ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 22-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
97.100 |
96.890 |
-0.210 |
-0.2% |
96.540 |
High |
97.260 |
97.565 |
0.305 |
0.3% |
97.565 |
Low |
96.790 |
96.880 |
0.090 |
0.1% |
96.455 |
Close |
97.036 |
97.496 |
0.460 |
0.5% |
97.496 |
Range |
0.470 |
0.685 |
0.215 |
45.7% |
1.110 |
ATR |
0.615 |
0.620 |
0.005 |
0.8% |
0.000 |
Volume |
450 |
347 |
-103 |
-22.9% |
2,011 |
|
Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.369 |
99.117 |
97.873 |
|
R3 |
98.684 |
98.432 |
97.684 |
|
R2 |
97.999 |
97.999 |
97.622 |
|
R1 |
97.747 |
97.747 |
97.559 |
97.873 |
PP |
97.314 |
97.314 |
97.314 |
97.377 |
S1 |
97.062 |
97.062 |
97.433 |
97.188 |
S2 |
96.629 |
96.629 |
97.370 |
|
S3 |
95.944 |
96.377 |
97.308 |
|
S4 |
95.259 |
95.692 |
97.119 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.502 |
100.109 |
98.107 |
|
R3 |
99.392 |
98.999 |
97.801 |
|
R2 |
98.282 |
98.282 |
97.700 |
|
R1 |
97.889 |
97.889 |
97.598 |
98.086 |
PP |
97.172 |
97.172 |
97.172 |
97.270 |
S1 |
96.779 |
96.779 |
97.394 |
96.976 |
S2 |
96.062 |
96.062 |
97.293 |
|
S3 |
94.952 |
95.669 |
97.191 |
|
S4 |
93.842 |
94.559 |
96.886 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.565 |
96.455 |
1.110 |
1.1% |
0.446 |
0.5% |
94% |
True |
False |
402 |
10 |
97.565 |
95.880 |
1.685 |
1.7% |
0.507 |
0.5% |
96% |
True |
False |
363 |
20 |
97.565 |
95.465 |
2.100 |
2.2% |
0.579 |
0.6% |
97% |
True |
False |
447 |
40 |
97.565 |
93.100 |
4.465 |
4.6% |
0.649 |
0.7% |
98% |
True |
False |
380 |
60 |
97.565 |
92.095 |
5.470 |
5.6% |
0.556 |
0.6% |
99% |
True |
False |
284 |
80 |
97.565 |
92.095 |
5.470 |
5.6% |
0.533 |
0.5% |
99% |
True |
False |
220 |
100 |
98.375 |
92.095 |
6.280 |
6.4% |
0.539 |
0.6% |
86% |
False |
False |
179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.476 |
2.618 |
99.358 |
1.618 |
98.673 |
1.000 |
98.250 |
0.618 |
97.988 |
HIGH |
97.565 |
0.618 |
97.303 |
0.500 |
97.223 |
0.382 |
97.142 |
LOW |
96.880 |
0.618 |
96.457 |
1.000 |
96.195 |
1.618 |
95.772 |
2.618 |
95.087 |
4.250 |
93.969 |
|
|
Fisher Pivots for day following 22-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
97.405 |
97.390 |
PP |
97.314 |
97.284 |
S1 |
97.223 |
97.178 |
|