ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 01-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
95.700 |
95.955 |
0.255 |
0.3% |
96.115 |
High |
96.480 |
96.170 |
-0.310 |
-0.3% |
96.865 |
Low |
95.520 |
95.480 |
-0.040 |
0.0% |
95.480 |
Close |
96.203 |
95.714 |
-0.489 |
-0.5% |
95.714 |
Range |
0.960 |
0.690 |
-0.270 |
-28.1% |
1.385 |
ATR |
0.869 |
0.858 |
-0.010 |
-1.2% |
0.000 |
Volume |
40,027 |
21,140 |
-18,887 |
-47.2% |
130,670 |
|
Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.858 |
97.476 |
96.094 |
|
R3 |
97.168 |
96.786 |
95.904 |
|
R2 |
96.478 |
96.478 |
95.841 |
|
R1 |
96.096 |
96.096 |
95.777 |
95.942 |
PP |
95.788 |
95.788 |
95.788 |
95.711 |
S1 |
95.406 |
95.406 |
95.651 |
95.252 |
S2 |
95.098 |
95.098 |
95.588 |
|
S3 |
94.408 |
94.716 |
95.524 |
|
S4 |
93.718 |
94.026 |
95.335 |
|
|
Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.175 |
99.329 |
96.476 |
|
R3 |
98.790 |
97.944 |
96.095 |
|
R2 |
97.405 |
97.405 |
95.968 |
|
R1 |
96.559 |
96.559 |
95.841 |
96.290 |
PP |
96.020 |
96.020 |
96.020 |
95.885 |
S1 |
95.174 |
95.174 |
95.587 |
94.905 |
S2 |
94.635 |
94.635 |
95.460 |
|
S3 |
93.250 |
93.789 |
95.333 |
|
S4 |
91.865 |
92.404 |
94.952 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.865 |
95.480 |
1.385 |
1.4% |
0.775 |
0.8% |
17% |
False |
True |
26,134 |
10 |
96.865 |
93.025 |
3.840 |
4.0% |
0.942 |
1.0% |
70% |
False |
False |
28,134 |
20 |
96.865 |
93.025 |
3.840 |
4.0% |
0.801 |
0.8% |
70% |
False |
False |
26,585 |
40 |
96.865 |
93.025 |
3.840 |
4.0% |
0.657 |
0.7% |
70% |
False |
False |
13,868 |
60 |
96.865 |
92.000 |
4.865 |
5.1% |
0.652 |
0.7% |
76% |
False |
False |
9,392 |
80 |
98.500 |
92.000 |
6.500 |
6.8% |
0.661 |
0.7% |
57% |
False |
False |
7,089 |
100 |
98.745 |
92.000 |
6.745 |
7.0% |
0.601 |
0.6% |
55% |
False |
False |
5,681 |
120 |
100.030 |
92.000 |
8.030 |
8.4% |
0.575 |
0.6% |
46% |
False |
False |
4,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.103 |
2.618 |
97.976 |
1.618 |
97.286 |
1.000 |
96.860 |
0.618 |
96.596 |
HIGH |
96.170 |
0.618 |
95.906 |
0.500 |
95.825 |
0.382 |
95.744 |
LOW |
95.480 |
0.618 |
95.054 |
1.000 |
94.790 |
1.618 |
94.364 |
2.618 |
93.674 |
4.250 |
92.548 |
|
|
Fisher Pivots for day following 01-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
95.825 |
95.980 |
PP |
95.788 |
95.891 |
S1 |
95.751 |
95.803 |
|