ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 15-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
96.315 |
96.150 |
-0.165 |
-0.2% |
96.350 |
High |
96.420 |
96.750 |
0.330 |
0.3% |
96.805 |
Low |
95.840 |
95.920 |
0.080 |
0.1% |
95.840 |
Close |
96.100 |
96.563 |
0.463 |
0.5% |
96.563 |
Range |
0.580 |
0.830 |
0.250 |
43.1% |
0.965 |
ATR |
0.753 |
0.758 |
0.006 |
0.7% |
0.000 |
Volume |
13,959 |
22,806 |
8,847 |
63.4% |
79,606 |
|
Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.901 |
98.562 |
97.020 |
|
R3 |
98.071 |
97.732 |
96.791 |
|
R2 |
97.241 |
97.241 |
96.715 |
|
R1 |
96.902 |
96.902 |
96.639 |
97.072 |
PP |
96.411 |
96.411 |
96.411 |
96.496 |
S1 |
96.072 |
96.072 |
96.487 |
96.242 |
S2 |
95.581 |
95.581 |
96.411 |
|
S3 |
94.751 |
95.242 |
96.335 |
|
S4 |
93.921 |
94.412 |
96.107 |
|
|
Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.298 |
98.895 |
97.094 |
|
R3 |
98.333 |
97.930 |
96.828 |
|
R2 |
97.368 |
97.368 |
96.740 |
|
R1 |
96.965 |
96.965 |
96.651 |
97.167 |
PP |
96.403 |
96.403 |
96.403 |
96.503 |
S1 |
96.000 |
96.000 |
96.475 |
96.202 |
S2 |
95.438 |
95.438 |
96.386 |
|
S3 |
94.473 |
95.035 |
96.298 |
|
S4 |
93.508 |
94.070 |
96.032 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.805 |
95.840 |
0.965 |
1.0% |
0.604 |
0.6% |
75% |
False |
False |
15,921 |
10 |
96.805 |
95.375 |
1.430 |
1.5% |
0.661 |
0.7% |
83% |
False |
False |
19,890 |
20 |
96.865 |
93.025 |
3.840 |
4.0% |
0.795 |
0.8% |
92% |
False |
False |
24,108 |
40 |
96.865 |
93.025 |
3.840 |
4.0% |
0.697 |
0.7% |
92% |
False |
False |
18,205 |
60 |
96.865 |
92.000 |
4.865 |
5.0% |
0.663 |
0.7% |
94% |
False |
False |
12,314 |
80 |
96.865 |
92.000 |
4.865 |
5.0% |
0.644 |
0.7% |
94% |
False |
False |
9,297 |
100 |
98.745 |
92.000 |
6.745 |
7.0% |
0.641 |
0.7% |
68% |
False |
False |
7,457 |
120 |
99.980 |
92.000 |
7.980 |
8.3% |
0.605 |
0.6% |
57% |
False |
False |
6,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.278 |
2.618 |
98.923 |
1.618 |
98.093 |
1.000 |
97.580 |
0.618 |
97.263 |
HIGH |
96.750 |
0.618 |
96.433 |
0.500 |
96.335 |
0.382 |
96.237 |
LOW |
95.920 |
0.618 |
95.407 |
1.000 |
95.090 |
1.618 |
94.577 |
2.618 |
93.747 |
4.250 |
92.393 |
|
|
Fisher Pivots for day following 15-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
96.487 |
96.474 |
PP |
96.411 |
96.384 |
S1 |
96.335 |
96.295 |
|