ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 15-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
95.845 |
95.645 |
-0.200 |
-0.2% |
96.235 |
| High |
95.920 |
95.710 |
-0.210 |
-0.2% |
96.425 |
| Low |
95.145 |
95.390 |
0.245 |
0.3% |
95.145 |
| Close |
95.642 |
95.549 |
-0.093 |
-0.1% |
95.642 |
| Range |
0.775 |
0.320 |
-0.455 |
-58.7% |
1.280 |
| ATR |
0.619 |
0.597 |
-0.021 |
-3.4% |
0.000 |
| Volume |
628 |
530 |
-98 |
-15.6% |
2,411 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.510 |
96.349 |
95.725 |
|
| R3 |
96.190 |
96.029 |
95.637 |
|
| R2 |
95.870 |
95.870 |
95.608 |
|
| R1 |
95.709 |
95.709 |
95.578 |
95.630 |
| PP |
95.550 |
95.550 |
95.550 |
95.510 |
| S1 |
95.389 |
95.389 |
95.520 |
95.310 |
| S2 |
95.230 |
95.230 |
95.490 |
|
| S3 |
94.910 |
95.069 |
95.461 |
|
| S4 |
94.590 |
94.749 |
95.373 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.577 |
98.890 |
96.346 |
|
| R3 |
98.297 |
97.610 |
95.994 |
|
| R2 |
97.017 |
97.017 |
95.877 |
|
| R1 |
96.330 |
96.330 |
95.759 |
96.034 |
| PP |
95.737 |
95.737 |
95.737 |
95.589 |
| S1 |
95.050 |
95.050 |
95.525 |
94.754 |
| S2 |
94.457 |
94.457 |
95.407 |
|
| S3 |
93.177 |
93.770 |
95.290 |
|
| S4 |
91.897 |
92.490 |
94.938 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.425 |
95.145 |
1.280 |
1.3% |
0.512 |
0.5% |
32% |
False |
False |
547 |
| 10 |
96.450 |
94.925 |
1.525 |
1.6% |
0.555 |
0.6% |
41% |
False |
False |
561 |
| 20 |
97.610 |
94.925 |
2.685 |
2.8% |
0.544 |
0.6% |
23% |
False |
False |
536 |
| 40 |
97.610 |
93.100 |
4.510 |
4.7% |
0.627 |
0.7% |
54% |
False |
False |
520 |
| 60 |
97.610 |
93.100 |
4.510 |
4.7% |
0.605 |
0.6% |
54% |
False |
False |
410 |
| 80 |
97.610 |
92.095 |
5.515 |
5.8% |
0.553 |
0.6% |
63% |
False |
False |
326 |
| 100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.542 |
0.6% |
63% |
False |
False |
266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.070 |
|
2.618 |
96.548 |
|
1.618 |
96.228 |
|
1.000 |
96.030 |
|
0.618 |
95.908 |
|
HIGH |
95.710 |
|
0.618 |
95.588 |
|
0.500 |
95.550 |
|
0.382 |
95.512 |
|
LOW |
95.390 |
|
0.618 |
95.192 |
|
1.000 |
95.070 |
|
1.618 |
94.872 |
|
2.618 |
94.552 |
|
4.250 |
94.030 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
95.550 |
95.544 |
| PP |
95.550 |
95.538 |
| S1 |
95.549 |
95.533 |
|