ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 05-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
95.955 |
95.625 |
-0.330 |
-0.3% |
96.115 |
High |
96.170 |
96.340 |
0.170 |
0.2% |
96.865 |
Low |
95.480 |
95.375 |
-0.105 |
-0.1% |
95.480 |
Close |
95.714 |
96.259 |
0.545 |
0.6% |
95.714 |
Range |
0.690 |
0.965 |
0.275 |
39.9% |
1.385 |
ATR |
0.858 |
0.866 |
0.008 |
0.9% |
0.000 |
Volume |
21,140 |
21,408 |
268 |
1.3% |
130,670 |
|
Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.886 |
98.538 |
96.790 |
|
R3 |
97.921 |
97.573 |
96.524 |
|
R2 |
96.956 |
96.956 |
96.436 |
|
R1 |
96.608 |
96.608 |
96.347 |
96.782 |
PP |
95.991 |
95.991 |
95.991 |
96.079 |
S1 |
95.643 |
95.643 |
96.171 |
95.817 |
S2 |
95.026 |
95.026 |
96.082 |
|
S3 |
94.061 |
94.678 |
95.994 |
|
S4 |
93.096 |
93.713 |
95.728 |
|
|
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 |
96.570 |
95.375 |
1.195 |
1.2% |
0.782 |
0.8% |
74% |
False |
True |
24,700 |
10 |
96.865 |
93.025 |
3.840 |
4.0% |
0.987 |
1.0% |
84% |
False |
False |
28,206 |
20 |
96.865 |
93.025 |
3.840 |
4.0% |
0.823 |
0.9% |
84% |
False |
False |
27,050 |
40 |
96.865 |
93.025 |
3.840 |
4.0% |
0.661 |
0.7% |
84% |
False |
False |
14,389 |
60 |
96.865 |
92.000 |
4.865 |
5.1% |
0.659 |
0.7% |
88% |
False |
False |
9,746 |
80 |
97.100 |
92.000 |
5.100 |
5.3% |
0.643 |
0.7% |
84% |
False |
False |
7,355 |
100 |
98.745 |
92.000 |
6.745 |
7.0% |
0.608 |
0.6% |
63% |
False |
False |
5,895 |
120 |
100.030 |
92.000 |
8.030 |
8.3% |
0.582 |
0.6% |
53% |
False |
False |
4,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.441 |
2.618 |
98.866 |
1.618 |
97.901 |
1.000 |
97.305 |
0.618 |
96.936 |
HIGH |
96.340 |
0.618 |
95.971 |
0.500 |
95.858 |
0.382 |
95.744 |
LOW |
95.375 |
0.618 |
94.779 |
1.000 |
94.410 |
1.618 |
93.814 |
2.618 |
92.849 |
4.250 |
91.274 |
|
|
Fisher Pivots for day following 05-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
96.125 |
96.149 |
PP |
95.991 |
96.038 |
S1 |
95.858 |
95.928 |
|