ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 14-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
96.565 |
96.315 |
-0.250 |
-0.3% |
95.625 |
High |
96.600 |
96.420 |
-0.180 |
-0.2% |
96.725 |
Low |
96.095 |
95.840 |
-0.255 |
-0.3% |
95.375 |
Close |
96.208 |
96.100 |
-0.108 |
-0.1% |
96.327 |
Range |
0.505 |
0.580 |
0.075 |
14.9% |
1.350 |
ATR |
0.766 |
0.753 |
-0.013 |
-1.7% |
0.000 |
Volume |
12,261 |
13,959 |
1,698 |
13.8% |
98,163 |
|
Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.860 |
97.560 |
96.419 |
|
R3 |
97.280 |
96.980 |
96.260 |
|
R2 |
96.700 |
96.700 |
96.206 |
|
R1 |
96.400 |
96.400 |
96.153 |
96.260 |
PP |
96.120 |
96.120 |
96.120 |
96.050 |
S1 |
95.820 |
95.820 |
96.047 |
95.680 |
S2 |
95.540 |
95.540 |
95.994 |
|
S3 |
94.960 |
95.240 |
95.941 |
|
S4 |
94.380 |
94.660 |
95.781 |
|
|
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% |
0.627 |
0.7% |
31% |
False |
False |
17,252 |
10 |
96.805 |
95.375 |
1.430 |
1.5% |
0.674 |
0.7% |
51% |
False |
False |
21,613 |
20 |
96.865 |
93.025 |
3.840 |
4.0% |
0.818 |
0.9% |
80% |
False |
False |
24,994 |
40 |
96.865 |
93.025 |
3.840 |
4.0% |
0.693 |
0.7% |
80% |
False |
False |
17,657 |
60 |
96.865 |
92.000 |
4.865 |
5.1% |
0.660 |
0.7% |
84% |
False |
False |
11,936 |
80 |
96.865 |
92.000 |
4.865 |
5.1% |
0.639 |
0.7% |
84% |
False |
False |
9,014 |
100 |
98.745 |
92.000 |
6.745 |
7.0% |
0.635 |
0.7% |
61% |
False |
False |
7,229 |
120 |
99.980 |
92.000 |
7.980 |
8.3% |
0.600 |
0.6% |
51% |
False |
False |
6,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.885 |
2.618 |
97.938 |
1.618 |
97.358 |
1.000 |
97.000 |
0.618 |
96.778 |
HIGH |
96.420 |
0.618 |
96.198 |
0.500 |
96.130 |
0.382 |
96.062 |
LOW |
95.840 |
0.618 |
95.482 |
1.000 |
95.260 |
1.618 |
94.902 |
2.618 |
94.322 |
4.250 |
93.375 |
|
|
Fisher Pivots for day following 14-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
96.130 |
96.250 |
PP |
96.120 |
96.200 |
S1 |
96.110 |
96.150 |
|