ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
95.495 |
95.945 |
0.450 |
0.5% |
94.600 |
| High |
96.080 |
96.210 |
0.130 |
0.1% |
95.530 |
| Low |
95.480 |
95.850 |
0.370 |
0.4% |
94.155 |
| Close |
95.996 |
95.967 |
-0.029 |
0.0% |
95.502 |
| Range |
0.600 |
0.360 |
-0.240 |
-40.0% |
1.375 |
| ATR |
0.595 |
0.578 |
-0.017 |
-2.8% |
0.000 |
| Volume |
1,120 |
1,626 |
506 |
45.2% |
4,602 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.089 |
96.888 |
96.165 |
|
| R3 |
96.729 |
96.528 |
96.066 |
|
| R2 |
96.369 |
96.369 |
96.033 |
|
| R1 |
96.168 |
96.168 |
96.000 |
96.269 |
| PP |
96.009 |
96.009 |
96.009 |
96.059 |
| S1 |
95.808 |
95.808 |
95.934 |
95.909 |
| S2 |
95.649 |
95.649 |
95.901 |
|
| S3 |
95.289 |
95.448 |
95.868 |
|
| S4 |
94.929 |
95.088 |
95.769 |
|
|
| 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 |
96.210 |
94.155 |
2.055 |
2.1% |
0.587 |
0.6% |
88% |
True |
False |
1,228 |
| 10 |
96.210 |
94.050 |
2.160 |
2.3% |
0.508 |
0.5% |
89% |
True |
False |
1,169 |
| 20 |
96.450 |
94.050 |
2.400 |
2.5% |
0.555 |
0.6% |
80% |
False |
False |
957 |
| 40 |
97.610 |
94.050 |
3.560 |
3.7% |
0.550 |
0.6% |
54% |
False |
False |
699 |
| 60 |
97.610 |
93.100 |
4.510 |
4.7% |
0.621 |
0.6% |
64% |
False |
False |
623 |
| 80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.573 |
0.6% |
64% |
False |
False |
504 |
| 100 |
97.610 |
92.095 |
5.515 |
5.7% |
0.547 |
0.6% |
70% |
False |
False |
411 |
| 120 |
97.610 |
92.095 |
5.515 |
5.7% |
0.541 |
0.6% |
70% |
False |
False |
346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.740 |
|
2.618 |
97.152 |
|
1.618 |
96.792 |
|
1.000 |
96.570 |
|
0.618 |
96.432 |
|
HIGH |
96.210 |
|
0.618 |
96.072 |
|
0.500 |
96.030 |
|
0.382 |
95.988 |
|
LOW |
95.850 |
|
0.618 |
95.628 |
|
1.000 |
95.490 |
|
1.618 |
95.268 |
|
2.618 |
94.908 |
|
4.250 |
94.320 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
96.030 |
95.912 |
| PP |
96.009 |
95.857 |
| S1 |
95.988 |
95.803 |
|