ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 09-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
96.235 |
96.265 |
0.030 |
0.0% |
95.590 |
| High |
96.375 |
96.425 |
0.050 |
0.1% |
96.450 |
| Low |
96.075 |
95.990 |
-0.085 |
-0.1% |
94.925 |
| Close |
96.310 |
96.092 |
-0.218 |
-0.2% |
96.101 |
| Range |
0.300 |
0.435 |
0.135 |
45.0% |
1.525 |
| ATR |
0.627 |
0.614 |
-0.014 |
-2.2% |
0.000 |
| Volume |
205 |
490 |
285 |
139.0% |
2,830 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.474 |
97.218 |
96.331 |
|
| R3 |
97.039 |
96.783 |
96.212 |
|
| R2 |
96.604 |
96.604 |
96.172 |
|
| R1 |
96.348 |
96.348 |
96.132 |
96.259 |
| PP |
96.169 |
96.169 |
96.169 |
96.124 |
| S1 |
95.913 |
95.913 |
96.052 |
95.824 |
| S2 |
95.734 |
95.734 |
96.012 |
|
| S3 |
95.299 |
95.478 |
95.972 |
|
| S4 |
94.864 |
95.043 |
95.853 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.400 |
99.776 |
96.940 |
|
| R3 |
98.875 |
98.251 |
96.520 |
|
| R2 |
97.350 |
97.350 |
96.381 |
|
| R1 |
96.726 |
96.726 |
96.241 |
97.038 |
| PP |
95.825 |
95.825 |
95.825 |
95.982 |
| S1 |
95.201 |
95.201 |
95.961 |
95.513 |
| S2 |
94.300 |
94.300 |
95.821 |
|
| S3 |
92.775 |
93.676 |
95.682 |
|
| S4 |
91.250 |
92.151 |
95.262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.450 |
95.070 |
1.380 |
1.4% |
0.513 |
0.5% |
74% |
False |
False |
519 |
| 10 |
97.420 |
94.925 |
2.495 |
2.6% |
0.600 |
0.6% |
47% |
False |
False |
608 |
| 20 |
97.610 |
94.925 |
2.685 |
2.8% |
0.537 |
0.6% |
43% |
False |
False |
491 |
| 40 |
97.610 |
93.100 |
4.510 |
4.7% |
0.645 |
0.7% |
66% |
False |
False |
492 |
| 60 |
97.610 |
93.100 |
4.510 |
4.7% |
0.591 |
0.6% |
66% |
False |
False |
385 |
| 80 |
97.610 |
92.095 |
5.515 |
5.7% |
0.553 |
0.6% |
72% |
False |
False |
299 |
| 100 |
97.610 |
92.095 |
5.515 |
5.7% |
0.530 |
0.6% |
72% |
False |
False |
244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.274 |
|
2.618 |
97.564 |
|
1.618 |
97.129 |
|
1.000 |
96.860 |
|
0.618 |
96.694 |
|
HIGH |
96.425 |
|
0.618 |
96.259 |
|
0.500 |
96.208 |
|
0.382 |
96.156 |
|
LOW |
95.990 |
|
0.618 |
95.721 |
|
1.000 |
95.555 |
|
1.618 |
95.286 |
|
2.618 |
94.851 |
|
4.250 |
94.141 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
96.208 |
96.051 |
| PP |
96.169 |
96.009 |
| S1 |
96.131 |
95.968 |
|