ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
96.320 |
96.350 |
0.030 |
0.0% |
95.625 |
| High |
96.725 |
96.805 |
0.080 |
0.1% |
96.725 |
| Low |
95.780 |
96.285 |
0.505 |
0.5% |
95.375 |
| Close |
96.327 |
96.590 |
0.263 |
0.3% |
96.327 |
| Range |
0.945 |
0.520 |
-0.425 |
-45.0% |
1.350 |
| ATR |
0.823 |
0.802 |
-0.022 |
-2.6% |
0.000 |
| Volume |
29,463 |
11,606 |
-17,857 |
-60.6% |
98,163 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.120 |
97.875 |
96.876 |
|
| R3 |
97.600 |
97.355 |
96.733 |
|
| R2 |
97.080 |
97.080 |
96.685 |
|
| R1 |
96.835 |
96.835 |
96.638 |
96.958 |
| PP |
96.560 |
96.560 |
96.560 |
96.621 |
| S1 |
96.315 |
96.315 |
96.542 |
96.438 |
| S2 |
96.040 |
96.040 |
96.495 |
|
| S3 |
95.520 |
95.795 |
96.447 |
|
| S4 |
95.000 |
95.275 |
96.304 |
|
|
| 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 |
96.805 |
95.375 |
1.430 |
1.5% |
0.683 |
0.7% |
85% |
True |
False |
21,953 |
| 10 |
96.865 |
95.375 |
1.490 |
1.5% |
0.729 |
0.8% |
82% |
False |
False |
24,043 |
| 20 |
96.865 |
93.025 |
3.840 |
4.0% |
0.835 |
0.9% |
93% |
False |
False |
26,429 |
| 40 |
96.865 |
93.025 |
3.840 |
4.0% |
0.684 |
0.7% |
93% |
False |
False |
16,558 |
| 60 |
96.865 |
92.000 |
4.865 |
5.0% |
0.658 |
0.7% |
94% |
False |
False |
11,195 |
| 80 |
96.865 |
92.000 |
4.865 |
5.0% |
0.643 |
0.7% |
94% |
False |
False |
8,457 |
| 100 |
98.745 |
92.000 |
6.745 |
7.0% |
0.621 |
0.6% |
68% |
False |
False |
6,778 |
| 120 |
100.030 |
92.000 |
8.030 |
8.3% |
0.597 |
0.6% |
57% |
False |
False |
5,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.015 |
|
2.618 |
98.166 |
|
1.618 |
97.646 |
|
1.000 |
97.325 |
|
0.618 |
97.126 |
|
HIGH |
96.805 |
|
0.618 |
96.606 |
|
0.500 |
96.545 |
|
0.382 |
96.484 |
|
LOW |
96.285 |
|
0.618 |
95.964 |
|
1.000 |
95.765 |
|
1.618 |
95.444 |
|
2.618 |
94.924 |
|
4.250 |
94.075 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
96.575 |
96.491 |
| PP |
96.560 |
96.392 |
| S1 |
96.545 |
96.293 |
|