ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 03-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
95.630 |
95.085 |
-0.545 |
-0.6% |
97.460 |
High |
95.785 |
95.500 |
-0.285 |
-0.3% |
97.610 |
Low |
94.925 |
95.070 |
0.145 |
0.2% |
95.310 |
Close |
94.958 |
95.495 |
0.537 |
0.6% |
95.461 |
Range |
0.860 |
0.430 |
-0.430 |
-50.0% |
2.300 |
ATR |
0.651 |
0.643 |
-0.008 |
-1.2% |
0.000 |
Volume |
766 |
444 |
-322 |
-42.0% |
3,117 |
|
Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.645 |
96.500 |
95.732 |
|
R3 |
96.215 |
96.070 |
95.613 |
|
R2 |
95.785 |
95.785 |
95.574 |
|
R1 |
95.640 |
95.640 |
95.534 |
95.713 |
PP |
95.355 |
95.355 |
95.355 |
95.391 |
S1 |
95.210 |
95.210 |
95.456 |
95.283 |
S2 |
94.925 |
94.925 |
95.416 |
|
S3 |
94.495 |
94.780 |
95.377 |
|
S4 |
94.065 |
94.350 |
95.259 |
|
|
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 |
96.705 |
94.925 |
1.780 |
1.9% |
0.634 |
0.7% |
32% |
False |
False |
705 |
10 |
97.610 |
94.925 |
2.685 |
2.8% |
0.571 |
0.6% |
21% |
False |
False |
528 |
20 |
97.610 |
94.925 |
2.685 |
2.8% |
0.545 |
0.6% |
21% |
False |
False |
441 |
40 |
97.610 |
93.100 |
4.510 |
4.7% |
0.653 |
0.7% |
53% |
False |
False |
456 |
60 |
97.610 |
93.100 |
4.510 |
4.7% |
0.579 |
0.6% |
53% |
False |
False |
353 |
80 |
97.610 |
92.095 |
5.515 |
5.8% |
0.545 |
0.6% |
62% |
False |
False |
274 |
100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.539 |
0.6% |
62% |
False |
False |
223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.328 |
2.618 |
96.626 |
1.618 |
96.196 |
1.000 |
95.930 |
0.618 |
95.766 |
HIGH |
95.500 |
0.618 |
95.336 |
0.500 |
95.285 |
0.382 |
95.234 |
LOW |
95.070 |
0.618 |
94.804 |
1.000 |
94.640 |
1.618 |
94.374 |
2.618 |
93.944 |
4.250 |
93.243 |
|
|
Fisher Pivots for day following 03-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
95.425 |
95.448 |
PP |
95.355 |
95.402 |
S1 |
95.285 |
95.355 |
|