ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
96.130 |
96.540 |
0.410 |
0.4% |
96.410 |
| High |
96.725 |
96.625 |
-0.100 |
-0.1% |
96.845 |
| Low |
95.950 |
96.455 |
0.505 |
0.5% |
95.880 |
| Close |
96.558 |
96.567 |
0.009 |
0.0% |
96.558 |
| Range |
0.775 |
0.170 |
-0.605 |
-78.1% |
0.965 |
| ATR |
0.693 |
0.655 |
-0.037 |
-5.4% |
0.000 |
| Volume |
491 |
163 |
-328 |
-66.8% |
1,624 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.059 |
96.983 |
96.661 |
|
| R3 |
96.889 |
96.813 |
96.614 |
|
| R2 |
96.719 |
96.719 |
96.598 |
|
| R1 |
96.643 |
96.643 |
96.583 |
96.681 |
| PP |
96.549 |
96.549 |
96.549 |
96.568 |
| S1 |
96.473 |
96.473 |
96.551 |
96.511 |
| S2 |
96.379 |
96.379 |
96.536 |
|
| S3 |
96.209 |
96.303 |
96.520 |
|
| S4 |
96.039 |
96.133 |
96.474 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.323 |
98.905 |
97.089 |
|
| R3 |
98.358 |
97.940 |
96.823 |
|
| R2 |
97.393 |
97.393 |
96.735 |
|
| R1 |
96.975 |
96.975 |
96.646 |
97.184 |
| PP |
96.428 |
96.428 |
96.428 |
96.532 |
| S1 |
96.010 |
96.010 |
96.470 |
96.219 |
| S2 |
95.463 |
95.463 |
96.381 |
|
| S3 |
94.498 |
95.045 |
96.293 |
|
| S4 |
93.533 |
94.080 |
96.027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.725 |
95.880 |
0.845 |
0.9% |
0.500 |
0.5% |
81% |
False |
False |
315 |
| 10 |
96.845 |
95.465 |
1.380 |
1.4% |
0.567 |
0.6% |
80% |
False |
False |
364 |
| 20 |
96.940 |
93.100 |
3.840 |
4.0% |
0.710 |
0.7% |
90% |
False |
False |
503 |
| 40 |
96.940 |
93.100 |
3.840 |
4.0% |
0.636 |
0.7% |
90% |
False |
False |
347 |
| 60 |
96.940 |
92.095 |
4.845 |
5.0% |
0.557 |
0.6% |
92% |
False |
False |
256 |
| 80 |
96.940 |
92.095 |
4.845 |
5.0% |
0.541 |
0.6% |
92% |
False |
False |
199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.348 |
|
2.618 |
97.070 |
|
1.618 |
96.900 |
|
1.000 |
96.795 |
|
0.618 |
96.730 |
|
HIGH |
96.625 |
|
0.618 |
96.560 |
|
0.500 |
96.540 |
|
0.382 |
96.520 |
|
LOW |
96.455 |
|
0.618 |
96.350 |
|
1.000 |
96.285 |
|
1.618 |
96.180 |
|
2.618 |
96.010 |
|
4.250 |
95.733 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
96.558 |
96.479 |
| PP |
96.549 |
96.391 |
| S1 |
96.540 |
96.303 |
|