ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 02-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
95.490 |
95.700 |
0.210 |
0.2% |
97.455 |
High |
95.770 |
95.810 |
0.040 |
0.0% |
97.620 |
Low |
95.460 |
94.940 |
-0.520 |
-0.5% |
95.335 |
Close |
95.677 |
94.988 |
-0.689 |
-0.7% |
95.491 |
Range |
0.310 |
0.870 |
0.560 |
180.6% |
2.285 |
ATR |
0.690 |
0.703 |
0.013 |
1.9% |
0.000 |
Volume |
11,369 |
21,501 |
10,132 |
89.1% |
98,887 |
|
Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.856 |
97.292 |
95.467 |
|
R3 |
96.986 |
96.422 |
95.227 |
|
R2 |
96.116 |
96.116 |
95.148 |
|
R1 |
95.552 |
95.552 |
95.068 |
95.399 |
PP |
95.246 |
95.246 |
95.246 |
95.170 |
S1 |
94.682 |
94.682 |
94.908 |
94.529 |
S2 |
94.376 |
94.376 |
94.829 |
|
S3 |
93.506 |
93.812 |
94.749 |
|
S4 |
92.636 |
92.942 |
94.510 |
|
|
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 |
97.540 |
94.940 |
2.600 |
2.7% |
0.779 |
0.8% |
2% |
False |
True |
21,969 |
10 |
97.620 |
94.940 |
2.680 |
2.8% |
0.631 |
0.7% |
2% |
False |
True |
19,784 |
20 |
97.620 |
94.940 |
2.680 |
2.8% |
0.609 |
0.6% |
2% |
False |
True |
19,486 |
40 |
97.620 |
93.025 |
4.595 |
4.8% |
0.716 |
0.8% |
43% |
False |
False |
23,268 |
60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.644 |
0.7% |
43% |
False |
False |
16,088 |
80 |
97.620 |
92.000 |
5.620 |
5.9% |
0.647 |
0.7% |
53% |
False |
False |
12,181 |
100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.636 |
0.7% |
53% |
False |
False |
9,781 |
120 |
98.745 |
92.000 |
6.745 |
7.1% |
0.608 |
0.6% |
44% |
False |
False |
8,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.508 |
2.618 |
98.088 |
1.618 |
97.218 |
1.000 |
96.680 |
0.618 |
96.348 |
HIGH |
95.810 |
0.618 |
95.478 |
0.500 |
95.375 |
0.382 |
95.272 |
LOW |
94.940 |
0.618 |
94.402 |
1.000 |
94.070 |
1.618 |
93.532 |
2.618 |
92.662 |
4.250 |
91.243 |
|
|
Fisher Pivots for day following 02-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
95.375 |
95.823 |
PP |
95.246 |
95.544 |
S1 |
95.117 |
95.266 |
|