ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
94.500 |
94.740 |
0.240 |
0.3% |
95.645 |
| High |
94.830 |
94.760 |
-0.070 |
-0.1% |
95.710 |
| Low |
94.450 |
94.530 |
0.080 |
0.1% |
94.050 |
| Close |
94.712 |
94.708 |
-0.004 |
0.0% |
94.453 |
| Range |
0.380 |
0.230 |
-0.150 |
-39.5% |
1.660 |
| ATR |
0.578 |
0.553 |
-0.025 |
-4.3% |
0.000 |
| Volume |
676 |
405 |
-271 |
-40.1% |
6,690 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.356 |
95.262 |
94.835 |
|
| R3 |
95.126 |
95.032 |
94.771 |
|
| R2 |
94.896 |
94.896 |
94.750 |
|
| R1 |
94.802 |
94.802 |
94.729 |
94.734 |
| PP |
94.666 |
94.666 |
94.666 |
94.632 |
| S1 |
94.572 |
94.572 |
94.687 |
94.504 |
| S2 |
94.436 |
94.436 |
94.666 |
|
| S3 |
94.206 |
94.342 |
94.645 |
|
| S4 |
93.976 |
94.112 |
94.582 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.718 |
98.745 |
95.366 |
|
| R3 |
98.058 |
97.085 |
94.910 |
|
| R2 |
96.398 |
96.398 |
94.757 |
|
| R1 |
95.425 |
95.425 |
94.605 |
95.082 |
| PP |
94.738 |
94.738 |
94.738 |
94.566 |
| S1 |
93.765 |
93.765 |
94.301 |
93.422 |
| S2 |
93.078 |
93.078 |
94.149 |
|
| S3 |
91.418 |
92.105 |
93.997 |
|
| S4 |
89.758 |
90.445 |
93.540 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.895 |
94.160 |
0.735 |
0.8% |
0.370 |
0.4% |
75% |
False |
False |
807 |
| 10 |
95.920 |
94.050 |
1.870 |
2.0% |
0.523 |
0.6% |
35% |
False |
False |
1,016 |
| 20 |
96.525 |
94.050 |
2.475 |
2.6% |
0.555 |
0.6% |
27% |
False |
False |
805 |
| 40 |
97.610 |
94.050 |
3.560 |
3.8% |
0.536 |
0.6% |
18% |
False |
False |
601 |
| 60 |
97.610 |
93.100 |
4.510 |
4.8% |
0.621 |
0.7% |
36% |
False |
False |
544 |
| 80 |
97.610 |
93.100 |
4.510 |
4.8% |
0.553 |
0.6% |
36% |
False |
False |
433 |
| 100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.540 |
0.6% |
47% |
False |
False |
354 |
| 120 |
98.375 |
92.095 |
6.280 |
6.6% |
0.542 |
0.6% |
42% |
False |
False |
298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.738 |
|
2.618 |
95.362 |
|
1.618 |
95.132 |
|
1.000 |
94.990 |
|
0.618 |
94.902 |
|
HIGH |
94.760 |
|
0.618 |
94.672 |
|
0.500 |
94.645 |
|
0.382 |
94.618 |
|
LOW |
94.530 |
|
0.618 |
94.388 |
|
1.000 |
94.300 |
|
1.618 |
94.158 |
|
2.618 |
93.928 |
|
4.250 |
93.553 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.687 |
94.637 |
| PP |
94.666 |
94.566 |
| S1 |
94.645 |
94.495 |
|