ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 26-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
97.460 |
97.230 |
-0.230 |
-0.2% |
96.540 |
High |
97.610 |
97.230 |
-0.380 |
-0.4% |
97.565 |
Low |
97.250 |
96.900 |
-0.350 |
-0.4% |
96.455 |
Close |
97.311 |
97.143 |
-0.168 |
-0.2% |
97.496 |
Range |
0.360 |
0.330 |
-0.030 |
-8.3% |
1.110 |
ATR |
0.602 |
0.588 |
-0.014 |
-2.3% |
0.000 |
Volume |
200 |
358 |
158 |
79.0% |
2,011 |
|
Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.081 |
97.942 |
97.325 |
|
R3 |
97.751 |
97.612 |
97.234 |
|
R2 |
97.421 |
97.421 |
97.204 |
|
R1 |
97.282 |
97.282 |
97.173 |
97.187 |
PP |
97.091 |
97.091 |
97.091 |
97.043 |
S1 |
96.952 |
96.952 |
97.113 |
96.857 |
S2 |
96.761 |
96.761 |
97.083 |
|
S3 |
96.431 |
96.622 |
97.052 |
|
S4 |
96.101 |
96.292 |
96.962 |
|
|
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 |
97.610 |
96.790 |
0.820 |
0.8% |
0.431 |
0.4% |
43% |
False |
False |
380 |
10 |
97.610 |
95.880 |
1.730 |
1.8% |
0.474 |
0.5% |
73% |
False |
False |
373 |
20 |
97.610 |
95.465 |
2.145 |
2.2% |
0.539 |
0.6% |
78% |
False |
False |
424 |
40 |
97.610 |
93.100 |
4.510 |
4.6% |
0.647 |
0.7% |
90% |
False |
False |
391 |
60 |
97.610 |
92.985 |
4.625 |
4.8% |
0.547 |
0.6% |
90% |
False |
False |
291 |
80 |
97.610 |
92.095 |
5.515 |
5.7% |
0.533 |
0.5% |
92% |
False |
False |
227 |
100 |
98.375 |
92.095 |
6.280 |
6.5% |
0.535 |
0.6% |
80% |
False |
False |
185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.633 |
2.618 |
98.094 |
1.618 |
97.764 |
1.000 |
97.560 |
0.618 |
97.434 |
HIGH |
97.230 |
0.618 |
97.104 |
0.500 |
97.065 |
0.382 |
97.026 |
LOW |
96.900 |
0.618 |
96.696 |
1.000 |
96.570 |
1.618 |
96.366 |
2.618 |
96.036 |
4.250 |
95.498 |
|
|
Fisher Pivots for day following 26-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
97.117 |
97.245 |
PP |
97.091 |
97.211 |
S1 |
97.065 |
97.177 |
|