ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
97.100 |
97.150 |
0.050 |
0.1% |
96.350 |
| High |
97.370 |
97.275 |
-0.095 |
-0.1% |
96.805 |
| Low |
97.010 |
96.765 |
-0.245 |
-0.3% |
95.840 |
| Close |
97.263 |
97.046 |
-0.217 |
-0.2% |
96.563 |
| Range |
0.360 |
0.510 |
0.150 |
41.7% |
0.965 |
| ATR |
0.692 |
0.679 |
-0.013 |
-1.9% |
0.000 |
| Volume |
22,246 |
24,805 |
2,559 |
11.5% |
79,606 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.559 |
98.312 |
97.327 |
|
| R3 |
98.049 |
97.802 |
97.186 |
|
| R2 |
97.539 |
97.539 |
97.140 |
|
| R1 |
97.292 |
97.292 |
97.093 |
97.161 |
| PP |
97.029 |
97.029 |
97.029 |
96.963 |
| S1 |
96.782 |
96.782 |
96.999 |
96.651 |
| S2 |
96.519 |
96.519 |
96.953 |
|
| S3 |
96.009 |
96.272 |
96.906 |
|
| S4 |
95.499 |
95.762 |
96.766 |
|
|
| 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 |
95.920 |
1.450 |
1.5% |
0.522 |
0.5% |
78% |
False |
False |
21,076 |
| 10 |
97.370 |
95.780 |
1.590 |
1.6% |
0.575 |
0.6% |
80% |
False |
False |
19,164 |
| 20 |
97.370 |
93.025 |
4.345 |
4.5% |
0.760 |
0.8% |
93% |
False |
False |
24,315 |
| 40 |
97.370 |
93.025 |
4.345 |
4.5% |
0.706 |
0.7% |
93% |
False |
False |
20,212 |
| 60 |
97.370 |
92.000 |
5.370 |
5.5% |
0.652 |
0.7% |
94% |
False |
False |
13,658 |
| 80 |
97.370 |
92.000 |
5.370 |
5.5% |
0.637 |
0.7% |
94% |
False |
False |
10,319 |
| 100 |
98.745 |
92.000 |
6.745 |
7.0% |
0.637 |
0.7% |
75% |
False |
False |
8,281 |
| 120 |
99.140 |
92.000 |
7.140 |
7.4% |
0.604 |
0.6% |
71% |
False |
False |
6,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.443 |
|
2.618 |
98.610 |
|
1.618 |
98.100 |
|
1.000 |
97.785 |
|
0.618 |
97.590 |
|
HIGH |
97.275 |
|
0.618 |
97.080 |
|
0.500 |
97.020 |
|
0.382 |
96.960 |
|
LOW |
96.765 |
|
0.618 |
96.450 |
|
1.000 |
96.255 |
|
1.618 |
95.940 |
|
2.618 |
95.430 |
|
4.250 |
94.598 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
97.037 |
97.014 |
| PP |
97.029 |
96.982 |
| S1 |
97.020 |
96.950 |
|