ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 05-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
95.820 |
95.745 |
-0.075 |
-0.1% |
96.165 |
High |
95.900 |
96.340 |
0.440 |
0.5% |
96.940 |
Low |
95.635 |
95.465 |
-0.170 |
-0.2% |
95.530 |
Close |
95.754 |
96.299 |
0.545 |
0.6% |
95.754 |
Range |
0.265 |
0.875 |
0.610 |
230.2% |
1.410 |
ATR |
0.772 |
0.779 |
0.007 |
1.0% |
0.000 |
Volume |
203 |
498 |
295 |
145.3% |
3,262 |
|
Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.660 |
98.354 |
96.780 |
|
R3 |
97.785 |
97.479 |
96.540 |
|
R2 |
96.910 |
96.910 |
96.459 |
|
R1 |
96.604 |
96.604 |
96.379 |
96.757 |
PP |
96.035 |
96.035 |
96.035 |
96.111 |
S1 |
95.729 |
95.729 |
96.219 |
95.882 |
S2 |
95.160 |
95.160 |
96.139 |
|
S3 |
94.285 |
94.854 |
96.058 |
|
S4 |
93.410 |
93.979 |
95.818 |
|
|
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 |
96.490 |
95.465 |
1.025 |
1.1% |
0.648 |
0.7% |
81% |
False |
True |
590 |
10 |
96.940 |
93.100 |
3.840 |
4.0% |
0.873 |
0.9% |
83% |
False |
False |
671 |
20 |
96.940 |
93.100 |
3.840 |
4.0% |
0.755 |
0.8% |
83% |
False |
False |
449 |
40 |
96.940 |
93.100 |
3.840 |
4.0% |
0.592 |
0.6% |
83% |
False |
False |
292 |
60 |
96.940 |
92.095 |
4.845 |
5.0% |
0.544 |
0.6% |
87% |
False |
False |
208 |
80 |
96.940 |
92.095 |
4.845 |
5.0% |
0.533 |
0.6% |
87% |
False |
False |
161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.059 |
2.618 |
98.631 |
1.618 |
97.756 |
1.000 |
97.215 |
0.618 |
96.881 |
HIGH |
96.340 |
0.618 |
96.006 |
0.500 |
95.903 |
0.382 |
95.799 |
LOW |
95.465 |
0.618 |
94.924 |
1.000 |
94.590 |
1.618 |
94.049 |
2.618 |
93.174 |
4.250 |
91.746 |
|
|
Fisher Pivots for day following 05-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
96.167 |
96.167 |
PP |
96.035 |
96.035 |
S1 |
95.903 |
95.903 |
|