ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 05-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
95.490 |
95.705 |
0.215 |
0.2% |
95.490 |
High |
95.875 |
96.500 |
0.625 |
0.7% |
96.500 |
Low |
95.385 |
95.485 |
0.100 |
0.1% |
94.940 |
Close |
95.717 |
96.136 |
0.419 |
0.4% |
96.136 |
Range |
0.490 |
1.015 |
0.525 |
107.1% |
1.560 |
ATR |
0.678 |
0.702 |
0.024 |
3.5% |
0.000 |
Volume |
13,791 |
24,122 |
10,331 |
74.9% |
83,459 |
|
Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.085 |
98.626 |
96.694 |
|
R3 |
98.070 |
97.611 |
96.415 |
|
R2 |
97.055 |
97.055 |
96.322 |
|
R1 |
96.596 |
96.596 |
96.229 |
96.826 |
PP |
96.040 |
96.040 |
96.040 |
96.155 |
S1 |
95.581 |
95.581 |
96.043 |
95.811 |
S2 |
95.025 |
95.025 |
95.950 |
|
S3 |
94.010 |
94.566 |
95.857 |
|
S4 |
92.995 |
93.551 |
95.578 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.539 |
99.897 |
96.994 |
|
R3 |
98.979 |
98.337 |
96.565 |
|
R2 |
97.419 |
97.419 |
96.422 |
|
R1 |
96.777 |
96.777 |
96.279 |
97.098 |
PP |
95.859 |
95.859 |
95.859 |
96.019 |
S1 |
95.217 |
95.217 |
95.993 |
95.538 |
S2 |
94.299 |
94.299 |
95.850 |
|
S3 |
92.739 |
93.657 |
95.707 |
|
S4 |
91.179 |
92.097 |
95.278 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.500 |
94.940 |
1.560 |
1.6% |
0.631 |
0.7% |
77% |
True |
False |
16,691 |
10 |
97.620 |
94.940 |
2.680 |
2.8% |
0.669 |
0.7% |
45% |
False |
False |
18,234 |
20 |
97.620 |
94.940 |
2.680 |
2.8% |
0.611 |
0.6% |
45% |
False |
False |
18,178 |
40 |
97.620 |
93.025 |
4.595 |
4.8% |
0.728 |
0.8% |
68% |
False |
False |
22,921 |
60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.656 |
0.7% |
68% |
False |
False |
16,910 |
80 |
97.620 |
92.000 |
5.620 |
5.8% |
0.645 |
0.7% |
74% |
False |
False |
12,801 |
100 |
97.620 |
92.000 |
5.620 |
5.8% |
0.645 |
0.7% |
74% |
False |
False |
10,286 |
120 |
98.745 |
92.000 |
6.745 |
7.0% |
0.616 |
0.6% |
61% |
False |
False |
8,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.814 |
2.618 |
99.157 |
1.618 |
98.142 |
1.000 |
97.515 |
0.618 |
97.127 |
HIGH |
96.500 |
0.618 |
96.112 |
0.500 |
95.993 |
0.382 |
95.873 |
LOW |
95.485 |
0.618 |
94.858 |
1.000 |
94.470 |
1.618 |
93.843 |
2.618 |
92.828 |
4.250 |
91.171 |
|
|
Fisher Pivots for day following 05-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
96.088 |
96.020 |
PP |
96.040 |
95.904 |
S1 |
95.993 |
95.788 |
|