ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 13-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
96.550 |
96.565 |
0.015 |
0.0% |
95.625 |
High |
96.660 |
96.600 |
-0.060 |
-0.1% |
96.725 |
Low |
96.075 |
96.095 |
0.020 |
0.0% |
95.375 |
Close |
96.487 |
96.208 |
-0.279 |
-0.3% |
96.327 |
Range |
0.585 |
0.505 |
-0.080 |
-13.7% |
1.350 |
ATR |
0.786 |
0.766 |
-0.020 |
-2.6% |
0.000 |
Volume |
18,974 |
12,261 |
-6,713 |
-35.4% |
98,163 |
|
Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.816 |
97.517 |
96.486 |
|
R3 |
97.311 |
97.012 |
96.347 |
|
R2 |
96.806 |
96.806 |
96.301 |
|
R1 |
96.507 |
96.507 |
96.254 |
96.404 |
PP |
96.301 |
96.301 |
96.301 |
96.250 |
S1 |
96.002 |
96.002 |
96.162 |
95.899 |
S2 |
95.796 |
95.796 |
96.115 |
|
S3 |
95.291 |
95.497 |
96.069 |
|
S4 |
94.786 |
94.992 |
95.930 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.192 |
99.610 |
97.070 |
|
R3 |
98.842 |
98.260 |
96.698 |
|
R2 |
97.492 |
97.492 |
96.575 |
|
R1 |
96.910 |
96.910 |
96.451 |
97.201 |
PP |
96.142 |
96.142 |
96.142 |
96.288 |
S1 |
95.560 |
95.560 |
96.203 |
95.851 |
S2 |
94.792 |
94.792 |
96.080 |
|
S3 |
93.442 |
94.210 |
95.956 |
|
S4 |
92.092 |
92.860 |
95.585 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.805 |
95.780 |
1.025 |
1.1% |
0.591 |
0.6% |
42% |
False |
False |
17,672 |
10 |
96.805 |
95.375 |
1.430 |
1.5% |
0.680 |
0.7% |
58% |
False |
False |
22,240 |
20 |
96.865 |
93.025 |
3.840 |
4.0% |
0.825 |
0.9% |
83% |
False |
False |
25,477 |
40 |
96.865 |
93.025 |
3.840 |
4.0% |
0.687 |
0.7% |
83% |
False |
False |
17,317 |
60 |
96.865 |
92.000 |
4.865 |
5.1% |
0.660 |
0.7% |
86% |
False |
False |
11,710 |
80 |
96.865 |
92.000 |
4.865 |
5.1% |
0.636 |
0.7% |
86% |
False |
False |
8,841 |
100 |
98.745 |
92.000 |
6.745 |
7.0% |
0.631 |
0.7% |
62% |
False |
False |
7,090 |
120 |
99.980 |
92.000 |
7.980 |
8.3% |
0.597 |
0.6% |
53% |
False |
False |
5,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.746 |
2.618 |
97.922 |
1.618 |
97.417 |
1.000 |
97.105 |
0.618 |
96.912 |
HIGH |
96.600 |
0.618 |
96.407 |
0.500 |
96.348 |
0.382 |
96.288 |
LOW |
96.095 |
0.618 |
95.783 |
1.000 |
95.590 |
1.618 |
95.278 |
2.618 |
94.773 |
4.250 |
93.949 |
|
|
Fisher Pivots for day following 13-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
96.348 |
96.440 |
PP |
96.301 |
96.363 |
S1 |
96.255 |
96.285 |
|