ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
94.740 |
94.575 |
-0.165 |
-0.2% |
94.600 |
| High |
94.760 |
95.530 |
0.770 |
0.8% |
95.530 |
| Low |
94.530 |
94.155 |
-0.375 |
-0.4% |
94.155 |
| Close |
94.708 |
95.502 |
0.794 |
0.8% |
95.502 |
| Range |
0.230 |
1.375 |
1.145 |
497.8% |
1.375 |
| ATR |
0.553 |
0.612 |
0.059 |
10.6% |
0.000 |
| Volume |
405 |
1,751 |
1,346 |
332.3% |
4,602 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.187 |
98.720 |
96.258 |
|
| R3 |
97.812 |
97.345 |
95.880 |
|
| R2 |
96.437 |
96.437 |
95.754 |
|
| R1 |
95.970 |
95.970 |
95.628 |
96.204 |
| PP |
95.062 |
95.062 |
95.062 |
95.179 |
| S1 |
94.595 |
94.595 |
95.376 |
94.829 |
| S2 |
93.687 |
93.687 |
95.250 |
|
| S3 |
92.312 |
93.220 |
95.124 |
|
| S4 |
90.937 |
91.845 |
94.746 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.187 |
98.720 |
96.258 |
|
| R3 |
97.812 |
97.345 |
95.880 |
|
| R2 |
96.437 |
96.437 |
95.754 |
|
| R1 |
95.970 |
95.970 |
95.628 |
96.204 |
| PP |
95.062 |
95.062 |
95.062 |
95.179 |
| S1 |
94.595 |
94.595 |
95.376 |
94.829 |
| S2 |
93.687 |
93.687 |
95.250 |
|
| S3 |
92.312 |
93.220 |
95.124 |
|
| S4 |
90.937 |
91.845 |
94.746 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.530 |
94.155 |
1.375 |
1.4% |
0.568 |
0.6% |
98% |
True |
True |
920 |
| 10 |
95.710 |
94.050 |
1.660 |
1.7% |
0.583 |
0.6% |
87% |
False |
False |
1,129 |
| 20 |
96.450 |
94.050 |
2.400 |
2.5% |
0.563 |
0.6% |
61% |
False |
False |
826 |
| 40 |
97.610 |
94.050 |
3.560 |
3.7% |
0.558 |
0.6% |
41% |
False |
False |
633 |
| 60 |
97.610 |
93.100 |
4.510 |
4.7% |
0.615 |
0.6% |
53% |
False |
False |
570 |
| 80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.566 |
0.6% |
53% |
False |
False |
455 |
| 100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.549 |
0.6% |
62% |
False |
False |
372 |
| 120 |
97.610 |
92.095 |
5.515 |
5.8% |
0.536 |
0.6% |
62% |
False |
False |
312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.374 |
|
2.618 |
99.130 |
|
1.618 |
97.755 |
|
1.000 |
96.905 |
|
0.618 |
96.380 |
|
HIGH |
95.530 |
|
0.618 |
95.005 |
|
0.500 |
94.843 |
|
0.382 |
94.680 |
|
LOW |
94.155 |
|
0.618 |
93.305 |
|
1.000 |
92.780 |
|
1.618 |
91.930 |
|
2.618 |
90.555 |
|
4.250 |
88.311 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
95.282 |
95.282 |
| PP |
95.062 |
95.062 |
| S1 |
94.843 |
94.843 |
|