ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 25-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
96.895 |
97.455 |
0.560 |
0.6% |
96.615 |
High |
97.585 |
97.620 |
0.035 |
0.0% |
97.585 |
Low |
96.860 |
97.250 |
0.390 |
0.4% |
96.455 |
Close |
97.516 |
97.326 |
-0.190 |
-0.2% |
97.516 |
Range |
0.725 |
0.370 |
-0.355 |
-49.0% |
1.130 |
ATR |
0.682 |
0.660 |
-0.022 |
-3.3% |
0.000 |
Volume |
19,034 |
11,319 |
-7,715 |
-40.5% |
101,611 |
|
Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.509 |
98.287 |
97.530 |
|
R3 |
98.139 |
97.917 |
97.428 |
|
R2 |
97.769 |
97.769 |
97.394 |
|
R1 |
97.547 |
97.547 |
97.360 |
97.473 |
PP |
97.399 |
97.399 |
97.399 |
97.362 |
S1 |
97.177 |
97.177 |
97.292 |
97.103 |
S2 |
97.029 |
97.029 |
97.258 |
|
S3 |
96.659 |
96.807 |
97.224 |
|
S4 |
96.289 |
96.437 |
97.123 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.575 |
100.176 |
98.138 |
|
R3 |
99.445 |
99.046 |
97.827 |
|
R2 |
98.315 |
98.315 |
97.723 |
|
R1 |
97.916 |
97.916 |
97.620 |
98.116 |
PP |
97.185 |
97.185 |
97.185 |
97.285 |
S1 |
96.786 |
96.786 |
97.412 |
96.986 |
S2 |
96.055 |
96.055 |
97.309 |
|
S3 |
94.925 |
95.656 |
97.205 |
|
S4 |
93.795 |
94.526 |
96.895 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.620 |
96.530 |
1.090 |
1.1% |
0.524 |
0.5% |
73% |
True |
False |
20,327 |
10 |
97.620 |
95.840 |
1.780 |
1.8% |
0.538 |
0.6% |
83% |
True |
False |
18,093 |
20 |
97.620 |
95.375 |
2.245 |
2.3% |
0.633 |
0.7% |
87% |
True |
False |
21,068 |
40 |
97.620 |
93.025 |
4.595 |
4.7% |
0.716 |
0.7% |
94% |
True |
False |
20,918 |
60 |
97.620 |
92.000 |
5.620 |
5.8% |
0.643 |
0.7% |
95% |
True |
False |
14,151 |
80 |
97.620 |
92.000 |
5.620 |
5.8% |
0.635 |
0.7% |
95% |
True |
False |
10,692 |
100 |
98.500 |
92.000 |
6.500 |
6.7% |
0.643 |
0.7% |
82% |
False |
False |
8,584 |
120 |
98.745 |
92.000 |
6.745 |
6.9% |
0.599 |
0.6% |
79% |
False |
False |
7,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.193 |
2.618 |
98.589 |
1.618 |
98.219 |
1.000 |
97.990 |
0.618 |
97.849 |
HIGH |
97.620 |
0.618 |
97.479 |
0.500 |
97.435 |
0.382 |
97.391 |
LOW |
97.250 |
0.618 |
97.021 |
1.000 |
96.880 |
1.618 |
96.651 |
2.618 |
96.281 |
4.250 |
95.678 |
|
|
Fisher Pivots for day following 25-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
97.435 |
97.282 |
PP |
97.399 |
97.237 |
S1 |
97.362 |
97.193 |
|