ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 29-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
96.640 |
96.595 |
-0.045 |
0.0% |
97.455 |
High |
96.760 |
96.705 |
-0.055 |
-0.1% |
97.620 |
Low |
96.245 |
95.335 |
-0.910 |
-0.9% |
95.335 |
Close |
96.721 |
95.491 |
-1.230 |
-1.3% |
95.491 |
Range |
0.515 |
1.370 |
0.855 |
166.0% |
2.285 |
ATR |
0.668 |
0.719 |
0.051 |
7.7% |
0.000 |
Volume |
22,984 |
35,780 |
12,796 |
55.7% |
98,887 |
|
Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.954 |
99.092 |
96.245 |
|
R3 |
98.584 |
97.722 |
95.868 |
|
R2 |
97.214 |
97.214 |
95.742 |
|
R1 |
96.352 |
96.352 |
95.617 |
96.098 |
PP |
95.844 |
95.844 |
95.844 |
95.717 |
S1 |
94.982 |
94.982 |
95.365 |
94.728 |
S2 |
94.474 |
94.474 |
95.240 |
|
S3 |
93.104 |
93.612 |
95.114 |
|
S4 |
91.734 |
92.242 |
94.738 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.004 |
101.532 |
96.748 |
|
R3 |
100.719 |
99.247 |
96.119 |
|
R2 |
98.434 |
98.434 |
95.910 |
|
R1 |
96.962 |
96.962 |
95.700 |
96.556 |
PP |
96.149 |
96.149 |
96.149 |
95.945 |
S1 |
94.677 |
94.677 |
95.282 |
94.271 |
S2 |
93.864 |
93.864 |
95.072 |
|
S3 |
91.579 |
92.392 |
94.863 |
|
S4 |
89.294 |
90.107 |
94.234 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.620 |
95.335 |
2.285 |
2.4% |
0.707 |
0.7% |
7% |
False |
True |
19,777 |
10 |
97.620 |
95.335 |
2.285 |
2.4% |
0.604 |
0.6% |
7% |
False |
True |
20,049 |
20 |
97.620 |
95.335 |
2.285 |
2.4% |
0.632 |
0.7% |
7% |
False |
True |
19,970 |
40 |
97.620 |
93.025 |
4.595 |
4.8% |
0.745 |
0.8% |
54% |
False |
False |
22,934 |
60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.648 |
0.7% |
54% |
False |
False |
15,561 |
80 |
97.620 |
92.000 |
5.620 |
5.9% |
0.646 |
0.7% |
62% |
False |
False |
11,777 |
100 |
98.500 |
92.000 |
6.500 |
6.8% |
0.654 |
0.7% |
54% |
False |
False |
9,455 |
120 |
98.745 |
92.000 |
6.745 |
7.1% |
0.601 |
0.6% |
52% |
False |
False |
7,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.528 |
2.618 |
100.292 |
1.618 |
98.922 |
1.000 |
98.075 |
0.618 |
97.552 |
HIGH |
96.705 |
0.618 |
96.182 |
0.500 |
96.020 |
0.382 |
95.858 |
LOW |
95.335 |
0.618 |
94.488 |
1.000 |
93.965 |
1.618 |
93.118 |
2.618 |
91.748 |
4.250 |
89.513 |
|
|
Fisher Pivots for day following 29-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
96.020 |
96.438 |
PP |
95.844 |
96.122 |
S1 |
95.667 |
95.807 |
|