ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 12-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
96.410 |
96.660 |
0.250 |
0.3% |
95.820 |
High |
96.845 |
96.660 |
-0.185 |
-0.2% |
96.755 |
Low |
96.340 |
96.150 |
-0.190 |
-0.2% |
95.465 |
Close |
96.625 |
96.502 |
-0.123 |
-0.1% |
96.372 |
Range |
0.505 |
0.510 |
0.005 |
1.0% |
1.290 |
ATR |
0.728 |
0.712 |
-0.016 |
-2.1% |
0.000 |
Volume |
211 |
243 |
32 |
15.2% |
2,057 |
|
Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.967 |
97.745 |
96.783 |
|
R3 |
97.457 |
97.235 |
96.642 |
|
R2 |
96.947 |
96.947 |
96.596 |
|
R1 |
96.725 |
96.725 |
96.549 |
96.581 |
PP |
96.437 |
96.437 |
96.437 |
96.366 |
S1 |
96.215 |
96.215 |
96.455 |
96.071 |
S2 |
95.927 |
95.927 |
96.409 |
|
S3 |
95.417 |
95.705 |
96.362 |
|
S4 |
94.907 |
95.195 |
96.222 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.067 |
99.510 |
97.082 |
|
R3 |
98.777 |
98.220 |
96.727 |
|
R2 |
97.487 |
97.487 |
96.609 |
|
R1 |
96.930 |
96.930 |
96.490 |
97.209 |
PP |
96.197 |
96.197 |
96.197 |
96.337 |
S1 |
95.640 |
95.640 |
96.254 |
95.919 |
S2 |
94.907 |
94.907 |
96.136 |
|
S3 |
93.617 |
94.350 |
96.017 |
|
S4 |
92.327 |
93.060 |
95.663 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.845 |
95.865 |
0.980 |
1.0% |
0.562 |
0.6% |
65% |
False |
False |
362 |
10 |
96.845 |
95.465 |
1.380 |
1.4% |
0.605 |
0.6% |
75% |
False |
False |
476 |
20 |
96.940 |
93.100 |
3.840 |
4.0% |
0.754 |
0.8% |
89% |
False |
False |
494 |
40 |
96.940 |
93.100 |
3.840 |
4.0% |
0.618 |
0.6% |
89% |
False |
False |
333 |
60 |
96.940 |
92.095 |
4.845 |
5.0% |
0.558 |
0.6% |
91% |
False |
False |
235 |
80 |
96.940 |
92.095 |
4.845 |
5.0% |
0.528 |
0.5% |
91% |
False |
False |
183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.828 |
2.618 |
97.995 |
1.618 |
97.485 |
1.000 |
97.170 |
0.618 |
96.975 |
HIGH |
96.660 |
0.618 |
96.465 |
0.500 |
96.405 |
0.382 |
96.345 |
LOW |
96.150 |
0.618 |
95.835 |
1.000 |
95.640 |
1.618 |
95.325 |
2.618 |
94.815 |
4.250 |
93.983 |
|
|
Fisher Pivots for day following 12-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
96.470 |
96.453 |
PP |
96.437 |
96.404 |
S1 |
96.405 |
96.355 |
|