ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 29-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
96.565 |
96.140 |
-0.425 |
-0.4% |
94.060 |
High |
96.570 |
96.270 |
-0.300 |
-0.3% |
96.700 |
Low |
95.920 |
95.625 |
-0.295 |
-0.3% |
93.025 |
Close |
96.331 |
95.807 |
-0.524 |
-0.5% |
95.574 |
Range |
0.650 |
0.645 |
-0.005 |
-0.8% |
3.675 |
ATR |
0.874 |
0.862 |
-0.012 |
-1.4% |
0.000 |
Volume |
20,694 |
20,235 |
-459 |
-2.2% |
150,675 |
|
Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.836 |
97.466 |
96.162 |
|
R3 |
97.191 |
96.821 |
95.984 |
|
R2 |
96.546 |
96.546 |
95.925 |
|
R1 |
96.176 |
96.176 |
95.866 |
96.039 |
PP |
95.901 |
95.901 |
95.901 |
95.832 |
S1 |
95.531 |
95.531 |
95.748 |
95.394 |
S2 |
95.256 |
95.256 |
95.689 |
|
S3 |
94.611 |
94.886 |
95.630 |
|
S4 |
93.966 |
94.241 |
95.452 |
|
|
Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.125 |
104.524 |
97.595 |
|
R3 |
102.450 |
100.849 |
96.585 |
|
R2 |
98.775 |
98.775 |
96.248 |
|
R1 |
97.174 |
97.174 |
95.911 |
97.975 |
PP |
95.100 |
95.100 |
95.100 |
95.500 |
S1 |
93.499 |
93.499 |
95.237 |
94.300 |
S2 |
91.425 |
91.425 |
94.900 |
|
S3 |
87.750 |
89.824 |
94.563 |
|
S4 |
84.075 |
86.149 |
93.553 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.865 |
93.025 |
3.840 |
4.0% |
1.169 |
1.2% |
72% |
False |
False |
32,960 |
10 |
96.865 |
93.025 |
3.840 |
4.0% |
0.962 |
1.0% |
72% |
False |
False |
28,376 |
20 |
96.865 |
93.025 |
3.840 |
4.0% |
0.829 |
0.9% |
72% |
False |
False |
24,009 |
40 |
96.865 |
92.960 |
3.905 |
4.1% |
0.645 |
0.7% |
73% |
False |
False |
12,372 |
60 |
96.865 |
92.000 |
4.865 |
5.1% |
0.647 |
0.7% |
78% |
False |
False |
8,385 |
80 |
98.500 |
92.000 |
6.500 |
6.8% |
0.650 |
0.7% |
59% |
False |
False |
6,327 |
100 |
98.745 |
92.000 |
6.745 |
7.0% |
0.591 |
0.6% |
56% |
False |
False |
5,069 |
120 |
100.030 |
92.000 |
8.030 |
8.4% |
0.567 |
0.6% |
47% |
False |
False |
4,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.011 |
2.618 |
97.959 |
1.618 |
97.314 |
1.000 |
96.915 |
0.618 |
96.669 |
HIGH |
96.270 |
0.618 |
96.024 |
0.500 |
95.948 |
0.382 |
95.871 |
LOW |
95.625 |
0.618 |
95.226 |
1.000 |
94.980 |
1.618 |
94.581 |
2.618 |
93.936 |
4.250 |
92.884 |
|
|
Fisher Pivots for day following 29-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
95.948 |
96.245 |
PP |
95.901 |
96.099 |
S1 |
95.854 |
95.953 |
|