ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 08-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
96.125 |
96.320 |
0.195 |
0.2% |
95.625 |
| High |
96.390 |
96.725 |
0.335 |
0.3% |
96.725 |
| Low |
95.990 |
95.780 |
-0.210 |
-0.2% |
95.375 |
| Close |
96.383 |
96.327 |
-0.056 |
-0.1% |
96.327 |
| Range |
0.400 |
0.945 |
0.545 |
136.3% |
1.350 |
| ATR |
0.814 |
0.823 |
0.009 |
1.1% |
0.000 |
| Volume |
16,059 |
29,463 |
13,404 |
83.5% |
98,163 |
|
| Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.112 |
98.665 |
96.847 |
|
| R3 |
98.167 |
97.720 |
96.587 |
|
| R2 |
97.222 |
97.222 |
96.500 |
|
| R1 |
96.775 |
96.775 |
96.414 |
96.999 |
| PP |
96.277 |
96.277 |
96.277 |
96.389 |
| S1 |
95.830 |
95.830 |
96.240 |
96.054 |
| S2 |
95.332 |
95.332 |
96.154 |
|
| S3 |
94.387 |
94.885 |
96.067 |
|
| S4 |
93.442 |
93.940 |
95.807 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.192 |
99.610 |
97.070 |
|
| R3 |
98.842 |
98.260 |
96.698 |
|
| R2 |
97.492 |
97.492 |
96.575 |
|
| R1 |
96.910 |
96.910 |
96.451 |
97.201 |
| PP |
96.142 |
96.142 |
96.142 |
96.288 |
| S1 |
95.560 |
95.560 |
96.203 |
95.851 |
| S2 |
94.792 |
94.792 |
96.080 |
|
| S3 |
93.442 |
94.210 |
95.956 |
|
| S4 |
92.092 |
92.860 |
95.585 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.725 |
95.375 |
1.350 |
1.4% |
0.717 |
0.7% |
71% |
True |
False |
23,860 |
| 10 |
96.865 |
93.730 |
3.135 |
3.3% |
0.974 |
1.0% |
83% |
False |
False |
29,488 |
| 20 |
96.865 |
93.025 |
3.840 |
4.0% |
0.845 |
0.9% |
86% |
False |
False |
27,664 |
| 40 |
96.865 |
93.025 |
3.840 |
4.0% |
0.679 |
0.7% |
86% |
False |
False |
16,277 |
| 60 |
96.865 |
92.000 |
4.865 |
5.1% |
0.657 |
0.7% |
89% |
False |
False |
11,009 |
| 80 |
97.100 |
92.000 |
5.100 |
5.3% |
0.654 |
0.7% |
85% |
False |
False |
8,313 |
| 100 |
98.745 |
92.000 |
6.745 |
7.0% |
0.617 |
0.6% |
64% |
False |
False |
6,662 |
| 120 |
100.030 |
92.000 |
8.030 |
8.3% |
0.592 |
0.6% |
54% |
False |
False |
5,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.741 |
|
2.618 |
99.199 |
|
1.618 |
98.254 |
|
1.000 |
97.670 |
|
0.618 |
97.309 |
|
HIGH |
96.725 |
|
0.618 |
96.364 |
|
0.500 |
96.253 |
|
0.382 |
96.141 |
|
LOW |
95.780 |
|
0.618 |
95.196 |
|
1.000 |
94.835 |
|
1.618 |
94.251 |
|
2.618 |
93.306 |
|
4.250 |
91.764 |
|
|
| Fisher Pivots for day following 08-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
96.302 |
96.302 |
| PP |
96.277 |
96.277 |
| S1 |
96.253 |
96.253 |
|