ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
96.335 |
96.125 |
-0.210 |
-0.2% |
96.115 |
| High |
96.630 |
96.390 |
-0.240 |
-0.2% |
96.865 |
| Low |
96.045 |
95.990 |
-0.055 |
-0.1% |
95.480 |
| Close |
96.131 |
96.383 |
0.252 |
0.3% |
95.714 |
| Range |
0.585 |
0.400 |
-0.185 |
-31.6% |
1.385 |
| ATR |
0.846 |
0.814 |
-0.032 |
-3.8% |
0.000 |
| Volume |
31,233 |
16,059 |
-15,174 |
-48.6% |
130,670 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.454 |
97.319 |
96.603 |
|
| R3 |
97.054 |
96.919 |
96.493 |
|
| R2 |
96.654 |
96.654 |
96.456 |
|
| R1 |
96.519 |
96.519 |
96.420 |
96.587 |
| PP |
96.254 |
96.254 |
96.254 |
96.288 |
| S1 |
96.119 |
96.119 |
96.346 |
96.187 |
| S2 |
95.854 |
95.854 |
96.310 |
|
| S3 |
95.454 |
95.719 |
96.273 |
|
| S4 |
95.054 |
95.319 |
96.163 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.175 |
99.329 |
96.476 |
|
| R3 |
98.790 |
97.944 |
96.095 |
|
| R2 |
97.405 |
97.405 |
95.968 |
|
| R1 |
96.559 |
96.559 |
95.841 |
96.290 |
| PP |
96.020 |
96.020 |
96.020 |
95.885 |
| S1 |
95.174 |
95.174 |
95.587 |
94.905 |
| S2 |
94.635 |
94.635 |
95.460 |
|
| S3 |
93.250 |
93.789 |
95.333 |
|
| S4 |
91.865 |
92.404 |
94.952 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.630 |
95.375 |
1.255 |
1.3% |
0.720 |
0.7% |
80% |
False |
False |
25,973 |
| 10 |
96.865 |
93.025 |
3.840 |
4.0% |
0.945 |
1.0% |
87% |
False |
False |
29,467 |
| 20 |
96.865 |
93.025 |
3.840 |
4.0% |
0.833 |
0.9% |
87% |
False |
False |
27,501 |
| 40 |
96.865 |
93.025 |
3.840 |
4.0% |
0.670 |
0.7% |
87% |
False |
False |
15,548 |
| 60 |
96.865 |
92.000 |
4.865 |
5.0% |
0.654 |
0.7% |
90% |
False |
False |
10,524 |
| 80 |
97.100 |
92.000 |
5.100 |
5.3% |
0.645 |
0.7% |
86% |
False |
False |
7,945 |
| 100 |
98.745 |
92.000 |
6.745 |
7.0% |
0.610 |
0.6% |
65% |
False |
False |
6,367 |
| 120 |
100.030 |
92.000 |
8.030 |
8.3% |
0.587 |
0.6% |
55% |
False |
False |
5,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.090 |
|
2.618 |
97.437 |
|
1.618 |
97.037 |
|
1.000 |
96.790 |
|
0.618 |
96.637 |
|
HIGH |
96.390 |
|
0.618 |
96.237 |
|
0.500 |
96.190 |
|
0.382 |
96.143 |
|
LOW |
95.990 |
|
0.618 |
95.743 |
|
1.000 |
95.590 |
|
1.618 |
95.343 |
|
2.618 |
94.943 |
|
4.250 |
94.290 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
96.319 |
96.256 |
| PP |
96.254 |
96.129 |
| S1 |
96.190 |
96.003 |
|