ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 06-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
95.625 |
96.335 |
0.710 |
0.7% |
96.115 |
High |
96.340 |
96.630 |
0.290 |
0.3% |
96.865 |
Low |
95.375 |
96.045 |
0.670 |
0.7% |
95.480 |
Close |
96.259 |
96.131 |
-0.128 |
-0.1% |
95.714 |
Range |
0.965 |
0.585 |
-0.380 |
-39.4% |
1.385 |
ATR |
0.866 |
0.846 |
-0.020 |
-2.3% |
0.000 |
Volume |
21,408 |
31,233 |
9,825 |
45.9% |
130,670 |
|
Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.024 |
97.662 |
96.453 |
|
R3 |
97.439 |
97.077 |
96.292 |
|
R2 |
96.854 |
96.854 |
96.238 |
|
R1 |
96.492 |
96.492 |
96.185 |
96.381 |
PP |
96.269 |
96.269 |
96.269 |
96.213 |
S1 |
95.907 |
95.907 |
96.077 |
95.796 |
S2 |
95.684 |
95.684 |
96.024 |
|
S3 |
95.099 |
95.322 |
95.970 |
|
S4 |
94.514 |
94.737 |
95.809 |
|
|
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 |
96.630 |
95.375 |
1.255 |
1.3% |
0.769 |
0.8% |
60% |
True |
False |
26,808 |
10 |
96.865 |
93.025 |
3.840 |
4.0% |
0.973 |
1.0% |
81% |
False |
False |
29,408 |
20 |
96.865 |
93.025 |
3.840 |
4.0% |
0.836 |
0.9% |
81% |
False |
False |
28,079 |
40 |
96.865 |
93.025 |
3.840 |
4.0% |
0.666 |
0.7% |
81% |
False |
False |
15,155 |
60 |
96.865 |
92.000 |
4.865 |
5.1% |
0.660 |
0.7% |
85% |
False |
False |
10,262 |
80 |
97.100 |
92.000 |
5.100 |
5.3% |
0.645 |
0.7% |
81% |
False |
False |
7,744 |
100 |
98.745 |
92.000 |
6.745 |
7.0% |
0.609 |
0.6% |
61% |
False |
False |
6,207 |
120 |
100.030 |
92.000 |
8.030 |
8.4% |
0.584 |
0.6% |
51% |
False |
False |
5,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.116 |
2.618 |
98.162 |
1.618 |
97.577 |
1.000 |
97.215 |
0.618 |
96.992 |
HIGH |
96.630 |
0.618 |
96.407 |
0.500 |
96.338 |
0.382 |
96.268 |
LOW |
96.045 |
0.618 |
95.683 |
1.000 |
95.460 |
1.618 |
95.098 |
2.618 |
94.513 |
4.250 |
93.559 |
|
|
Fisher Pivots for day following 06-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
96.338 |
96.088 |
PP |
96.269 |
96.045 |
S1 |
96.200 |
96.003 |
|