ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
96.320 |
96.410 |
0.090 |
0.1% |
95.820 |
| High |
96.755 |
96.845 |
0.090 |
0.1% |
96.755 |
| Low |
95.865 |
96.340 |
0.475 |
0.5% |
95.465 |
| Close |
96.372 |
96.625 |
0.253 |
0.3% |
96.372 |
| Range |
0.890 |
0.505 |
-0.385 |
-43.3% |
1.290 |
| ATR |
0.745 |
0.728 |
-0.017 |
-2.3% |
0.000 |
| Volume |
462 |
211 |
-251 |
-54.3% |
2,057 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.118 |
97.877 |
96.903 |
|
| R3 |
97.613 |
97.372 |
96.764 |
|
| R2 |
97.108 |
97.108 |
96.718 |
|
| R1 |
96.867 |
96.867 |
96.671 |
96.988 |
| PP |
96.603 |
96.603 |
96.603 |
96.664 |
| S1 |
96.362 |
96.362 |
96.579 |
96.483 |
| S2 |
96.098 |
96.098 |
96.532 |
|
| S3 |
95.593 |
95.857 |
96.486 |
|
| S4 |
95.088 |
95.352 |
96.347 |
|
|
| 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 |
96.845 |
95.465 |
1.380 |
1.4% |
0.635 |
0.7% |
84% |
True |
False |
413 |
| 10 |
96.845 |
95.465 |
1.380 |
1.4% |
0.614 |
0.6% |
84% |
True |
False |
508 |
| 20 |
96.940 |
93.100 |
3.840 |
4.0% |
0.766 |
0.8% |
92% |
False |
False |
493 |
| 40 |
96.940 |
93.100 |
3.840 |
4.0% |
0.613 |
0.6% |
92% |
False |
False |
330 |
| 60 |
96.940 |
92.095 |
4.845 |
5.0% |
0.560 |
0.6% |
93% |
False |
False |
233 |
| 80 |
96.940 |
92.095 |
4.845 |
5.0% |
0.526 |
0.5% |
93% |
False |
False |
180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.991 |
|
2.618 |
98.167 |
|
1.618 |
97.662 |
|
1.000 |
97.350 |
|
0.618 |
97.157 |
|
HIGH |
96.845 |
|
0.618 |
96.652 |
|
0.500 |
96.593 |
|
0.382 |
96.533 |
|
LOW |
96.340 |
|
0.618 |
96.028 |
|
1.000 |
95.835 |
|
1.618 |
95.523 |
|
2.618 |
95.018 |
|
4.250 |
94.194 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
96.614 |
96.535 |
| PP |
96.603 |
96.445 |
| S1 |
96.593 |
96.355 |
|