ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 28-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
97.075 |
96.550 |
-0.525 |
-0.5% |
96.540 |
High |
97.420 |
96.705 |
-0.715 |
-0.7% |
97.565 |
Low |
96.725 |
96.245 |
-0.480 |
-0.5% |
96.455 |
Close |
97.012 |
96.696 |
-0.316 |
-0.3% |
97.496 |
Range |
0.695 |
0.460 |
-0.235 |
-33.8% |
1.110 |
ATR |
0.596 |
0.608 |
0.012 |
2.1% |
0.000 |
Volume |
400 |
833 |
433 |
108.3% |
2,011 |
|
Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.929 |
97.772 |
96.949 |
|
R3 |
97.469 |
97.312 |
96.823 |
|
R2 |
97.009 |
97.009 |
96.780 |
|
R1 |
96.852 |
96.852 |
96.738 |
96.931 |
PP |
96.549 |
96.549 |
96.549 |
96.588 |
S1 |
96.392 |
96.392 |
96.654 |
96.471 |
S2 |
96.089 |
96.089 |
96.612 |
|
S3 |
95.629 |
95.932 |
96.570 |
|
S4 |
95.169 |
95.472 |
96.443 |
|
|
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 |
96.245 |
1.365 |
1.4% |
0.506 |
0.5% |
33% |
False |
True |
427 |
10 |
97.610 |
95.950 |
1.660 |
1.7% |
0.485 |
0.5% |
45% |
False |
False |
429 |
20 |
97.610 |
95.465 |
2.145 |
2.2% |
0.517 |
0.5% |
57% |
False |
False |
397 |
40 |
97.610 |
93.100 |
4.510 |
4.7% |
0.653 |
0.7% |
80% |
False |
False |
414 |
60 |
97.610 |
93.100 |
4.510 |
4.7% |
0.552 |
0.6% |
80% |
False |
False |
310 |
80 |
97.610 |
92.095 |
5.515 |
5.7% |
0.536 |
0.6% |
83% |
False |
False |
241 |
100 |
98.375 |
92.095 |
6.280 |
6.5% |
0.540 |
0.6% |
73% |
False |
False |
197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.660 |
2.618 |
97.909 |
1.618 |
97.449 |
1.000 |
97.165 |
0.618 |
96.989 |
HIGH |
96.705 |
0.618 |
96.529 |
0.500 |
96.475 |
0.382 |
96.421 |
LOW |
96.245 |
0.618 |
95.961 |
1.000 |
95.785 |
1.618 |
95.501 |
2.618 |
95.041 |
4.250 |
94.290 |
|
|
Fisher Pivots for day following 28-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
96.622 |
96.833 |
PP |
96.549 |
96.787 |
S1 |
96.475 |
96.742 |
|