ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 01-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
95.840 |
95.905 |
0.065 |
0.1% |
96.165 |
High |
96.490 |
96.065 |
-0.425 |
-0.4% |
96.940 |
Low |
95.530 |
95.570 |
0.040 |
0.0% |
95.530 |
Close |
96.228 |
95.754 |
-0.474 |
-0.5% |
95.754 |
Range |
0.960 |
0.495 |
-0.465 |
-48.4% |
1.410 |
ATR |
0.823 |
0.811 |
-0.012 |
-1.4% |
0.000 |
Volume |
531 |
463 |
-68 |
-12.8% |
3,262 |
|
Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.281 |
97.013 |
96.026 |
|
R3 |
96.786 |
96.518 |
95.890 |
|
R2 |
96.291 |
96.291 |
95.845 |
|
R1 |
96.023 |
96.023 |
95.799 |
95.910 |
PP |
95.796 |
95.796 |
95.796 |
95.740 |
S1 |
95.528 |
95.528 |
95.709 |
95.415 |
S2 |
95.301 |
95.301 |
95.663 |
|
S3 |
94.806 |
95.033 |
95.618 |
|
S4 |
94.311 |
94.538 |
95.482 |
|
|
Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.305 |
99.439 |
96.530 |
|
R3 |
98.895 |
98.029 |
96.142 |
|
R2 |
97.485 |
97.485 |
96.013 |
|
R1 |
96.619 |
96.619 |
95.883 |
96.347 |
PP |
96.075 |
96.075 |
96.075 |
95.939 |
S1 |
95.209 |
95.209 |
95.625 |
94.937 |
S2 |
94.665 |
94.665 |
95.496 |
|
S3 |
93.255 |
93.799 |
95.366 |
|
S4 |
91.845 |
92.389 |
94.979 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.940 |
95.530 |
1.410 |
1.5% |
0.716 |
0.7% |
16% |
False |
False |
652 |
10 |
96.940 |
93.100 |
3.840 |
4.0% |
0.877 |
0.9% |
69% |
False |
False |
662 |
20 |
96.940 |
93.100 |
3.840 |
4.0% |
0.728 |
0.8% |
69% |
False |
False |
444 |
40 |
96.940 |
93.100 |
3.840 |
4.0% |
0.574 |
0.6% |
69% |
False |
False |
276 |
60 |
96.940 |
92.095 |
4.845 |
5.1% |
0.543 |
0.6% |
76% |
False |
False |
197 |
80 |
96.940 |
92.095 |
4.845 |
5.1% |
0.525 |
0.5% |
76% |
False |
False |
152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.169 |
2.618 |
97.361 |
1.618 |
96.866 |
1.000 |
96.560 |
0.618 |
96.371 |
HIGH |
96.065 |
0.618 |
95.876 |
0.500 |
95.818 |
0.382 |
95.759 |
LOW |
95.570 |
0.618 |
95.264 |
1.000 |
95.075 |
1.618 |
94.769 |
2.618 |
94.274 |
4.250 |
93.466 |
|
|
Fisher Pivots for day following 01-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
95.818 |
96.010 |
PP |
95.796 |
95.925 |
S1 |
95.775 |
95.839 |
|