ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 01-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
96.450 |
95.590 |
-0.860 |
-0.9% |
97.460 |
High |
96.525 |
95.725 |
-0.800 |
-0.8% |
97.610 |
Low |
95.310 |
95.520 |
0.210 |
0.2% |
95.310 |
Close |
95.461 |
95.647 |
0.186 |
0.2% |
95.461 |
Range |
1.215 |
0.205 |
-1.010 |
-83.1% |
2.300 |
ATR |
0.664 |
0.635 |
-0.029 |
-4.3% |
0.000 |
Volume |
1,326 |
160 |
-1,166 |
-87.9% |
3,117 |
|
Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.246 |
96.151 |
95.760 |
|
R3 |
96.041 |
95.946 |
95.703 |
|
R2 |
95.836 |
95.836 |
95.685 |
|
R1 |
95.741 |
95.741 |
95.666 |
95.789 |
PP |
95.631 |
95.631 |
95.631 |
95.654 |
S1 |
95.536 |
95.536 |
95.628 |
95.584 |
S2 |
95.426 |
95.426 |
95.609 |
|
S3 |
95.221 |
95.331 |
95.591 |
|
S4 |
95.016 |
95.126 |
95.534 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.027 |
101.544 |
96.726 |
|
R3 |
100.727 |
99.244 |
96.094 |
|
R2 |
98.427 |
98.427 |
95.883 |
|
R1 |
96.944 |
96.944 |
95.672 |
96.536 |
PP |
96.127 |
96.127 |
96.127 |
95.923 |
S1 |
94.644 |
94.644 |
95.250 |
94.236 |
S2 |
93.827 |
93.827 |
95.039 |
|
S3 |
91.527 |
92.344 |
94.829 |
|
S4 |
89.227 |
90.044 |
94.196 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.420 |
95.310 |
2.110 |
2.2% |
0.581 |
0.6% |
16% |
False |
False |
615 |
10 |
97.610 |
95.310 |
2.300 |
2.4% |
0.533 |
0.6% |
15% |
False |
False |
512 |
20 |
97.610 |
95.310 |
2.300 |
2.4% |
0.550 |
0.6% |
15% |
False |
False |
438 |
40 |
97.610 |
93.100 |
4.510 |
4.7% |
0.634 |
0.7% |
56% |
False |
False |
437 |
60 |
97.610 |
93.100 |
4.510 |
4.7% |
0.568 |
0.6% |
56% |
False |
False |
333 |
80 |
97.610 |
92.095 |
5.515 |
5.8% |
0.543 |
0.6% |
64% |
False |
False |
260 |
100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.528 |
0.6% |
64% |
False |
False |
211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.596 |
2.618 |
96.262 |
1.618 |
96.057 |
1.000 |
95.930 |
0.618 |
95.852 |
HIGH |
95.725 |
0.618 |
95.647 |
0.500 |
95.623 |
0.382 |
95.598 |
LOW |
95.520 |
0.618 |
95.393 |
1.000 |
95.315 |
1.618 |
95.188 |
2.618 |
94.983 |
4.250 |
94.649 |
|
|
Fisher Pivots for day following 01-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
95.639 |
96.008 |
PP |
95.631 |
95.887 |
S1 |
95.623 |
95.767 |
|