ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 27-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
97.310 |
97.170 |
-0.140 |
-0.1% |
96.615 |
High |
97.345 |
97.540 |
0.195 |
0.2% |
97.585 |
Low |
96.895 |
96.710 |
-0.185 |
-0.2% |
96.455 |
Close |
97.168 |
97.042 |
-0.126 |
-0.1% |
97.516 |
Range |
0.450 |
0.830 |
0.380 |
84.4% |
1.130 |
ATR |
0.645 |
0.658 |
0.013 |
2.0% |
0.000 |
Volume |
10,590 |
18,214 |
7,624 |
72.0% |
101,611 |
|
Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.587 |
99.145 |
97.499 |
|
R3 |
98.757 |
98.315 |
97.270 |
|
R2 |
97.927 |
97.927 |
97.194 |
|
R1 |
97.485 |
97.485 |
97.118 |
97.291 |
PP |
97.097 |
97.097 |
97.097 |
97.001 |
S1 |
96.655 |
96.655 |
96.966 |
96.461 |
S2 |
96.267 |
96.267 |
96.890 |
|
S3 |
95.437 |
95.825 |
96.814 |
|
S4 |
94.607 |
94.995 |
96.586 |
|
|
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 |
96.710 |
0.910 |
0.9% |
0.577 |
0.6% |
36% |
False |
True |
16,792 |
10 |
97.620 |
95.840 |
1.780 |
1.8% |
0.557 |
0.6% |
68% |
False |
False |
17,849 |
20 |
97.620 |
95.375 |
2.245 |
2.3% |
0.618 |
0.6% |
74% |
False |
False |
20,045 |
40 |
97.620 |
93.025 |
4.595 |
4.7% |
0.721 |
0.7% |
87% |
False |
False |
21,570 |
60 |
97.620 |
92.000 |
5.620 |
5.8% |
0.643 |
0.7% |
90% |
False |
False |
14,610 |
80 |
97.620 |
92.000 |
5.620 |
5.8% |
0.638 |
0.7% |
90% |
False |
False |
11,049 |
100 |
98.500 |
92.000 |
6.500 |
6.7% |
0.643 |
0.7% |
78% |
False |
False |
8,871 |
120 |
98.745 |
92.000 |
6.745 |
7.0% |
0.597 |
0.6% |
75% |
False |
False |
7,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.068 |
2.618 |
99.713 |
1.618 |
98.883 |
1.000 |
98.370 |
0.618 |
98.053 |
HIGH |
97.540 |
0.618 |
97.223 |
0.500 |
97.125 |
0.382 |
97.027 |
LOW |
96.710 |
0.618 |
96.197 |
1.000 |
95.880 |
1.618 |
95.367 |
2.618 |
94.537 |
4.250 |
93.183 |
|
|
Fisher Pivots for day following 27-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
97.125 |
97.165 |
PP |
97.097 |
97.124 |
S1 |
97.070 |
97.083 |
|