ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
96.660 |
96.595 |
-0.065 |
-0.1% |
95.820 |
| High |
96.660 |
96.630 |
-0.030 |
0.0% |
96.755 |
| Low |
96.150 |
96.120 |
-0.030 |
0.0% |
95.465 |
| Close |
96.502 |
96.223 |
-0.279 |
-0.3% |
96.372 |
| Range |
0.510 |
0.510 |
0.000 |
0.0% |
1.290 |
| ATR |
0.712 |
0.698 |
-0.014 |
-2.0% |
0.000 |
| Volume |
243 |
337 |
94 |
38.7% |
2,057 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.854 |
97.549 |
96.504 |
|
| R3 |
97.344 |
97.039 |
96.363 |
|
| R2 |
96.834 |
96.834 |
96.317 |
|
| R1 |
96.529 |
96.529 |
96.270 |
96.427 |
| PP |
96.324 |
96.324 |
96.324 |
96.273 |
| S1 |
96.019 |
96.019 |
96.176 |
95.917 |
| S2 |
95.814 |
95.814 |
96.130 |
|
| S3 |
95.304 |
95.509 |
96.083 |
|
| S4 |
94.794 |
94.999 |
95.943 |
|
|
| 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 |
95.865 |
0.980 |
1.0% |
0.560 |
0.6% |
37% |
False |
False |
301 |
| 10 |
96.845 |
95.465 |
1.380 |
1.4% |
0.591 |
0.6% |
55% |
False |
False |
384 |
| 20 |
96.940 |
93.100 |
3.840 |
4.0% |
0.746 |
0.8% |
81% |
False |
False |
502 |
| 40 |
96.940 |
93.100 |
3.840 |
4.0% |
0.618 |
0.6% |
81% |
False |
False |
339 |
| 60 |
96.940 |
92.095 |
4.845 |
5.0% |
0.558 |
0.6% |
85% |
False |
False |
241 |
| 80 |
96.940 |
92.095 |
4.845 |
5.0% |
0.532 |
0.6% |
85% |
False |
False |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.798 |
|
2.618 |
97.965 |
|
1.618 |
97.455 |
|
1.000 |
97.140 |
|
0.618 |
96.945 |
|
HIGH |
96.630 |
|
0.618 |
96.435 |
|
0.500 |
96.375 |
|
0.382 |
96.315 |
|
LOW |
96.120 |
|
0.618 |
95.805 |
|
1.000 |
95.610 |
|
1.618 |
95.295 |
|
2.618 |
94.785 |
|
4.250 |
93.953 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
96.375 |
96.483 |
| PP |
96.324 |
96.396 |
| S1 |
96.274 |
96.310 |
|