ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 03-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
95.700 |
95.075 |
-0.625 |
-0.7% |
97.455 |
High |
95.810 |
95.545 |
-0.265 |
-0.3% |
97.620 |
Low |
94.940 |
95.075 |
0.135 |
0.1% |
95.335 |
Close |
94.988 |
95.525 |
0.537 |
0.6% |
95.491 |
Range |
0.870 |
0.470 |
-0.400 |
-46.0% |
2.285 |
ATR |
0.703 |
0.693 |
-0.010 |
-1.5% |
0.000 |
Volume |
21,501 |
12,676 |
-8,825 |
-41.0% |
98,887 |
|
Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.792 |
96.628 |
95.784 |
|
R3 |
96.322 |
96.158 |
95.654 |
|
R2 |
95.852 |
95.852 |
95.611 |
|
R1 |
95.688 |
95.688 |
95.568 |
95.770 |
PP |
95.382 |
95.382 |
95.382 |
95.423 |
S1 |
95.218 |
95.218 |
95.482 |
95.300 |
S2 |
94.912 |
94.912 |
95.439 |
|
S3 |
94.442 |
94.748 |
95.396 |
|
S4 |
93.972 |
94.278 |
95.267 |
|
|
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 |
96.760 |
94.940 |
1.820 |
1.9% |
0.707 |
0.7% |
32% |
False |
False |
20,862 |
10 |
97.620 |
94.940 |
2.680 |
2.8% |
0.642 |
0.7% |
22% |
False |
False |
18,827 |
20 |
97.620 |
94.940 |
2.680 |
2.8% |
0.603 |
0.6% |
22% |
False |
False |
18,558 |
40 |
97.620 |
93.025 |
4.595 |
4.8% |
0.719 |
0.8% |
54% |
False |
False |
23,318 |
60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.645 |
0.7% |
54% |
False |
False |
16,289 |
80 |
97.620 |
92.000 |
5.620 |
5.9% |
0.646 |
0.7% |
63% |
False |
False |
12,336 |
100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.637 |
0.7% |
63% |
False |
False |
9,907 |
120 |
98.745 |
92.000 |
6.745 |
7.1% |
0.608 |
0.6% |
52% |
False |
False |
8,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.543 |
2.618 |
96.775 |
1.618 |
96.305 |
1.000 |
96.015 |
0.618 |
95.835 |
HIGH |
95.545 |
0.618 |
95.365 |
0.500 |
95.310 |
0.382 |
95.255 |
LOW |
95.075 |
0.618 |
94.785 |
1.000 |
94.605 |
1.618 |
94.315 |
2.618 |
93.845 |
4.250 |
93.078 |
|
|
Fisher Pivots for day following 03-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
95.453 |
95.475 |
PP |
95.382 |
95.425 |
S1 |
95.310 |
95.375 |
|