ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 19-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
96.615 |
96.590 |
-0.025 |
0.0% |
96.350 |
High |
96.710 |
97.185 |
0.475 |
0.5% |
96.805 |
Low |
96.455 |
96.530 |
0.075 |
0.1% |
95.840 |
Close |
96.587 |
97.108 |
0.521 |
0.5% |
96.563 |
Range |
0.255 |
0.655 |
0.400 |
156.9% |
0.965 |
ATR |
0.722 |
0.718 |
-0.005 |
-0.7% |
0.000 |
Volume |
11,294 |
24,232 |
12,938 |
114.6% |
79,606 |
|
Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.906 |
98.662 |
97.468 |
|
R3 |
98.251 |
98.007 |
97.288 |
|
R2 |
97.596 |
97.596 |
97.228 |
|
R1 |
97.352 |
97.352 |
97.168 |
97.474 |
PP |
96.941 |
96.941 |
96.941 |
97.002 |
S1 |
96.697 |
96.697 |
97.048 |
96.819 |
S2 |
96.286 |
96.286 |
96.988 |
|
S3 |
95.631 |
96.042 |
96.928 |
|
S4 |
94.976 |
95.387 |
96.748 |
|
|
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 |
97.185 |
95.840 |
1.345 |
1.4% |
0.565 |
0.6% |
94% |
True |
False |
16,910 |
10 |
97.185 |
95.780 |
1.405 |
1.4% |
0.586 |
0.6% |
95% |
True |
False |
19,188 |
20 |
97.185 |
93.025 |
4.160 |
4.3% |
0.786 |
0.8% |
98% |
True |
False |
23,697 |
40 |
97.185 |
93.025 |
4.160 |
4.3% |
0.703 |
0.7% |
98% |
True |
False |
19,070 |
60 |
97.185 |
92.000 |
5.185 |
5.3% |
0.654 |
0.7% |
99% |
True |
False |
12,893 |
80 |
97.185 |
92.000 |
5.185 |
5.3% |
0.646 |
0.7% |
99% |
True |
False |
9,738 |
100 |
98.745 |
92.000 |
6.745 |
6.9% |
0.641 |
0.7% |
76% |
False |
False |
7,811 |
120 |
99.980 |
92.000 |
7.980 |
8.2% |
0.606 |
0.6% |
64% |
False |
False |
6,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.969 |
2.618 |
98.900 |
1.618 |
98.245 |
1.000 |
97.840 |
0.618 |
97.590 |
HIGH |
97.185 |
0.618 |
96.935 |
0.500 |
96.858 |
0.382 |
96.780 |
LOW |
96.530 |
0.618 |
96.125 |
1.000 |
95.875 |
1.618 |
95.470 |
2.618 |
94.815 |
4.250 |
93.746 |
|
|
Fisher Pivots for day following 19-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
97.025 |
96.923 |
PP |
96.941 |
96.738 |
S1 |
96.858 |
96.553 |
|