ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 08-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
96.195 |
96.320 |
0.125 |
0.1% |
95.820 |
| High |
96.428 |
96.755 |
0.327 |
0.3% |
96.755 |
| Low |
96.045 |
95.865 |
-0.180 |
-0.2% |
95.465 |
| Close |
96.428 |
96.372 |
-0.056 |
-0.1% |
96.372 |
| Range |
0.383 |
0.890 |
0.507 |
132.4% |
1.290 |
| ATR |
0.734 |
0.745 |
0.011 |
1.5% |
0.000 |
| Volume |
255 |
462 |
207 |
81.2% |
2,057 |
|
| Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.001 |
98.576 |
96.861 |
|
| R3 |
98.111 |
97.686 |
96.617 |
|
| R2 |
97.221 |
97.221 |
96.535 |
|
| R1 |
96.796 |
96.796 |
96.454 |
97.008 |
| PP |
96.331 |
96.331 |
96.331 |
96.437 |
| S1 |
95.906 |
95.906 |
96.290 |
96.119 |
| S2 |
95.441 |
95.441 |
96.209 |
|
| S3 |
94.551 |
95.016 |
96.127 |
|
| S4 |
93.661 |
94.126 |
95.883 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.067 |
99.510 |
97.082 |
|
| R3 |
98.777 |
98.220 |
96.727 |
|
| R2 |
97.487 |
97.487 |
96.609 |
|
| R1 |
96.930 |
96.930 |
96.490 |
97.209 |
| PP |
96.197 |
96.197 |
96.197 |
96.337 |
| S1 |
95.640 |
95.640 |
96.254 |
95.919 |
| S2 |
94.907 |
94.907 |
96.136 |
|
| S3 |
93.617 |
94.350 |
96.017 |
|
| S4 |
92.327 |
93.060 |
95.663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.755 |
95.465 |
1.290 |
1.3% |
0.587 |
0.6% |
70% |
True |
False |
411 |
| 10 |
96.940 |
95.465 |
1.475 |
1.5% |
0.651 |
0.7% |
61% |
False |
False |
531 |
| 20 |
96.940 |
93.100 |
3.840 |
4.0% |
0.764 |
0.8% |
85% |
False |
False |
492 |
| 40 |
96.940 |
93.100 |
3.840 |
4.0% |
0.606 |
0.6% |
85% |
False |
False |
325 |
| 60 |
96.940 |
92.095 |
4.845 |
5.0% |
0.556 |
0.6% |
88% |
False |
False |
229 |
| 80 |
96.940 |
92.095 |
4.845 |
5.0% |
0.526 |
0.5% |
88% |
False |
False |
177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.537 |
|
2.618 |
99.085 |
|
1.618 |
98.195 |
|
1.000 |
97.645 |
|
0.618 |
97.305 |
|
HIGH |
96.755 |
|
0.618 |
96.415 |
|
0.500 |
96.310 |
|
0.382 |
96.205 |
|
LOW |
95.865 |
|
0.618 |
95.315 |
|
1.000 |
94.975 |
|
1.618 |
94.425 |
|
2.618 |
93.535 |
|
4.250 |
92.083 |
|
|
| Fisher Pivots for day following 08-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
96.351 |
96.351 |
| PP |
96.331 |
96.331 |
| S1 |
96.310 |
96.310 |
|