ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 18-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
96.150 |
96.615 |
0.465 |
0.5% |
96.350 |
High |
96.750 |
96.710 |
-0.040 |
0.0% |
96.805 |
Low |
95.920 |
96.455 |
0.535 |
0.6% |
95.840 |
Close |
96.563 |
96.587 |
0.024 |
0.0% |
96.563 |
Range |
0.830 |
0.255 |
-0.575 |
-69.3% |
0.965 |
ATR |
0.758 |
0.722 |
-0.036 |
-4.7% |
0.000 |
Volume |
22,806 |
11,294 |
-11,512 |
-50.5% |
79,606 |
|
Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.349 |
97.223 |
96.727 |
|
R3 |
97.094 |
96.968 |
96.657 |
|
R2 |
96.839 |
96.839 |
96.634 |
|
R1 |
96.713 |
96.713 |
96.610 |
96.649 |
PP |
96.584 |
96.584 |
96.584 |
96.552 |
S1 |
96.458 |
96.458 |
96.564 |
96.394 |
S2 |
96.329 |
96.329 |
96.540 |
|
S3 |
96.074 |
96.203 |
96.517 |
|
S4 |
95.819 |
95.948 |
96.447 |
|
|
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 |
96.750 |
95.840 |
0.910 |
0.9% |
0.551 |
0.6% |
82% |
False |
False |
15,858 |
10 |
96.805 |
95.375 |
1.430 |
1.5% |
0.617 |
0.6% |
85% |
False |
False |
18,906 |
20 |
96.865 |
93.025 |
3.840 |
4.0% |
0.779 |
0.8% |
93% |
False |
False |
23,520 |
40 |
96.865 |
93.025 |
3.840 |
4.0% |
0.694 |
0.7% |
93% |
False |
False |
18,470 |
60 |
96.865 |
92.000 |
4.865 |
5.0% |
0.654 |
0.7% |
94% |
False |
False |
12,493 |
80 |
96.865 |
92.000 |
4.865 |
5.0% |
0.641 |
0.7% |
94% |
False |
False |
9,437 |
100 |
98.745 |
92.000 |
6.745 |
7.0% |
0.638 |
0.7% |
68% |
False |
False |
7,569 |
120 |
99.980 |
92.000 |
7.980 |
8.3% |
0.604 |
0.6% |
57% |
False |
False |
6,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.794 |
2.618 |
97.378 |
1.618 |
97.123 |
1.000 |
96.965 |
0.618 |
96.868 |
HIGH |
96.710 |
0.618 |
96.613 |
0.500 |
96.583 |
0.382 |
96.552 |
LOW |
96.455 |
0.618 |
96.297 |
1.000 |
96.200 |
1.618 |
96.042 |
2.618 |
95.787 |
4.250 |
95.371 |
|
|
Fisher Pivots for day following 18-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
96.586 |
96.490 |
PP |
96.584 |
96.392 |
S1 |
96.583 |
96.295 |
|