ICE US Dollar Index Future September 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 |
95.075 |
95.490 |
0.415 |
0.4% |
97.455 |
High |
95.545 |
95.875 |
0.330 |
0.3% |
97.620 |
Low |
95.075 |
95.385 |
0.310 |
0.3% |
95.335 |
Close |
95.525 |
95.717 |
0.192 |
0.2% |
95.491 |
Range |
0.470 |
0.490 |
0.020 |
4.3% |
2.285 |
ATR |
0.693 |
0.678 |
-0.014 |
-2.1% |
0.000 |
Volume |
12,676 |
13,791 |
1,115 |
8.8% |
98,887 |
|
Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.129 |
96.913 |
95.987 |
|
R3 |
96.639 |
96.423 |
95.852 |
|
R2 |
96.149 |
96.149 |
95.807 |
|
R1 |
95.933 |
95.933 |
95.762 |
96.041 |
PP |
95.659 |
95.659 |
95.659 |
95.713 |
S1 |
95.443 |
95.443 |
95.672 |
95.551 |
S2 |
95.169 |
95.169 |
95.627 |
|
S3 |
94.679 |
94.953 |
95.582 |
|
S4 |
94.189 |
94.463 |
95.448 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.004 |
101.532 |
96.748 |
|
R3 |
100.719 |
99.247 |
96.119 |
|
R2 |
98.434 |
98.434 |
95.910 |
|
R1 |
96.962 |
96.962 |
95.700 |
96.556 |
PP |
96.149 |
96.149 |
96.149 |
95.945 |
S1 |
94.677 |
94.677 |
95.282 |
94.271 |
S2 |
93.864 |
93.864 |
95.072 |
|
S3 |
91.579 |
92.392 |
94.863 |
|
S4 |
89.294 |
90.107 |
94.234 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.705 |
94.940 |
1.765 |
1.8% |
0.702 |
0.7% |
44% |
False |
False |
19,023 |
10 |
97.620 |
94.940 |
2.680 |
2.8% |
0.640 |
0.7% |
29% |
False |
False |
17,725 |
20 |
97.620 |
94.940 |
2.680 |
2.8% |
0.607 |
0.6% |
29% |
False |
False |
18,445 |
40 |
97.620 |
93.025 |
4.595 |
4.8% |
0.720 |
0.8% |
59% |
False |
False |
22,973 |
60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.649 |
0.7% |
59% |
False |
False |
16,514 |
80 |
97.620 |
92.000 |
5.620 |
5.9% |
0.643 |
0.7% |
66% |
False |
False |
12,504 |
100 |
97.620 |
92.000 |
5.620 |
5.9% |
0.638 |
0.7% |
66% |
False |
False |
10,045 |
120 |
98.745 |
92.000 |
6.745 |
7.0% |
0.610 |
0.6% |
55% |
False |
False |
8,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.958 |
2.618 |
97.158 |
1.618 |
96.668 |
1.000 |
96.365 |
0.618 |
96.178 |
HIGH |
95.875 |
0.618 |
95.688 |
0.500 |
95.630 |
0.382 |
95.572 |
LOW |
95.385 |
0.618 |
95.082 |
1.000 |
94.895 |
1.618 |
94.592 |
2.618 |
94.102 |
4.250 |
93.303 |
|
|
Fisher Pivots for day following 04-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
95.688 |
95.614 |
PP |
95.659 |
95.511 |
S1 |
95.630 |
95.408 |
|