ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 04-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
95.085 |
95.435 |
0.350 |
0.4% |
97.460 |
High |
95.500 |
95.825 |
0.325 |
0.3% |
97.610 |
Low |
95.070 |
95.390 |
0.320 |
0.3% |
95.310 |
Close |
95.495 |
95.687 |
0.192 |
0.2% |
95.461 |
Range |
0.430 |
0.435 |
0.005 |
1.2% |
2.300 |
ATR |
0.643 |
0.628 |
-0.015 |
-2.3% |
0.000 |
Volume |
444 |
466 |
22 |
5.0% |
3,117 |
|
Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.939 |
96.748 |
95.926 |
|
R3 |
96.504 |
96.313 |
95.807 |
|
R2 |
96.069 |
96.069 |
95.767 |
|
R1 |
95.878 |
95.878 |
95.727 |
95.973 |
PP |
95.634 |
95.634 |
95.634 |
95.682 |
S1 |
95.443 |
95.443 |
95.647 |
95.539 |
S2 |
95.199 |
95.199 |
95.607 |
|
S3 |
94.764 |
95.008 |
95.567 |
|
S4 |
94.329 |
94.573 |
95.448 |
|
|
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 |
96.525 |
94.925 |
1.600 |
1.7% |
0.629 |
0.7% |
48% |
False |
False |
632 |
10 |
97.610 |
94.925 |
2.685 |
2.8% |
0.568 |
0.6% |
28% |
False |
False |
530 |
20 |
97.610 |
94.925 |
2.685 |
2.8% |
0.547 |
0.6% |
28% |
False |
False |
452 |
40 |
97.610 |
93.100 |
4.510 |
4.7% |
0.649 |
0.7% |
57% |
False |
False |
465 |
60 |
97.610 |
93.100 |
4.510 |
4.7% |
0.581 |
0.6% |
57% |
False |
False |
360 |
80 |
97.610 |
92.095 |
5.515 |
5.8% |
0.546 |
0.6% |
65% |
False |
False |
279 |
100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.531 |
0.6% |
65% |
False |
False |
228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.674 |
2.618 |
96.964 |
1.618 |
96.529 |
1.000 |
96.260 |
0.618 |
96.094 |
HIGH |
95.825 |
0.618 |
95.659 |
0.500 |
95.608 |
0.382 |
95.556 |
LOW |
95.390 |
0.618 |
95.121 |
1.000 |
94.955 |
1.618 |
94.686 |
2.618 |
94.251 |
4.250 |
93.541 |
|
|
Fisher Pivots for day following 04-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
95.661 |
95.583 |
PP |
95.634 |
95.479 |
S1 |
95.608 |
95.375 |
|