ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
95.260 |
95.015 |
-0.245 |
-0.3% |
95.700 |
| High |
95.385 |
95.580 |
0.195 |
0.2% |
95.790 |
| Low |
94.860 |
94.990 |
0.130 |
0.1% |
94.385 |
| Close |
94.998 |
95.555 |
0.557 |
0.6% |
95.253 |
| Range |
0.525 |
0.590 |
0.065 |
12.4% |
1.405 |
| ATR |
0.616 |
0.614 |
-0.002 |
-0.3% |
0.000 |
| Volume |
10,400 |
8,829 |
-1,571 |
-15.1% |
14,613 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.145 |
96.940 |
95.879 |
|
| R3 |
96.555 |
96.350 |
95.717 |
|
| R2 |
95.965 |
95.965 |
95.663 |
|
| R1 |
95.760 |
95.760 |
95.609 |
95.862 |
| PP |
95.375 |
95.375 |
95.375 |
95.426 |
| S1 |
95.170 |
95.170 |
95.501 |
95.273 |
| S2 |
94.785 |
94.785 |
95.447 |
|
| S3 |
94.195 |
94.580 |
95.393 |
|
| S4 |
93.605 |
93.990 |
95.231 |
|
|
| 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 |
95.580 |
94.385 |
1.195 |
1.3% |
0.577 |
0.6% |
98% |
True |
False |
6,046 |
| 10 |
96.210 |
94.385 |
1.825 |
1.9% |
0.630 |
0.7% |
64% |
False |
False |
4,059 |
| 20 |
96.210 |
94.050 |
2.160 |
2.3% |
0.609 |
0.6% |
70% |
False |
False |
2,629 |
| 40 |
97.610 |
94.050 |
3.560 |
3.7% |
0.577 |
0.6% |
42% |
False |
False |
1,583 |
| 60 |
97.610 |
93.100 |
4.510 |
4.7% |
0.621 |
0.6% |
54% |
False |
False |
1,223 |
| 80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.606 |
0.6% |
54% |
False |
False |
965 |
| 100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.565 |
0.6% |
63% |
False |
False |
787 |
| 120 |
97.610 |
92.095 |
5.515 |
5.8% |
0.553 |
0.6% |
63% |
False |
False |
660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.087 |
|
2.618 |
97.125 |
|
1.618 |
96.535 |
|
1.000 |
96.170 |
|
0.618 |
95.945 |
|
HIGH |
95.580 |
|
0.618 |
95.355 |
|
0.500 |
95.285 |
|
0.382 |
95.215 |
|
LOW |
94.990 |
|
0.618 |
94.625 |
|
1.000 |
94.400 |
|
1.618 |
94.035 |
|
2.618 |
93.445 |
|
4.250 |
92.483 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
95.465 |
95.427 |
| PP |
95.375 |
95.298 |
| S1 |
95.285 |
95.170 |
|