ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
96.590 |
97.100 |
0.510 |
0.5% |
96.350 |
| High |
97.185 |
97.370 |
0.185 |
0.2% |
96.805 |
| Low |
96.530 |
97.010 |
0.480 |
0.5% |
95.840 |
| Close |
97.108 |
97.263 |
0.155 |
0.2% |
96.563 |
| Range |
0.655 |
0.360 |
-0.295 |
-45.0% |
0.965 |
| ATR |
0.718 |
0.692 |
-0.026 |
-3.6% |
0.000 |
| Volume |
24,232 |
22,246 |
-1,986 |
-8.2% |
79,606 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.294 |
98.139 |
97.461 |
|
| R3 |
97.934 |
97.779 |
97.362 |
|
| R2 |
97.574 |
97.574 |
97.329 |
|
| R1 |
97.419 |
97.419 |
97.296 |
97.497 |
| PP |
97.214 |
97.214 |
97.214 |
97.253 |
| S1 |
97.059 |
97.059 |
97.230 |
97.137 |
| S2 |
96.854 |
96.854 |
97.197 |
|
| S3 |
96.494 |
96.699 |
97.164 |
|
| S4 |
96.134 |
96.339 |
97.065 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.298 |
98.895 |
97.094 |
|
| R3 |
98.333 |
97.930 |
96.828 |
|
| R2 |
97.368 |
97.368 |
96.740 |
|
| R1 |
96.965 |
96.965 |
96.651 |
97.167 |
| PP |
96.403 |
96.403 |
96.403 |
96.503 |
| S1 |
96.000 |
96.000 |
96.475 |
96.202 |
| S2 |
95.438 |
95.438 |
96.386 |
|
| S3 |
94.473 |
95.035 |
96.298 |
|
| S4 |
93.508 |
94.070 |
96.032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.370 |
95.840 |
1.530 |
1.6% |
0.536 |
0.6% |
93% |
True |
False |
18,907 |
| 10 |
97.370 |
95.780 |
1.590 |
1.6% |
0.564 |
0.6% |
93% |
True |
False |
18,290 |
| 20 |
97.370 |
93.025 |
4.345 |
4.5% |
0.768 |
0.8% |
98% |
True |
False |
23,849 |
| 40 |
97.370 |
93.025 |
4.345 |
4.5% |
0.704 |
0.7% |
98% |
True |
False |
19,615 |
| 60 |
97.370 |
92.000 |
5.370 |
5.5% |
0.653 |
0.7% |
98% |
True |
False |
13,258 |
| 80 |
97.370 |
92.000 |
5.370 |
5.5% |
0.644 |
0.7% |
98% |
True |
False |
10,013 |
| 100 |
98.745 |
92.000 |
6.745 |
6.9% |
0.637 |
0.7% |
78% |
False |
False |
8,034 |
| 120 |
99.170 |
92.000 |
7.170 |
7.4% |
0.600 |
0.6% |
73% |
False |
False |
6,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.900 |
|
2.618 |
98.312 |
|
1.618 |
97.952 |
|
1.000 |
97.730 |
|
0.618 |
97.592 |
|
HIGH |
97.370 |
|
0.618 |
97.232 |
|
0.500 |
97.190 |
|
0.382 |
97.148 |
|
LOW |
97.010 |
|
0.618 |
96.788 |
|
1.000 |
96.650 |
|
1.618 |
96.428 |
|
2.618 |
96.068 |
|
4.250 |
95.480 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
97.239 |
97.146 |
| PP |
97.214 |
97.029 |
| S1 |
97.190 |
96.913 |
|