ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 01-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
96.595 |
95.490 |
-1.105 |
-1.1% |
97.455 |
| High |
96.705 |
95.770 |
-0.935 |
-1.0% |
97.620 |
| Low |
95.335 |
95.460 |
0.125 |
0.1% |
95.335 |
| Close |
95.491 |
95.677 |
0.186 |
0.2% |
95.491 |
| Range |
1.370 |
0.310 |
-1.060 |
-77.4% |
2.285 |
| ATR |
0.719 |
0.690 |
-0.029 |
-4.1% |
0.000 |
| Volume |
35,780 |
11,369 |
-24,411 |
-68.2% |
98,887 |
|
| Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.566 |
96.431 |
95.848 |
|
| R3 |
96.256 |
96.121 |
95.762 |
|
| R2 |
95.946 |
95.946 |
95.734 |
|
| R1 |
95.811 |
95.811 |
95.705 |
95.879 |
| PP |
95.636 |
95.636 |
95.636 |
95.669 |
| S1 |
95.501 |
95.501 |
95.649 |
95.569 |
| S2 |
95.326 |
95.326 |
95.620 |
|
| S3 |
95.016 |
95.191 |
95.592 |
|
| S4 |
94.706 |
94.881 |
95.507 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.004 |
101.532 |
96.748 |
|
| R3 |
100.719 |
99.247 |
96.119 |
|
| R2 |
98.434 |
98.434 |
95.910 |
|
| R1 |
96.962 |
96.962 |
95.700 |
96.556 |
| PP |
96.149 |
96.149 |
96.149 |
95.945 |
| S1 |
94.677 |
94.677 |
95.282 |
94.271 |
| S2 |
93.864 |
93.864 |
95.072 |
|
| S3 |
91.579 |
92.392 |
94.863 |
|
| S4 |
89.294 |
90.107 |
94.234 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.540 |
95.335 |
2.205 |
2.3% |
0.695 |
0.7% |
16% |
False |
False |
19,787 |
| 10 |
97.620 |
95.335 |
2.285 |
2.4% |
0.610 |
0.6% |
15% |
False |
False |
20,057 |
| 20 |
97.620 |
95.335 |
2.285 |
2.4% |
0.613 |
0.6% |
15% |
False |
False |
19,481 |
| 40 |
97.620 |
93.025 |
4.595 |
4.8% |
0.707 |
0.7% |
58% |
False |
False |
23,033 |
| 60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.642 |
0.7% |
58% |
False |
False |
15,739 |
| 80 |
97.620 |
92.000 |
5.620 |
5.9% |
0.642 |
0.7% |
65% |
False |
False |
11,915 |
| 100 |
98.500 |
92.000 |
6.500 |
6.8% |
0.652 |
0.7% |
57% |
False |
False |
9,568 |
| 120 |
98.745 |
92.000 |
6.745 |
7.0% |
0.603 |
0.6% |
55% |
False |
False |
7,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.088 |
|
2.618 |
96.582 |
|
1.618 |
96.272 |
|
1.000 |
96.080 |
|
0.618 |
95.962 |
|
HIGH |
95.770 |
|
0.618 |
95.652 |
|
0.500 |
95.615 |
|
0.382 |
95.578 |
|
LOW |
95.460 |
|
0.618 |
95.268 |
|
1.000 |
95.150 |
|
1.618 |
94.958 |
|
2.618 |
94.648 |
|
4.250 |
94.143 |
|
|
| Fisher Pivots for day following 01-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
95.656 |
96.048 |
| PP |
95.636 |
95.924 |
| S1 |
95.615 |
95.801 |
|