ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 06-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
95.745 |
96.405 |
0.660 |
0.7% |
96.165 |
High |
96.340 |
96.630 |
0.290 |
0.3% |
96.940 |
Low |
95.465 |
96.110 |
0.645 |
0.7% |
95.530 |
Close |
96.299 |
96.176 |
-0.123 |
-0.1% |
95.754 |
Range |
0.875 |
0.520 |
-0.355 |
-40.6% |
1.410 |
ATR |
0.779 |
0.761 |
-0.019 |
-2.4% |
0.000 |
Volume |
498 |
639 |
141 |
28.3% |
3,262 |
|
Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.865 |
97.541 |
96.462 |
|
R3 |
97.345 |
97.021 |
96.319 |
|
R2 |
96.825 |
96.825 |
96.271 |
|
R1 |
96.501 |
96.501 |
96.224 |
96.403 |
PP |
96.305 |
96.305 |
96.305 |
96.257 |
S1 |
95.981 |
95.981 |
96.128 |
95.883 |
S2 |
95.785 |
95.785 |
96.081 |
|
S3 |
95.265 |
95.461 |
96.033 |
|
S4 |
94.745 |
94.941 |
95.890 |
|
|
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 |
96.630 |
95.465 |
1.165 |
1.2% |
0.623 |
0.6% |
61% |
True |
False |
466 |
10 |
96.940 |
93.100 |
3.840 |
4.0% |
0.865 |
0.9% |
80% |
False |
False |
716 |
20 |
96.940 |
93.100 |
3.840 |
4.0% |
0.762 |
0.8% |
80% |
False |
False |
470 |
40 |
96.940 |
93.100 |
3.840 |
4.0% |
0.596 |
0.6% |
80% |
False |
False |
308 |
60 |
96.940 |
92.095 |
4.845 |
5.0% |
0.545 |
0.6% |
84% |
False |
False |
218 |
80 |
96.940 |
92.095 |
4.845 |
5.0% |
0.537 |
0.6% |
84% |
False |
False |
169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.840 |
2.618 |
97.991 |
1.618 |
97.471 |
1.000 |
97.150 |
0.618 |
96.951 |
HIGH |
96.630 |
0.618 |
96.431 |
0.500 |
96.370 |
0.382 |
96.309 |
LOW |
96.110 |
0.618 |
95.789 |
1.000 |
95.590 |
1.618 |
95.269 |
2.618 |
94.749 |
4.250 |
93.900 |
|
|
Fisher Pivots for day following 06-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
96.370 |
96.133 |
PP |
96.305 |
96.090 |
S1 |
96.241 |
96.048 |
|