590 |
0.6% |
58% |
False |
False |
23,614 |
| 40 |
97.620 |
94.050 |
3.570 |
3.7% |
0.609 |
0.6% |
36% |
False |
False |
20,500 |
| 60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.668 |
0.7% |
50% |
False |
False |
21,566 |
| 80 |
97.620 |
93.025 |
4.595 |
4.8% |
0.656 |
0.7% |
50% |
False |
False |
19,785 |
| 100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.636 |
0.7% |
59% |
False |
False |
15,936 |
| 120 |
97.620 |
92.000 |
5.620 |
5.9% |
0.633 |
0.7% |
59% |
False |
False |
13,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.636 |
|
2.618 |
96.877 |
|
1.618 |
96.412 |
|
1.000 |
96.125 |
|
0.618 |
95.947 |
|
HIGH |
95.660 |
|
0.618 |
95.482 |
|
0.500 |
95.428 |
|
0.382 |
95.373 |
|
LOW |
95.195 |
|
0.618 |
94.908 |
|
1.000 |
94.730 |
|
1.618 |
94.443 |
|
2.618 |
93.978 |
|
4.250 |
93.219 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
95.428 |
95.315 |
| PP |
95.392 |
95.307 |
| S1 |
95.357 |
95.300 |
|