ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
94.900 |
95.260 |
0.360 |
0.4% |
95.700 |
| High |
95.510 |
95.385 |
-0.125 |
-0.1% |
95.790 |
| Low |
94.760 |
94.860 |
0.100 |
0.1% |
94.385 |
| Close |
95.253 |
94.998 |
-0.255 |
-0.3% |
95.253 |
| Range |
0.750 |
0.525 |
-0.225 |
-30.0% |
1.405 |
| ATR |
0.623 |
0.616 |
-0.007 |
-1.1% |
0.000 |
| Volume |
4,592 |
10,400 |
5,808 |
126.5% |
14,613 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.656 |
96.352 |
95.287 |
|
| R3 |
96.131 |
95.827 |
95.142 |
|
| R2 |
95.606 |
95.606 |
95.094 |
|
| R1 |
95.302 |
95.302 |
95.046 |
95.192 |
| PP |
95.081 |
95.081 |
95.081 |
95.026 |
| S1 |
94.777 |
94.777 |
94.950 |
94.667 |
| S2 |
94.556 |
94.556 |
94.902 |
|
| S3 |
94.031 |
94.252 |
94.854 |
|
| S4 |
93.506 |
93.727 |
94.709 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.358 |
98.710 |
96.026 |
|
| R3 |
97.953 |
97.305 |
95.639 |
|
| R2 |
96.548 |
96.548 |
95.511 |
|
| R1 |
95.900 |
95.900 |
95.382 |
95.522 |
| PP |
95.143 |
95.143 |
95.143 |
94.953 |
| S1 |
94.495 |
94.495 |
95.124 |
94.117 |
| S2 |
93.738 |
93.738 |
94.995 |
|
| S3 |
92.333 |
93.090 |
94.867 |
|
| S4 |
90.928 |
91.685 |
94.480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.790 |
94.385 |
1.405 |
1.5% |
0.674 |
0.7% |
44% |
False |
False |
5,002 |
| 10 |
96.210 |
94.385 |
1.825 |
1.9% |
0.608 |
0.6% |
34% |
False |
False |
3,300 |
| 20 |
96.210 |
94.050 |
2.160 |
2.3% |
0.596 |
0.6% |
44% |
False |
False |
2,214 |
| 40 |
97.610 |
94.050 |
3.560 |
3.7% |
0.566 |
0.6% |
27% |
False |
False |
1,366 |
| 60 |
97.610 |
93.100 |
4.510 |
4.7% |
0.620 |
0.7% |
42% |
False |
False |
1,082 |
| 80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.601 |
0.6% |
42% |
False |
False |
855 |
| 100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.563 |
0.6% |
53% |
False |
False |
698 |
| 120 |
97.610 |
92.095 |
5.515 |
5.8% |
0.551 |
0.6% |
53% |
False |
False |
587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.616 |
|
2.618 |
96.759 |
|
1.618 |
96.234 |
|
1.000 |
95.910 |
|
0.618 |
95.709 |
|
HIGH |
95.385 |
|
0.618 |
95.184 |
|
0.500 |
95.123 |
|
0.382 |
95.061 |
|
LOW |
94.860 |
|
0.618 |
94.536 |
|
1.000 |
94.335 |
|
1.618 |
94.011 |
|
2.618 |
93.486 |
|
4.250 |
92.629 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
95.123 |
94.981 |
| PP |
95.081 |
94.964 |
| S1 |
95.040 |
94.948 |
|