ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
97.150 |
96.895 |
-0.255 |
-0.3% |
96.615 |
| High |
97.275 |
97.585 |
0.310 |
0.3% |
97.585 |
| Low |
96.765 |
96.860 |
0.095 |
0.1% |
96.455 |
| Close |
97.046 |
97.516 |
0.470 |
0.5% |
97.516 |
| Range |
0.510 |
0.725 |
0.215 |
42.2% |
1.130 |
| ATR |
0.679 |
0.682 |
0.003 |
0.5% |
0.000 |
| Volume |
24,805 |
19,034 |
-5,771 |
-23.3% |
101,611 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.495 |
99.231 |
97.915 |
|
| R3 |
98.770 |
98.506 |
97.715 |
|
| R2 |
98.045 |
98.045 |
97.649 |
|
| R1 |
97.781 |
97.781 |
97.582 |
97.913 |
| PP |
97.320 |
97.320 |
97.320 |
97.387 |
| S1 |
97.056 |
97.056 |
97.450 |
97.188 |
| S2 |
96.595 |
96.595 |
97.383 |
|
| S3 |
95.870 |
96.331 |
97.317 |
|
| S4 |
95.145 |
95.606 |
97.117 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.575 |
100.176 |
98.138 |
|
| R3 |
99.445 |
99.046 |
97.827 |
|
| R2 |
98.315 |
98.315 |
97.723 |
|
| R1 |
97.916 |
97.916 |
97.620 |
98.116 |
| PP |
97.185 |
97.185 |
97.185 |
97.285 |
| S1 |
96.786 |
96.786 |
97.412 |
96.986 |
| S2 |
96.055 |
96.055 |
97.309 |
|
| S3 |
94.925 |
95.656 |
97.205 |
|
| S4 |
93.795 |
94.526 |
96.895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.585 |
96.455 |
1.130 |
1.2% |
0.501 |
0.5% |
94% |
True |
False |
20,322 |
| 10 |
97.585 |
95.840 |
1.745 |
1.8% |
0.553 |
0.6% |
96% |
True |
False |
18,121 |
| 20 |
97.585 |
93.730 |
3.855 |
4.0% |
0.763 |
0.8% |
98% |
True |
False |
23,805 |
| 40 |
97.585 |
93.025 |
4.560 |
4.7% |
0.716 |
0.7% |
98% |
True |
False |
20,662 |
| 60 |
97.585 |
92.000 |
5.585 |
5.7% |
0.651 |
0.7% |
99% |
True |
False |
13,972 |
| 80 |
97.585 |
92.000 |
5.585 |
5.7% |
0.639 |
0.7% |
99% |
True |
False |
10,554 |
| 100 |
98.745 |
92.000 |
6.745 |
6.9% |
0.643 |
0.7% |
82% |
False |
False |
8,472 |
| 120 |
98.915 |
92.000 |
6.915 |
7.1% |
0.609 |
0.6% |
80% |
False |
False |
7,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.666 |
|
2.618 |
99.483 |
|
1.618 |
98.758 |
|
1.000 |
98.310 |
|
0.618 |
98.033 |
|
HIGH |
97.585 |
|
0.618 |
97.308 |
|
0.500 |
97.223 |
|
0.382 |
97.137 |
|
LOW |
96.860 |
|
0.618 |
96.412 |
|
1.000 |
96.135 |
|
1.618 |
95.687 |
|
2.618 |
94.962 |
|
4.250 |
93.779 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
97.418 |
97.402 |
| PP |
97.320 |
97.289 |
| S1 |
97.223 |
97.175 |
|