ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 28-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
97.170 |
96.640 |
-0.530 |
-0.5% |
96.615 |
High |
97.540 |
96.760 |
-0.780 |
-0.8% |
97.585 |
Low |
96.710 |
96.245 |
-0.465 |
-0.5% |
96.455 |
Close |
97.042 |
96.721 |
-0.321 |
-0.3% |
97.516 |
Range |
0.830 |
0.515 |
-0.315 |
-38.0% |
1.130 |
ATR |
0.658 |
0.668 |
0.010 |
1.5% |
0.000 |
Volume |
18,214 |
22,984 |
4,770 |
26.2% |
101,611 |
|
Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.120 |
97.936 |
97.004 |
|
R3 |
97.605 |
97.421 |
96.863 |
|
R2 |
97.090 |
97.090 |
96.815 |
|
R1 |
96.906 |
96.906 |
96.768 |
96.998 |
PP |
96.575 |
96.575 |
96.575 |
96.622 |
S1 |
96.391 |
96.391 |
96.674 |
96.483 |
S2 |
96.060 |
96.060 |
96.627 |
|
S3 |
95.545 |
95.876 |
96.579 |
|
S4 |
95.030 |
95.361 |
96.438 |
|
|
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 |
96.245 |
1.375 |
1.4% |
0.578 |
0.6% |
35% |
False |
True |
16,428 |
10 |
97.620 |
95.920 |
1.700 |
1.8% |
0.550 |
0.6% |
47% |
False |
False |
18,752 |
20 |
97.620 |
95.375 |
2.245 |
2.3% |
0.612 |
0.6% |
60% |
False |
False |
20,182 |
40 |
97.620 |
93.025 |
4.595 |
4.8% |
0.720 |
0.7% |
80% |
False |
False |
22,095 |
60 |
97.620 |
92.960 |
4.660 |
4.8% |
0.634 |
0.7% |
81% |
False |
False |
14,975 |
80 |
97.620 |
92.000 |
5.620 |
5.8% |
0.639 |
0.7% |
84% |
False |
False |
11,334 |
100 |
98.500 |
92.000 |
6.500 |
6.7% |
0.642 |
0.7% |
73% |
False |
False |
9,098 |
120 |
98.745 |
92.000 |
6.745 |
7.0% |
0.595 |
0.6% |
70% |
False |
False |
7,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.949 |
2.618 |
98.108 |
1.618 |
97.593 |
1.000 |
97.275 |
0.618 |
97.078 |
HIGH |
96.760 |
0.618 |
96.563 |
0.500 |
96.503 |
0.382 |
96.442 |
LOW |
96.245 |
0.618 |
95.927 |
1.000 |
95.730 |
1.618 |
95.412 |
2.618 |
94.897 |
4.250 |
94.056 |
|
|
Fisher Pivots for day following 28-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
96.648 |
96.893 |
PP |
96.575 |
96.835 |
S1 |
96.503 |
96.778 |
|