ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 26-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
97.455 |
97.310 |
-0.145 |
-0.1% |
96.615 |
High |
97.620 |
97.345 |
-0.275 |
-0.3% |
97.585 |
Low |
97.250 |
96.895 |
-0.355 |
-0.4% |
96.455 |
Close |
97.326 |
97.168 |
-0.158 |
-0.2% |
97.516 |
Range |
0.370 |
0.450 |
0.080 |
21.6% |
1.130 |
ATR |
0.660 |
0.645 |
-0.015 |
-2.3% |
0.000 |
Volume |
11,319 |
10,590 |
-729 |
-6.4% |
101,611 |
|
Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.486 |
98.277 |
97.416 |
|
R3 |
98.036 |
97.827 |
97.292 |
|
R2 |
97.586 |
97.586 |
97.251 |
|
R1 |
97.377 |
97.377 |
97.209 |
97.257 |
PP |
97.136 |
97.136 |
97.136 |
97.076 |
S1 |
96.927 |
96.927 |
97.127 |
96.807 |
S2 |
96.686 |
96.686 |
97.086 |
|
S3 |
96.236 |
96.477 |
97.044 |
|
S4 |
95.786 |
96.027 |
96.921 |
|
|
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 |
96.765 |
0.855 |
0.9% |
0.483 |
0.5% |
47% |
False |
False |
17,598 |
10 |
97.620 |
95.840 |
1.780 |
1.8% |
0.524 |
0.5% |
75% |
False |
False |
17,254 |
20 |
97.620 |
95.375 |
2.245 |
2.3% |
0.609 |
0.6% |
80% |
False |
False |
20,169 |
40 |
97.620 |
93.025 |
4.595 |
4.7% |
0.711 |
0.7% |
90% |
False |
False |
21,149 |
60 |
97.620 |
92.000 |
5.620 |
5.8% |
0.639 |
0.7% |
92% |
False |
False |
14,315 |
80 |
97.620 |
92.000 |
5.620 |
5.8% |
0.633 |
0.7% |
92% |
False |
False |
10,822 |
100 |
98.500 |
92.000 |
6.500 |
6.7% |
0.640 |
0.7% |
80% |
False |
False |
8,690 |
120 |
98.745 |
92.000 |
6.745 |
6.9% |
0.594 |
0.6% |
77% |
False |
False |
7,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.258 |
2.618 |
98.523 |
1.618 |
98.073 |
1.000 |
97.795 |
0.618 |
97.623 |
HIGH |
97.345 |
0.618 |
97.173 |
0.500 |
97.120 |
0.382 |
97.067 |
LOW |
96.895 |
0.618 |
96.617 |
1.000 |
96.445 |
1.618 |
96.167 |
2.618 |
95.717 |
4.250 |
94.983 |
|
|
Fisher Pivots for day following 26-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
97.152 |
97.240 |
PP |
97.136 |
97.216 |
S1 |
97.120 |
97.192 |
|